ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
115-27 |
116-10 |
0-15 |
0.4% |
117-17 |
| High |
116-17 |
116-10 |
-0-07 |
-0.2% |
117-26 |
| Low |
115-18 |
115-01 |
-0-17 |
-0.5% |
115-08 |
| Close |
116-10 |
115-10 |
-1-00 |
-0.9% |
116-02 |
| Range |
0-31 |
1-09 |
0-10 |
32.3% |
2-18 |
| ATR |
0-30 |
0-31 |
0-01 |
2.5% |
0-00 |
| Volume |
1,133 |
3,673 |
2,540 |
224.2% |
15,761 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-13 |
118-20 |
116-01 |
|
| R3 |
118-04 |
117-11 |
115-21 |
|
| R2 |
116-27 |
116-27 |
115-18 |
|
| R1 |
116-02 |
116-02 |
115-14 |
115-26 |
| PP |
115-18 |
115-18 |
115-18 |
115-14 |
| S1 |
114-25 |
114-25 |
115-06 |
114-17 |
| S2 |
114-09 |
114-09 |
115-02 |
|
| S3 |
113-00 |
113-16 |
114-31 |
|
| S4 |
111-23 |
112-07 |
114-19 |
|
|
| 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 |
121-24 |
|
2.618 |
119-21 |
|
1.618 |
118-12 |
|
1.000 |
117-19 |
|
0.618 |
117-03 |
|
HIGH |
116-10 |
|
0.618 |
115-26 |
|
0.500 |
115-22 |
|
0.382 |
115-17 |
|
LOW |
115-01 |
|
0.618 |
114-08 |
|
1.000 |
113-24 |
|
1.618 |
112-31 |
|
2.618 |
111-22 |
|
4.250 |
109-19 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-22 |
115-25 |
| PP |
115-18 |
115-20 |
| S1 |
115-14 |
115-15 |
|