ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-15 |
0-06 |
0.2% |
116-20 |
| High |
116-25 |
117-07 |
0-14 |
0.4% |
117-07 |
| Low |
115-28 |
115-27 |
-0-01 |
0.0% |
115-27 |
| Close |
116-19 |
116-30 |
0-11 |
0.3% |
116-30 |
| Range |
0-29 |
1-12 |
0-15 |
51.7% |
1-12 |
| ATR |
0-28 |
0-29 |
0-01 |
3.9% |
0-00 |
| Volume |
189,348 |
279,852 |
90,504 |
47.8% |
1,108,268 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
120-08 |
117-22 |
|
| R3 |
119-13 |
118-28 |
117-10 |
|
| R2 |
118-01 |
118-01 |
117-06 |
|
| R1 |
117-16 |
117-16 |
117-02 |
117-24 |
| PP |
116-21 |
116-21 |
116-21 |
116-26 |
| S1 |
116-04 |
116-04 |
116-26 |
116-12 |
| S2 |
115-09 |
115-09 |
116-22 |
|
| S3 |
113-29 |
114-24 |
116-18 |
|
| S4 |
112-17 |
113-12 |
116-06 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
120-08 |
117-22 |
|
| R3 |
119-13 |
118-28 |
117-10 |
|
| R2 |
118-01 |
118-01 |
117-06 |
|
| R1 |
117-16 |
117-16 |
117-02 |
117-24 |
| PP |
116-21 |
116-21 |
116-21 |
116-26 |
| S1 |
116-04 |
116-04 |
116-26 |
116-12 |
| S2 |
115-09 |
115-09 |
116-22 |
|
| S3 |
113-29 |
114-24 |
116-18 |
|
| S4 |
112-17 |
113-12 |
116-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-07 |
115-27 |
1-12 |
1.2% |
0-26 |
0.7% |
80% |
True |
True |
221,653 |
| 10 |
118-02 |
115-27 |
2-07 |
1.9% |
0-27 |
0.7% |
49% |
False |
True |
231,658 |
| 20 |
118-02 |
114-15 |
3-19 |
3.1% |
0-29 |
0.8% |
69% |
False |
False |
165,074 |
| 40 |
118-02 |
114-11 |
3-23 |
3.2% |
0-29 |
0.8% |
70% |
False |
False |
83,390 |
| 60 |
118-02 |
113-05 |
4-29 |
4.2% |
0-26 |
0.7% |
77% |
False |
False |
55,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
120-26 |
|
1.618 |
119-14 |
|
1.000 |
118-19 |
|
0.618 |
118-02 |
|
HIGH |
117-07 |
|
0.618 |
116-22 |
|
0.500 |
116-17 |
|
0.382 |
116-12 |
|
LOW |
115-27 |
|
0.618 |
115-00 |
|
1.000 |
114-15 |
|
1.618 |
113-20 |
|
2.618 |
112-08 |
|
4.250 |
110-00 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-26 |
116-26 |
| PP |
116-21 |
116-21 |
| S1 |
116-17 |
116-17 |
|