ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 27-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
116-23 |
116-29 |
0-06 |
0.2% |
116-10 |
High |
117-20 |
117-17 |
-0-03 |
-0.1% |
117-16 |
Low |
116-23 |
116-25 |
0-02 |
0.1% |
115-09 |
Close |
116-25 |
116-27 |
0-02 |
0.1% |
117-11 |
Range |
0-29 |
0-24 |
-0-05 |
-17.2% |
2-07 |
ATR |
0-28 |
0-28 |
0-00 |
-1.0% |
0-00 |
Volume |
1,021 |
135 |
-886 |
-86.8% |
1,060 |
|
Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-10 |
118-26 |
117-08 |
|
R3 |
118-18 |
118-02 |
117-02 |
|
R2 |
117-26 |
117-26 |
116-31 |
|
R1 |
117-10 |
117-10 |
116-29 |
117-06 |
PP |
117-02 |
117-02 |
117-02 |
117-00 |
S1 |
116-18 |
116-18 |
116-25 |
116-14 |
S2 |
116-10 |
116-10 |
116-23 |
|
S3 |
115-18 |
115-26 |
116-20 |
|
S4 |
114-26 |
115-02 |
116-14 |
|
|
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 |
120-23 |
2.618 |
119-16 |
1.618 |
118-24 |
1.000 |
118-09 |
0.618 |
118-00 |
HIGH |
117-17 |
0.618 |
117-08 |
0.500 |
117-05 |
0.382 |
117-02 |
LOW |
116-25 |
0.618 |
116-10 |
1.000 |
116-01 |
1.618 |
115-18 |
2.618 |
114-26 |
4.250 |
113-19 |
|
|
Fisher Pivots for day following 27-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
117-05 |
117-04 |
PP |
117-02 |
117-01 |
S1 |
116-30 |
116-30 |
|