ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-18 |
115-26 |
-0-24 |
-0.6% |
117-01 |
| High |
116-21 |
117-16 |
0-27 |
0.7% |
117-20 |
| Low |
115-27 |
115-26 |
-0-01 |
0.0% |
116-09 |
| Close |
115-28 |
117-09 |
1-13 |
1.2% |
117-10 |
| Range |
0-26 |
1-22 |
0-28 |
107.7% |
1-11 |
| ATR |
0-27 |
0-29 |
0-02 |
7.0% |
0-00 |
| Volume |
2,027 |
6,135 |
4,108 |
202.7% |
3,152 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-30 |
121-09 |
118-07 |
|
| R3 |
120-08 |
119-19 |
117-24 |
|
| R2 |
118-18 |
118-18 |
117-19 |
|
| R1 |
117-29 |
117-29 |
117-14 |
118-08 |
| PP |
116-28 |
116-28 |
116-28 |
117-01 |
| S1 |
116-07 |
116-07 |
117-04 |
116-18 |
| S2 |
115-06 |
115-06 |
116-31 |
|
| S3 |
113-16 |
114-17 |
116-26 |
|
| S4 |
111-26 |
112-27 |
116-11 |
|
|
| 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 |
124-22 |
|
2.618 |
121-29 |
|
1.618 |
120-07 |
|
1.000 |
119-06 |
|
0.618 |
118-17 |
|
HIGH |
117-16 |
|
0.618 |
116-27 |
|
0.500 |
116-21 |
|
0.382 |
116-15 |
|
LOW |
115-26 |
|
0.618 |
114-25 |
|
1.000 |
114-04 |
|
1.618 |
113-03 |
|
2.618 |
111-13 |
|
4.250 |
108-20 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-02 |
117-02 |
| PP |
116-28 |
116-28 |
| S1 |
116-21 |
116-21 |
|