ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-16 |
115-27 |
0-11 |
0.3% |
117-17 |
| High |
116-10 |
116-17 |
0-07 |
0.2% |
117-26 |
| Low |
115-16 |
115-18 |
0-02 |
0.1% |
115-08 |
| Close |
116-02 |
116-10 |
0-08 |
0.2% |
116-02 |
| Range |
0-26 |
0-31 |
0-05 |
19.2% |
2-18 |
| ATR |
0-30 |
0-30 |
0-00 |
0.1% |
0-00 |
| Volume |
2,783 |
1,133 |
-1,650 |
-59.3% |
15,761 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-21 |
116-27 |
|
| R3 |
118-02 |
117-22 |
116-19 |
|
| R2 |
117-03 |
117-03 |
116-16 |
|
| R1 |
116-23 |
116-23 |
116-13 |
116-29 |
| PP |
116-04 |
116-04 |
116-04 |
116-08 |
| S1 |
115-24 |
115-24 |
116-07 |
115-30 |
| S2 |
115-05 |
115-05 |
116-04 |
|
| S3 |
114-06 |
114-25 |
116-01 |
|
| S4 |
113-07 |
113-26 |
115-25 |
|
|
| 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 |
120-21 |
|
2.618 |
119-02 |
|
1.618 |
118-03 |
|
1.000 |
117-16 |
|
0.618 |
117-04 |
|
HIGH |
116-17 |
|
0.618 |
116-05 |
|
0.500 |
116-02 |
|
0.382 |
115-30 |
|
LOW |
115-18 |
|
0.618 |
114-31 |
|
1.000 |
114-19 |
|
1.618 |
114-00 |
|
2.618 |
113-01 |
|
4.250 |
111-14 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-07 |
116-06 |
| PP |
116-04 |
116-01 |
| S1 |
116-02 |
115-28 |
|