ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-22 |
115-27 |
-0-27 |
-0.7% |
117-13 |
| High |
117-05 |
116-10 |
-0-27 |
-0.7% |
118-02 |
| Low |
115-28 |
115-08 |
-0-20 |
-0.5% |
115-26 |
| Close |
116-02 |
115-24 |
-0-10 |
-0.3% |
118-00 |
| Range |
1-09 |
1-02 |
-0-07 |
-17.1% |
2-08 |
| ATR |
0-31 |
0-31 |
0-00 |
0.8% |
0-00 |
| Volume |
1,458 |
7,432 |
5,974 |
409.7% |
16,410 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-31 |
118-13 |
116-11 |
|
| R3 |
117-29 |
117-11 |
116-01 |
|
| R2 |
116-27 |
116-27 |
115-30 |
|
| R1 |
116-09 |
116-09 |
115-27 |
116-01 |
| PP |
115-25 |
115-25 |
115-25 |
115-20 |
| S1 |
115-07 |
115-07 |
115-21 |
114-31 |
| S2 |
114-23 |
114-23 |
115-18 |
|
| S3 |
113-21 |
114-05 |
115-15 |
|
| S4 |
112-19 |
113-03 |
115-05 |
|
|
| 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 |
120-26 |
|
2.618 |
119-03 |
|
1.618 |
118-01 |
|
1.000 |
117-12 |
|
0.618 |
116-31 |
|
HIGH |
116-10 |
|
0.618 |
115-29 |
|
0.500 |
115-25 |
|
0.382 |
115-21 |
|
LOW |
115-08 |
|
0.618 |
114-19 |
|
1.000 |
114-06 |
|
1.618 |
113-17 |
|
2.618 |
112-15 |
|
4.250 |
110-24 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-25 |
116-17 |
| PP |
115-25 |
116-09 |
| S1 |
115-24 |
116-00 |
|