ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
117-22 |
0-21 |
0.6% |
116-20 |
| High |
117-24 |
118-05 |
0-13 |
0.3% |
117-07 |
| Low |
116-26 |
117-16 |
0-22 |
0.6% |
115-27 |
| Close |
117-21 |
117-29 |
0-08 |
0.2% |
116-30 |
| Range |
0-30 |
0-21 |
-0-09 |
-30.0% |
1-12 |
| ATR |
0-29 |
0-28 |
-0-01 |
-1.9% |
0-00 |
| Volume |
194,511 |
244,008 |
49,497 |
25.4% |
1,108,268 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-26 |
119-17 |
118-09 |
|
| R3 |
119-05 |
118-28 |
118-03 |
|
| R2 |
118-16 |
118-16 |
118-01 |
|
| R1 |
118-07 |
118-07 |
117-31 |
118-12 |
| PP |
117-27 |
117-27 |
117-27 |
117-30 |
| S1 |
117-18 |
117-18 |
117-27 |
117-22 |
| S2 |
117-06 |
117-06 |
117-25 |
|
| S3 |
116-17 |
116-29 |
117-23 |
|
| S4 |
115-28 |
116-08 |
117-17 |
|
|
| 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 |
118-05 |
115-27 |
2-10 |
2.0% |
0-29 |
0.8% |
89% |
True |
False |
247,334 |
| 10 |
118-05 |
115-27 |
2-10 |
2.0% |
0-28 |
0.7% |
89% |
True |
False |
238,072 |
| 20 |
118-05 |
114-15 |
3-22 |
3.1% |
0-28 |
0.7% |
93% |
True |
False |
203,068 |
| 40 |
118-05 |
114-15 |
3-22 |
3.1% |
0-28 |
0.7% |
93% |
True |
False |
102,557 |
| 60 |
118-05 |
113-05 |
5-00 |
4.2% |
0-26 |
0.7% |
95% |
True |
False |
68,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-30 |
|
2.618 |
119-28 |
|
1.618 |
119-07 |
|
1.000 |
118-26 |
|
0.618 |
118-18 |
|
HIGH |
118-05 |
|
0.618 |
117-29 |
|
0.500 |
117-26 |
|
0.382 |
117-24 |
|
LOW |
117-16 |
|
0.618 |
117-03 |
|
1.000 |
116-27 |
|
1.618 |
116-14 |
|
2.618 |
115-25 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-23 |
| PP |
117-27 |
117-17 |
| S1 |
117-26 |
117-10 |
|