ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-14 |
0-05 |
0.1% |
117-11 |
| High |
116-27 |
116-17 |
-0-10 |
-0.3% |
118-02 |
| Low |
116-05 |
115-27 |
-0-10 |
-0.3% |
116-16 |
| Close |
116-14 |
116-10 |
-0-04 |
-0.1% |
116-22 |
| Range |
0-22 |
0-22 |
0-00 |
0.0% |
1-18 |
| ATR |
0-29 |
0-28 |
0-00 |
-1.7% |
0-00 |
| Volume |
145,832 |
194,549 |
48,717 |
33.4% |
1,208,312 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-09 |
118-00 |
116-22 |
|
| R3 |
117-19 |
117-10 |
116-16 |
|
| R2 |
116-29 |
116-29 |
116-14 |
|
| R1 |
116-20 |
116-20 |
116-12 |
116-14 |
| PP |
116-07 |
116-07 |
116-07 |
116-04 |
| S1 |
115-30 |
115-30 |
116-08 |
115-24 |
| S2 |
115-17 |
115-17 |
116-06 |
|
| S3 |
114-27 |
115-08 |
116-04 |
|
| S4 |
114-05 |
114-18 |
115-30 |
|
|
| 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 |
115-27 |
2-07 |
1.9% |
0-27 |
0.7% |
21% |
False |
True |
228,810 |
| 10 |
118-02 |
115-27 |
2-07 |
1.9% |
0-26 |
0.7% |
21% |
False |
True |
243,343 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-29 |
0.8% |
51% |
False |
False |
142,059 |
| 40 |
118-02 |
113-31 |
4-03 |
3.5% |
0-29 |
0.8% |
57% |
False |
False |
71,666 |
| 60 |
118-02 |
113-05 |
4-29 |
4.2% |
0-26 |
0.7% |
64% |
False |
False |
47,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-14 |
|
2.618 |
118-11 |
|
1.618 |
117-21 |
|
1.000 |
117-07 |
|
0.618 |
116-31 |
|
HIGH |
116-17 |
|
0.618 |
116-09 |
|
0.500 |
116-06 |
|
0.382 |
116-03 |
|
LOW |
115-27 |
|
0.618 |
115-13 |
|
1.000 |
115-05 |
|
1.618 |
114-23 |
|
2.618 |
114-01 |
|
4.250 |
112-30 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-09 |
116-11 |
| PP |
116-07 |
116-11 |
| S1 |
116-06 |
116-10 |
|