ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
116-20 |
117-03 |
0-15 |
0.4% |
117-01 |
High |
116-24 |
117-19 |
0-27 |
0.7% |
117-20 |
Low |
116-09 |
116-11 |
0-02 |
0.1% |
116-09 |
Close |
116-21 |
117-10 |
0-21 |
0.6% |
117-10 |
Range |
0-15 |
1-08 |
0-25 |
166.7% |
1-11 |
ATR |
0-27 |
0-28 |
0-01 |
3.5% |
0-00 |
Volume |
279 |
723 |
444 |
159.1% |
3,152 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-27 |
120-10 |
118-00 |
|
R3 |
119-19 |
119-02 |
117-21 |
|
R2 |
118-11 |
118-11 |
117-17 |
|
R1 |
117-26 |
117-26 |
117-14 |
118-02 |
PP |
117-03 |
117-03 |
117-03 |
117-07 |
S1 |
116-18 |
116-18 |
117-06 |
116-26 |
S2 |
115-27 |
115-27 |
117-03 |
|
S3 |
114-19 |
115-10 |
116-31 |
|
S4 |
113-11 |
114-02 |
116-20 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-03 |
120-18 |
118-02 |
|
R3 |
119-24 |
119-07 |
117-22 |
|
R2 |
118-13 |
118-13 |
117-18 |
|
R1 |
117-28 |
117-28 |
117-14 |
118-04 |
PP |
117-02 |
117-02 |
117-02 |
117-07 |
S1 |
116-17 |
116-17 |
117-06 |
116-26 |
S2 |
115-23 |
115-23 |
117-02 |
|
S3 |
114-12 |
115-06 |
116-30 |
|
S4 |
113-01 |
113-27 |
116-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-29 |
2.618 |
120-28 |
1.618 |
119-20 |
1.000 |
118-27 |
0.618 |
118-12 |
HIGH |
117-19 |
0.618 |
117-04 |
0.500 |
116-31 |
0.382 |
116-26 |
LOW |
116-11 |
0.618 |
115-18 |
1.000 |
115-03 |
1.618 |
114-10 |
2.618 |
113-02 |
4.250 |
111-01 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
117-06 |
117-06 |
PP |
117-03 |
117-02 |
S1 |
116-31 |
116-30 |
|