ECBOT 30 Year Treasury Bond Future June 2010
Trading Metrics calculated at close of trading on 05-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
117-08 |
117-27 |
0-19 |
0.5% |
117-11 |
High |
118-02 |
117-29 |
-0-05 |
-0.1% |
118-02 |
Low |
117-02 |
116-16 |
-0-18 |
-0.5% |
116-16 |
Close |
117-26 |
116-22 |
-1-04 |
-1.0% |
116-22 |
Range |
1-00 |
1-13 |
0-13 |
40.6% |
1-18 |
ATR |
0-29 |
0-30 |
0-01 |
3.8% |
0-00 |
Volume |
214,524 |
290,459 |
75,935 |
35.4% |
1,208,312 |
|
Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-08 |
120-12 |
117-15 |
|
R3 |
119-27 |
118-31 |
117-02 |
|
R2 |
118-14 |
118-14 |
116-30 |
|
R1 |
117-18 |
117-18 |
116-26 |
117-10 |
PP |
117-01 |
117-01 |
117-01 |
116-29 |
S1 |
116-05 |
116-05 |
116-18 |
115-28 |
S2 |
115-20 |
115-20 |
116-14 |
|
S3 |
114-07 |
114-24 |
116-10 |
|
S4 |
112-26 |
113-11 |
115-29 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-25 |
120-25 |
117-18 |
|
R3 |
120-07 |
119-07 |
117-04 |
|
R2 |
118-21 |
118-21 |
116-31 |
|
R1 |
117-21 |
117-21 |
116-27 |
117-12 |
PP |
117-03 |
117-03 |
117-03 |
116-30 |
S1 |
116-03 |
116-03 |
116-17 |
115-26 |
S2 |
115-17 |
115-17 |
116-13 |
|
S3 |
113-31 |
114-17 |
116-08 |
|
S4 |
112-13 |
112-31 |
115-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-02 |
116-16 |
1-18 |
1.3% |
0-28 |
0.7% |
12% |
False |
True |
241,662 |
10 |
118-02 |
114-24 |
3-10 |
2.8% |
0-29 |
0.8% |
58% |
False |
False |
216,848 |
20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-31 |
0.8% |
62% |
False |
False |
110,563 |
40 |
118-02 |
113-11 |
4-23 |
4.0% |
0-29 |
0.8% |
71% |
False |
False |
55,698 |
60 |
118-18 |
113-05 |
5-13 |
4.6% |
0-26 |
0.7% |
65% |
False |
False |
37,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-28 |
2.618 |
121-19 |
1.618 |
120-06 |
1.000 |
119-10 |
0.618 |
118-25 |
HIGH |
117-29 |
0.618 |
117-12 |
0.500 |
117-06 |
0.382 |
117-01 |
LOW |
116-16 |
0.618 |
115-20 |
1.000 |
115-03 |
1.618 |
114-07 |
2.618 |
112-26 |
4.250 |
110-17 |
|
|
Fisher Pivots for day following 05-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
117-06 |
117-09 |
PP |
117-01 |
117-03 |
S1 |
116-28 |
116-28 |
|