ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
116-10 |
115-16 |
-0-26 |
-0.7% |
117-17 |
High |
116-10 |
115-23 |
-0-19 |
-0.5% |
117-26 |
Low |
115-01 |
114-15 |
-0-18 |
-0.5% |
115-08 |
Close |
115-10 |
114-22 |
-0-20 |
-0.5% |
116-02 |
Range |
1-09 |
1-08 |
-0-01 |
-2.4% |
2-18 |
ATR |
0-31 |
1-00 |
0-01 |
2.0% |
0-00 |
Volume |
3,673 |
7,613 |
3,940 |
107.3% |
15,761 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-23 |
117-30 |
115-12 |
|
R3 |
117-15 |
116-22 |
115-01 |
|
R2 |
116-07 |
116-07 |
114-29 |
|
R1 |
115-14 |
115-14 |
114-26 |
115-06 |
PP |
114-31 |
114-31 |
114-31 |
114-27 |
S1 |
114-06 |
114-06 |
114-18 |
113-30 |
S2 |
113-23 |
113-23 |
114-15 |
|
S3 |
112-15 |
112-30 |
114-11 |
|
S4 |
111-07 |
111-22 |
114-00 |
|
|
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 |
121-01 |
2.618 |
119-00 |
1.618 |
117-24 |
1.000 |
116-31 |
0.618 |
116-16 |
HIGH |
115-23 |
0.618 |
115-08 |
0.500 |
115-03 |
0.382 |
114-30 |
LOW |
114-15 |
0.618 |
113-22 |
1.000 |
113-07 |
1.618 |
112-14 |
2.618 |
111-06 |
4.250 |
109-05 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
115-03 |
115-16 |
PP |
114-31 |
115-07 |
S1 |
114-26 |
114-31 |
|