ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
117-04 |
117-01 |
-0-03 |
-0.1% |
116-10 |
High |
117-16 |
117-03 |
-0-13 |
-0.3% |
117-16 |
Low |
116-30 |
116-21 |
-0-09 |
-0.2% |
115-09 |
Close |
117-11 |
116-26 |
-0-17 |
-0.5% |
117-11 |
Range |
0-18 |
0-14 |
-0-04 |
-22.2% |
2-07 |
ATR |
0-28 |
0-28 |
0-00 |
-1.6% |
0-00 |
Volume |
495 |
994 |
499 |
100.8% |
1,060 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-05 |
117-30 |
117-02 |
|
R3 |
117-23 |
117-16 |
116-30 |
|
R2 |
117-09 |
117-09 |
116-29 |
|
R1 |
117-02 |
117-02 |
116-27 |
116-30 |
PP |
116-27 |
116-27 |
116-27 |
116-26 |
S1 |
116-20 |
116-20 |
116-25 |
116-16 |
S2 |
116-13 |
116-13 |
116-23 |
|
S3 |
115-31 |
116-06 |
116-22 |
|
S4 |
115-17 |
115-24 |
116-18 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-12 |
122-18 |
118-18 |
|
R3 |
121-05 |
120-11 |
117-31 |
|
R2 |
118-30 |
118-30 |
117-24 |
|
R1 |
118-04 |
118-04 |
117-18 |
118-17 |
PP |
116-23 |
116-23 |
116-23 |
116-29 |
S1 |
115-29 |
115-29 |
117-04 |
116-10 |
S2 |
114-16 |
114-16 |
116-30 |
|
S3 |
112-09 |
113-22 |
116-23 |
|
S4 |
110-02 |
111-15 |
116-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-30 |
2.618 |
118-08 |
1.618 |
117-26 |
1.000 |
117-17 |
0.618 |
117-12 |
HIGH |
117-03 |
0.618 |
116-30 |
0.500 |
116-28 |
0.382 |
116-26 |
LOW |
116-21 |
0.618 |
116-12 |
1.000 |
116-07 |
1.618 |
115-30 |
2.618 |
115-16 |
4.250 |
114-26 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
116-28 |
116-28 |
PP |
116-27 |
116-27 |
S1 |
116-27 |
116-27 |
|