ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 23-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
115-09 |
114-30 |
-0-11 |
-0.3% |
115-27 |
High |
115-09 |
116-17 |
1-08 |
1.1% |
116-17 |
Low |
114-24 |
114-28 |
0-04 |
0.1% |
114-15 |
Close |
114-29 |
116-13 |
1-16 |
1.3% |
115-10 |
Range |
0-17 |
1-21 |
1-04 |
211.8% |
2-02 |
ATR |
0-30 |
1-00 |
0-02 |
5.4% |
0-00 |
Volume |
50,931 |
70,006 |
19,075 |
37.5% |
21,956 |
|
Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-29 |
120-10 |
117-10 |
|
R3 |
119-08 |
118-21 |
116-28 |
|
R2 |
117-19 |
117-19 |
116-23 |
|
R1 |
117-00 |
117-00 |
116-18 |
117-10 |
PP |
115-30 |
115-30 |
115-30 |
116-03 |
S1 |
115-11 |
115-11 |
116-08 |
115-20 |
S2 |
114-09 |
114-09 |
116-03 |
|
S3 |
112-20 |
113-22 |
115-30 |
|
S4 |
110-31 |
112-01 |
115-16 |
|
|
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% |
1-02 |
0.9% |
94% |
True |
False |
28,352 |
10 |
117-26 |
114-15 |
3-11 |
2.9% |
1-02 |
0.9% |
58% |
False |
False |
15,513 |
20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-31 |
0.8% |
54% |
False |
False |
8,861 |
40 |
118-02 |
113-05 |
4-29 |
4.2% |
0-27 |
0.7% |
66% |
False |
False |
4,518 |
60 |
121-04 |
113-05 |
7-31 |
6.8% |
0-24 |
0.6% |
41% |
False |
False |
3,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-18 |
2.618 |
120-28 |
1.618 |
119-07 |
1.000 |
118-06 |
0.618 |
117-18 |
HIGH |
116-17 |
0.618 |
115-29 |
0.500 |
115-22 |
0.382 |
115-16 |
LOW |
114-28 |
0.618 |
113-27 |
1.000 |
113-07 |
1.618 |
112-06 |
2.618 |
110-17 |
4.250 |
107-27 |
|
|
Fisher Pivots for day following 23-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
116-06 |
116-05 |
PP |
115-30 |
115-28 |
S1 |
115-22 |
115-20 |
|