ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
116-31 |
0-21 |
0.6% |
115-09 |
| High |
117-03 |
117-26 |
0-23 |
0.6% |
117-26 |
| Low |
116-06 |
116-26 |
0-20 |
0.5% |
114-24 |
| Close |
116-30 |
117-22 |
0-24 |
0.6% |
117-22 |
| Range |
0-29 |
1-00 |
0-03 |
10.3% |
3-02 |
| ATR |
0-31 |
0-31 |
0-00 |
0.2% |
0-00 |
| Volume |
348,333 |
237,722 |
-110,611 |
-31.8% |
960,177 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-14 |
120-02 |
118-08 |
|
| R3 |
119-14 |
119-02 |
117-31 |
|
| R2 |
118-14 |
118-14 |
117-28 |
|
| R1 |
118-02 |
118-02 |
117-25 |
118-08 |
| PP |
117-14 |
117-14 |
117-14 |
117-17 |
| S1 |
117-02 |
117-02 |
117-19 |
117-08 |
| S2 |
116-14 |
116-14 |
117-16 |
|
| S3 |
115-14 |
116-02 |
117-13 |
|
| S4 |
114-14 |
115-02 |
117-04 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-30 |
124-28 |
119-12 |
|
| R3 |
122-28 |
121-26 |
118-17 |
|
| R2 |
119-26 |
119-26 |
118-08 |
|
| R1 |
118-24 |
118-24 |
117-31 |
119-09 |
| PP |
116-24 |
116-24 |
116-24 |
117-00 |
| S1 |
115-22 |
115-22 |
117-13 |
116-07 |
| S2 |
113-22 |
113-22 |
117-04 |
|
| S3 |
110-20 |
112-20 |
116-27 |
|
| S4 |
107-18 |
109-18 |
116-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-26 |
114-24 |
3-02 |
2.6% |
0-31 |
0.8% |
96% |
True |
False |
192,035 |
| 10 |
117-26 |
114-15 |
3-11 |
2.8% |
0-31 |
0.8% |
96% |
True |
False |
98,491 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
1-00 |
0.8% |
90% |
False |
False |
50,751 |
| 40 |
118-02 |
113-05 |
4-29 |
4.2% |
0-29 |
0.8% |
92% |
False |
False |
25,497 |
| 60 |
120-13 |
113-05 |
7-08 |
6.2% |
0-25 |
0.7% |
63% |
False |
False |
17,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-02 |
|
2.618 |
120-14 |
|
1.618 |
119-14 |
|
1.000 |
118-26 |
|
0.618 |
118-14 |
|
HIGH |
117-26 |
|
0.618 |
117-14 |
|
0.500 |
117-10 |
|
0.382 |
117-06 |
|
LOW |
116-26 |
|
0.618 |
116-06 |
|
1.000 |
115-26 |
|
1.618 |
115-06 |
|
2.618 |
114-06 |
|
4.250 |
112-18 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-18 |
117-14 |
| PP |
117-14 |
117-06 |
| S1 |
117-10 |
116-30 |
|