ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-22 |
118-01 |
0-11 |
0.3% |
116-20 |
| High |
118-05 |
118-12 |
0-07 |
0.2% |
117-07 |
| Low |
117-16 |
117-18 |
0-02 |
0.1% |
115-27 |
| Close |
117-29 |
117-23 |
-0-06 |
-0.2% |
116-30 |
| Range |
0-21 |
0-26 |
0-05 |
23.8% |
1-12 |
| ATR |
0-28 |
0-28 |
0-00 |
-0.6% |
0-00 |
| Volume |
244,008 |
217,194 |
-26,814 |
-11.0% |
1,108,268 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-27 |
118-05 |
|
| R3 |
119-16 |
119-01 |
117-30 |
|
| R2 |
118-22 |
118-22 |
117-28 |
|
| R1 |
118-07 |
118-07 |
117-25 |
118-02 |
| PP |
117-28 |
117-28 |
117-28 |
117-26 |
| S1 |
117-13 |
117-13 |
117-21 |
117-08 |
| S2 |
117-02 |
117-02 |
117-18 |
|
| S3 |
116-08 |
116-19 |
117-16 |
|
| S4 |
115-14 |
115-25 |
117-09 |
|
|
| 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 |
118-12 |
115-27 |
2-17 |
2.2% |
0-28 |
0.7% |
74% |
True |
False |
252,903 |
| 10 |
118-12 |
115-27 |
2-17 |
2.2% |
0-27 |
0.7% |
74% |
True |
False |
238,339 |
| 20 |
118-12 |
114-23 |
3-21 |
3.1% |
0-27 |
0.7% |
82% |
True |
False |
213,547 |
| 40 |
118-12 |
114-15 |
3-29 |
3.3% |
0-28 |
0.8% |
83% |
True |
False |
107,984 |
| 60 |
118-12 |
113-05 |
5-07 |
4.4% |
0-26 |
0.7% |
87% |
True |
False |
72,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-26 |
|
2.618 |
120-16 |
|
1.618 |
119-22 |
|
1.000 |
119-06 |
|
0.618 |
118-28 |
|
HIGH |
118-12 |
|
0.618 |
118-02 |
|
0.500 |
117-31 |
|
0.382 |
117-28 |
|
LOW |
117-18 |
|
0.618 |
117-02 |
|
1.000 |
116-24 |
|
1.618 |
116-08 |
|
2.618 |
115-14 |
|
4.250 |
114-04 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
117-22 |
| PP |
117-28 |
117-20 |
| S1 |
117-26 |
117-19 |
|