ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
115-09 |
0-15 |
0.4% |
115-27 |
| High |
115-12 |
115-09 |
-0-03 |
-0.1% |
116-17 |
| Low |
114-23 |
114-24 |
0-01 |
0.0% |
114-15 |
| Close |
115-10 |
114-29 |
-0-13 |
-0.4% |
115-10 |
| Range |
0-21 |
0-17 |
-0-04 |
-19.0% |
2-02 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.0% |
0-00 |
| Volume |
9,537 |
50,931 |
41,394 |
434.0% |
21,956 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-18 |
116-09 |
115-06 |
|
| R3 |
116-01 |
115-24 |
115-02 |
|
| R2 |
115-16 |
115-16 |
115-00 |
|
| R1 |
115-07 |
115-07 |
114-31 |
115-03 |
| PP |
114-31 |
114-31 |
114-31 |
114-30 |
| S1 |
114-22 |
114-22 |
114-27 |
114-18 |
| S2 |
114-14 |
114-14 |
114-26 |
|
| S3 |
113-29 |
114-05 |
114-24 |
|
| S4 |
113-12 |
113-20 |
114-20 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-17 |
114-15 |
2-02 |
1.8% |
0-30 |
0.8% |
21% |
False |
False |
14,577 |
| 10 |
117-26 |
114-15 |
3-11 |
2.9% |
0-30 |
0.8% |
13% |
False |
False |
8,864 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-29 |
0.8% |
12% |
False |
False |
5,410 |
| 40 |
118-02 |
113-05 |
4-29 |
4.3% |
0-26 |
0.7% |
36% |
False |
False |
2,768 |
| 60 |
121-04 |
113-05 |
7-31 |
6.9% |
0-23 |
0.6% |
22% |
False |
False |
1,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-17 |
|
2.618 |
116-22 |
|
1.618 |
116-05 |
|
1.000 |
115-26 |
|
0.618 |
115-20 |
|
HIGH |
115-09 |
|
0.618 |
115-03 |
|
0.500 |
115-00 |
|
0.382 |
114-30 |
|
LOW |
114-24 |
|
0.618 |
114-13 |
|
1.000 |
114-07 |
|
1.618 |
113-28 |
|
2.618 |
113-11 |
|
4.250 |
112-16 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-00 |
115-03 |
| PP |
114-31 |
115-01 |
| S1 |
114-30 |
114-31 |
|