ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-30 |
116-12 |
1-14 |
1.3% |
115-27 |
| High |
116-17 |
116-25 |
0-08 |
0.2% |
116-17 |
| Low |
114-28 |
116-02 |
1-06 |
1.0% |
114-15 |
| Close |
116-13 |
116-08 |
-0-05 |
-0.1% |
115-10 |
| Range |
1-21 |
0-23 |
-0-30 |
-56.6% |
2-02 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.0% |
0-00 |
| Volume |
70,006 |
253,185 |
183,179 |
261.7% |
21,956 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-17 |
118-03 |
116-21 |
|
| R3 |
117-26 |
117-12 |
116-14 |
|
| R2 |
117-03 |
117-03 |
116-12 |
|
| R1 |
116-21 |
116-21 |
116-10 |
116-16 |
| PP |
116-12 |
116-12 |
116-12 |
116-09 |
| S1 |
115-30 |
115-30 |
116-06 |
115-26 |
| S2 |
115-21 |
115-21 |
116-04 |
|
| S3 |
114-30 |
115-07 |
116-02 |
|
| S4 |
114-07 |
114-16 |
115-27 |
|
|
| 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 |
116-25 |
114-15 |
2-10 |
2.0% |
0-31 |
0.8% |
77% |
True |
False |
78,254 |
| 10 |
117-05 |
114-15 |
2-22 |
2.3% |
1-01 |
0.9% |
66% |
False |
False |
40,775 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-31 |
0.8% |
50% |
False |
False |
21,469 |
| 40 |
118-02 |
113-05 |
4-29 |
4.2% |
0-28 |
0.7% |
63% |
False |
False |
10,848 |
| 60 |
121-04 |
113-05 |
7-31 |
6.9% |
0-24 |
0.7% |
39% |
False |
False |
7,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-27 |
|
2.618 |
118-21 |
|
1.618 |
117-30 |
|
1.000 |
117-16 |
|
0.618 |
117-07 |
|
HIGH |
116-25 |
|
0.618 |
116-16 |
|
0.500 |
116-14 |
|
0.382 |
116-11 |
|
LOW |
116-02 |
|
0.618 |
115-20 |
|
1.000 |
115-11 |
|
1.618 |
114-29 |
|
2.618 |
114-06 |
|
4.250 |
113-00 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-03 |
| PP |
116-12 |
115-30 |
| S1 |
116-10 |
115-24 |
|