ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
117-26 |
116-22 |
-1-04 |
-1.0% |
117-13 |
| High |
117-26 |
117-05 |
-0-21 |
-0.6% |
118-02 |
| Low |
116-21 |
115-28 |
-0-25 |
-0.7% |
115-26 |
| Close |
116-26 |
116-02 |
-0-24 |
-0.6% |
118-00 |
| Range |
1-05 |
1-09 |
0-04 |
10.8% |
2-08 |
| ATR |
0-30 |
0-31 |
0-01 |
2.7% |
0-00 |
| Volume |
571 |
1,458 |
887 |
155.3% |
16,410 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-07 |
119-13 |
116-25 |
|
| R3 |
118-30 |
118-04 |
116-13 |
|
| R2 |
117-21 |
117-21 |
116-10 |
|
| R1 |
116-27 |
116-27 |
116-06 |
116-20 |
| PP |
116-12 |
116-12 |
116-12 |
116-08 |
| S1 |
115-18 |
115-18 |
115-30 |
115-10 |
| S2 |
115-03 |
115-03 |
115-26 |
|
| S3 |
113-26 |
114-09 |
115-23 |
|
| S4 |
112-17 |
113-00 |
115-11 |
|
|
| 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 |
122-19 |
|
2.618 |
120-16 |
|
1.618 |
119-07 |
|
1.000 |
118-14 |
|
0.618 |
117-30 |
|
HIGH |
117-05 |
|
0.618 |
116-21 |
|
0.500 |
116-16 |
|
0.382 |
116-12 |
|
LOW |
115-28 |
|
0.618 |
115-03 |
|
1.000 |
114-19 |
|
1.618 |
113-26 |
|
2.618 |
112-17 |
|
4.250 |
110-14 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
116-27 |
| PP |
116-12 |
116-19 |
| S1 |
116-07 |
116-10 |
|