ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
116-23 |
-0-10 |
-0.3% |
116-10 |
| High |
117-03 |
117-20 |
0-17 |
0.5% |
117-16 |
| Low |
116-21 |
116-23 |
0-02 |
0.1% |
115-09 |
| Close |
116-26 |
116-25 |
-0-01 |
0.0% |
117-11 |
| Range |
0-14 |
0-29 |
0-15 |
107.1% |
2-07 |
| ATR |
0-28 |
0-28 |
0-00 |
0.3% |
0-00 |
| Volume |
994 |
1,021 |
27 |
2.7% |
1,060 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-24 |
119-06 |
117-09 |
|
| R3 |
118-27 |
118-09 |
117-01 |
|
| R2 |
117-30 |
117-30 |
116-30 |
|
| R1 |
117-12 |
117-12 |
116-28 |
117-21 |
| PP |
117-01 |
117-01 |
117-01 |
117-06 |
| S1 |
116-15 |
116-15 |
116-22 |
116-24 |
| S2 |
116-04 |
116-04 |
116-20 |
|
| S3 |
115-07 |
115-18 |
116-17 |
|
| S4 |
114-10 |
114-21 |
116-09 |
|
|
| 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 |
121-15 |
|
2.618 |
120-00 |
|
1.618 |
119-03 |
|
1.000 |
118-17 |
|
0.618 |
118-06 |
|
HIGH |
117-20 |
|
0.618 |
117-09 |
|
0.500 |
117-06 |
|
0.382 |
117-02 |
|
LOW |
116-23 |
|
0.618 |
116-05 |
|
1.000 |
115-26 |
|
1.618 |
115-08 |
|
2.618 |
114-11 |
|
4.250 |
112-28 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-06 |
117-04 |
| PP |
117-01 |
117-01 |
| S1 |
116-29 |
116-29 |
|