ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
117-04 |
1-10 |
1.1% |
117-13 |
| High |
117-16 |
118-02 |
0-18 |
0.5% |
118-02 |
| Low |
115-26 |
116-30 |
1-04 |
1.0% |
115-26 |
| Close |
117-09 |
118-00 |
0-23 |
0.6% |
118-00 |
| Range |
1-22 |
1-04 |
-0-18 |
-33.3% |
2-08 |
| ATR |
0-29 |
0-30 |
0-00 |
1.6% |
0-00 |
| Volume |
6,135 |
5,055 |
-1,080 |
-17.6% |
16,410 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-01 |
120-21 |
118-20 |
|
| R3 |
119-29 |
119-17 |
118-10 |
|
| R2 |
118-25 |
118-25 |
118-07 |
|
| R1 |
118-13 |
118-13 |
118-03 |
118-19 |
| PP |
117-21 |
117-21 |
117-21 |
117-24 |
| S1 |
117-09 |
117-09 |
117-29 |
117-15 |
| S2 |
116-17 |
116-17 |
117-25 |
|
| S3 |
115-13 |
116-05 |
117-22 |
|
| S4 |
114-09 |
115-01 |
117-12 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-09 |
119-08 |
|
| R3 |
121-25 |
121-01 |
118-20 |
|
| R2 |
119-17 |
119-17 |
118-13 |
|
| R1 |
118-25 |
118-25 |
118-07 |
119-05 |
| PP |
117-09 |
117-09 |
117-09 |
117-16 |
| S1 |
116-17 |
116-17 |
117-25 |
116-29 |
| S2 |
115-01 |
115-01 |
117-19 |
|
| S3 |
112-25 |
114-09 |
117-12 |
|
| S4 |
110-17 |
112-01 |
116-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-27 |
|
2.618 |
121-00 |
|
1.618 |
119-28 |
|
1.000 |
119-06 |
|
0.618 |
118-24 |
|
HIGH |
118-02 |
|
0.618 |
117-20 |
|
0.500 |
117-16 |
|
0.382 |
117-12 |
|
LOW |
116-30 |
|
0.618 |
116-08 |
|
1.000 |
115-26 |
|
1.618 |
115-04 |
|
2.618 |
114-00 |
|
4.250 |
112-05 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-27 |
117-21 |
| PP |
117-21 |
117-09 |
| S1 |
117-16 |
116-30 |
|