ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-03 |
117-13 |
0-10 |
0.3% |
117-01 |
| High |
117-19 |
117-13 |
-0-06 |
-0.2% |
117-20 |
| Low |
116-11 |
116-17 |
0-06 |
0.2% |
116-09 |
| Close |
117-10 |
116-21 |
-0-21 |
-0.6% |
117-10 |
| Range |
1-08 |
0-28 |
-0-12 |
-30.0% |
1-11 |
| ATR |
0-28 |
0-28 |
0-00 |
0.0% |
0-00 |
| Volume |
723 |
2,415 |
1,692 |
234.0% |
3,152 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
118-30 |
117-04 |
|
| R3 |
118-20 |
118-02 |
116-29 |
|
| R2 |
117-24 |
117-24 |
116-26 |
|
| R1 |
117-06 |
117-06 |
116-24 |
117-01 |
| PP |
116-28 |
116-28 |
116-28 |
116-25 |
| S1 |
116-10 |
116-10 |
116-18 |
116-05 |
| S2 |
116-00 |
116-00 |
116-16 |
|
| S3 |
115-04 |
115-14 |
116-13 |
|
| S4 |
114-08 |
114-18 |
116-06 |
|
|
| 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 |
121-04 |
|
2.618 |
119-22 |
|
1.618 |
118-26 |
|
1.000 |
118-09 |
|
0.618 |
117-30 |
|
HIGH |
117-13 |
|
0.618 |
117-02 |
|
0.500 |
116-31 |
|
0.382 |
116-28 |
|
LOW |
116-17 |
|
0.618 |
116-00 |
|
1.000 |
115-21 |
|
1.618 |
115-04 |
|
2.618 |
114-08 |
|
4.250 |
112-26 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-31 |
116-30 |
| PP |
116-28 |
116-27 |
| S1 |
116-24 |
116-24 |
|