ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
116-29 |
116-20 |
-0-09 |
-0.2% |
116-10 |
| High |
117-17 |
116-24 |
-0-25 |
-0.7% |
117-16 |
| Low |
116-25 |
116-09 |
-0-16 |
-0.4% |
115-09 |
| Close |
116-27 |
116-21 |
-0-06 |
-0.2% |
117-11 |
| Range |
0-24 |
0-15 |
-0-09 |
-37.5% |
2-07 |
| ATR |
0-28 |
0-27 |
-0-01 |
-2.5% |
0-00 |
| Volume |
135 |
279 |
144 |
106.7% |
1,060 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-31 |
117-25 |
116-29 |
|
| R3 |
117-16 |
117-10 |
116-25 |
|
| R2 |
117-01 |
117-01 |
116-24 |
|
| R1 |
116-27 |
116-27 |
116-22 |
116-30 |
| PP |
116-18 |
116-18 |
116-18 |
116-20 |
| S1 |
116-12 |
116-12 |
116-20 |
116-15 |
| S2 |
116-03 |
116-03 |
116-18 |
|
| S3 |
115-20 |
115-29 |
116-17 |
|
| S4 |
115-05 |
115-14 |
116-13 |
|
|
| 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 |
118-24 |
|
2.618 |
117-31 |
|
1.618 |
117-16 |
|
1.000 |
117-07 |
|
0.618 |
117-01 |
|
HIGH |
116-24 |
|
0.618 |
116-18 |
|
0.500 |
116-16 |
|
0.382 |
116-15 |
|
LOW |
116-09 |
|
0.618 |
116-00 |
|
1.000 |
115-26 |
|
1.618 |
115-17 |
|
2.618 |
115-02 |
|
4.250 |
114-09 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-20 |
116-30 |
| PP |
116-18 |
116-27 |
| S1 |
116-16 |
116-24 |
|