ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 12-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
115-27 |
115-16 |
-0-11 |
-0.3% |
117-17 |
High |
116-10 |
116-10 |
0-00 |
0.0% |
117-26 |
Low |
115-08 |
115-16 |
0-08 |
0.2% |
115-08 |
Close |
115-24 |
116-02 |
0-10 |
0.3% |
116-02 |
Range |
1-02 |
0-26 |
-0-08 |
-23.5% |
2-18 |
ATR |
0-31 |
0-30 |
0-00 |
-1.1% |
0-00 |
Volume |
7,432 |
2,783 |
-4,649 |
-62.6% |
15,761 |
|
Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-13 |
118-01 |
116-16 |
|
R3 |
117-19 |
117-07 |
116-09 |
|
R2 |
116-25 |
116-25 |
116-07 |
|
R1 |
116-13 |
116-13 |
116-04 |
116-19 |
PP |
115-31 |
115-31 |
115-31 |
116-02 |
S1 |
115-19 |
115-19 |
116-00 |
115-25 |
S2 |
115-05 |
115-05 |
115-29 |
|
S3 |
114-11 |
114-25 |
115-27 |
|
S4 |
113-17 |
113-31 |
115-20 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-02 |
122-20 |
117-15 |
|
R3 |
121-16 |
120-02 |
116-25 |
|
R2 |
118-30 |
118-30 |
116-17 |
|
R1 |
117-16 |
117-16 |
116-10 |
116-30 |
PP |
116-12 |
116-12 |
116-12 |
116-03 |
S1 |
114-30 |
114-30 |
115-26 |
114-12 |
S2 |
113-26 |
113-26 |
115-19 |
|
S3 |
111-08 |
112-12 |
115-11 |
|
S4 |
108-22 |
109-26 |
114-21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-24 |
2.618 |
118-14 |
1.618 |
117-20 |
1.000 |
117-04 |
0.618 |
116-26 |
HIGH |
116-10 |
0.618 |
116-00 |
0.500 |
115-29 |
0.382 |
115-26 |
LOW |
115-16 |
0.618 |
115-00 |
1.000 |
114-22 |
1.618 |
114-06 |
2.618 |
113-12 |
4.250 |
112-02 |
|
|
Fisher Pivots for day following 12-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
116-00 |
116-06 |
PP |
115-31 |
116-05 |
S1 |
115-29 |
116-04 |
|