ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-12 |
116-10 |
-0-02 |
-0.1% |
115-27 |
| High |
116-25 |
117-03 |
0-10 |
0.3% |
116-17 |
| Low |
116-02 |
116-06 |
0-04 |
0.1% |
114-15 |
| Close |
116-08 |
116-30 |
0-22 |
0.6% |
115-10 |
| Range |
0-23 |
0-29 |
0-06 |
26.1% |
2-02 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.5% |
0-00 |
| Volume |
253,185 |
348,333 |
95,148 |
37.6% |
21,956 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
119-03 |
117-14 |
|
| R3 |
118-18 |
118-06 |
117-06 |
|
| R2 |
117-21 |
117-21 |
117-03 |
|
| R1 |
117-09 |
117-09 |
117-01 |
117-15 |
| PP |
116-24 |
116-24 |
116-24 |
116-26 |
| S1 |
116-12 |
116-12 |
116-27 |
116-18 |
| S2 |
115-27 |
115-27 |
116-25 |
|
| S3 |
114-30 |
115-15 |
116-22 |
|
| S4 |
114-01 |
114-18 |
116-14 |
|
|
| 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 |
117-03 |
114-23 |
2-12 |
2.0% |
0-29 |
0.8% |
93% |
True |
False |
146,398 |
| 10 |
117-03 |
114-15 |
2-20 |
2.2% |
1-00 |
0.8% |
94% |
True |
False |
75,462 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-31 |
0.8% |
69% |
False |
False |
38,879 |
| 40 |
118-02 |
113-05 |
4-29 |
4.2% |
0-28 |
0.8% |
77% |
False |
False |
19,555 |
| 60 |
121-04 |
113-05 |
7-31 |
6.8% |
0-25 |
0.7% |
47% |
False |
False |
13,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-30 |
|
2.618 |
119-15 |
|
1.618 |
118-18 |
|
1.000 |
118-00 |
|
0.618 |
117-21 |
|
HIGH |
117-03 |
|
0.618 |
116-24 |
|
0.500 |
116-20 |
|
0.382 |
116-17 |
|
LOW |
116-06 |
|
0.618 |
115-20 |
|
1.000 |
115-09 |
|
1.618 |
114-23 |
|
2.618 |
113-26 |
|
4.250 |
112-11 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-27 |
116-20 |
| PP |
116-24 |
116-10 |
| S1 |
116-20 |
116-00 |
|