ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 19-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
115-16 |
114-26 |
-0-22 |
-0.6% |
115-27 |
High |
115-23 |
115-12 |
-0-11 |
-0.3% |
116-17 |
Low |
114-15 |
114-23 |
0-08 |
0.2% |
114-15 |
Close |
114-22 |
115-10 |
0-20 |
0.5% |
115-10 |
Range |
1-08 |
0-21 |
-0-19 |
-47.5% |
2-02 |
ATR |
1-00 |
0-31 |
-0-01 |
-2.2% |
0-00 |
Volume |
7,613 |
9,537 |
1,924 |
25.3% |
21,956 |
|
Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-03 |
116-28 |
115-22 |
|
R3 |
116-14 |
116-07 |
115-16 |
|
R2 |
115-25 |
115-25 |
115-14 |
|
R1 |
115-18 |
115-18 |
115-12 |
115-22 |
PP |
115-04 |
115-04 |
115-04 |
115-06 |
S1 |
114-29 |
114-29 |
115-08 |
115-00 |
S2 |
114-15 |
114-15 |
115-06 |
|
S3 |
113-26 |
114-08 |
115-04 |
|
S4 |
113-05 |
113-19 |
114-30 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-20 |
120-17 |
116-14 |
|
R3 |
119-18 |
118-15 |
115-28 |
|
R2 |
117-16 |
117-16 |
115-22 |
|
R1 |
116-13 |
116-13 |
115-16 |
115-30 |
PP |
115-14 |
115-14 |
115-14 |
115-06 |
S1 |
114-11 |
114-11 |
115-04 |
113-28 |
S2 |
113-12 |
113-12 |
114-30 |
|
S3 |
111-10 |
112-09 |
114-24 |
|
S4 |
109-08 |
110-07 |
114-06 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-05 |
2.618 |
117-03 |
1.618 |
116-14 |
1.000 |
116-01 |
0.618 |
115-25 |
HIGH |
115-12 |
0.618 |
115-04 |
0.500 |
115-02 |
0.382 |
114-31 |
LOW |
114-23 |
0.618 |
114-10 |
1.000 |
114-02 |
1.618 |
113-21 |
2.618 |
113-00 |
4.250 |
111-30 |
|
|
Fisher Pivots for day following 19-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
115-07 |
115-12 |
PP |
115-04 |
115-12 |
S1 |
115-02 |
115-11 |
|