ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-31 |
117-11 |
0-12 |
0.3% |
115-09 |
| High |
117-26 |
117-22 |
-0-04 |
-0.1% |
117-26 |
| Low |
116-26 |
117-04 |
0-10 |
0.3% |
114-24 |
| Close |
117-22 |
117-15 |
-0-07 |
-0.2% |
117-22 |
| Range |
1-00 |
0-18 |
-0-14 |
-43.8% |
3-02 |
| ATR |
0-31 |
0-30 |
-0-01 |
-3.0% |
0-00 |
| Volume |
237,722 |
314,118 |
76,396 |
32.1% |
960,177 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-27 |
117-25 |
|
| R3 |
118-18 |
118-09 |
117-20 |
|
| R2 |
118-00 |
118-00 |
117-18 |
|
| R1 |
117-23 |
117-23 |
117-17 |
117-28 |
| PP |
117-14 |
117-14 |
117-14 |
117-16 |
| S1 |
117-05 |
117-05 |
117-13 |
117-10 |
| S2 |
116-28 |
116-28 |
117-12 |
|
| S3 |
116-10 |
116-19 |
117-10 |
|
| S4 |
115-24 |
116-01 |
117-05 |
|
|
| 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 |
114-28 |
2-30 |
2.5% |
0-31 |
0.8% |
88% |
False |
False |
244,672 |
| 10 |
117-26 |
114-15 |
3-11 |
2.8% |
0-30 |
0.8% |
90% |
False |
False |
129,625 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-31 |
0.8% |
83% |
False |
False |
66,421 |
| 40 |
118-02 |
113-05 |
4-29 |
4.2% |
0-29 |
0.8% |
88% |
False |
False |
33,350 |
| 60 |
120-13 |
113-05 |
7-08 |
6.2% |
0-26 |
0.7% |
59% |
False |
False |
22,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-02 |
|
2.618 |
119-05 |
|
1.618 |
118-19 |
|
1.000 |
118-08 |
|
0.618 |
118-01 |
|
HIGH |
117-22 |
|
0.618 |
117-15 |
|
0.500 |
117-13 |
|
0.382 |
117-11 |
|
LOW |
117-04 |
|
0.618 |
116-25 |
|
1.000 |
116-18 |
|
1.618 |
116-07 |
|
2.618 |
115-21 |
|
4.250 |
114-24 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-14 |
117-10 |
| PP |
117-14 |
117-05 |
| S1 |
117-13 |
117-00 |
|