ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 22-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-21 |
117-30 |
0-09 |
0.2% |
117-02 |
| High |
118-09 |
118-05 |
-0-04 |
-0.1% |
118-12 |
| Low |
117-11 |
117-24 |
0-13 |
0.3% |
116-16 |
| Close |
117-29 |
117-31 |
0-02 |
0.1% |
117-29 |
| Range |
0-30 |
0-13 |
-0-17 |
-56.7% |
1-28 |
| ATR |
0-28 |
0-27 |
-0-01 |
-3.9% |
0-00 |
| Volume |
234,578 |
232,417 |
-2,161 |
-0.9% |
1,219,242 |
|
| Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-06 |
118-31 |
118-06 |
|
| R3 |
118-25 |
118-18 |
118-03 |
|
| R2 |
118-12 |
118-12 |
118-01 |
|
| R1 |
118-05 |
118-05 |
118-00 |
118-08 |
| PP |
117-31 |
117-31 |
117-31 |
118-00 |
| S1 |
117-24 |
117-24 |
117-30 |
117-28 |
| S2 |
117-18 |
117-18 |
117-29 |
|
| S3 |
117-05 |
117-11 |
117-27 |
|
| S4 |
116-24 |
116-30 |
117-24 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-14 |
118-30 |
|
| R3 |
121-11 |
120-18 |
118-14 |
|
| R2 |
119-15 |
119-15 |
118-08 |
|
| R1 |
118-22 |
118-22 |
118-02 |
119-02 |
| PP |
117-19 |
117-19 |
117-19 |
117-25 |
| S1 |
116-26 |
116-26 |
117-24 |
117-06 |
| S2 |
115-23 |
115-23 |
117-18 |
|
| S3 |
113-27 |
114-30 |
117-12 |
|
| S4 |
111-31 |
113-02 |
116-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-12 |
116-26 |
1-18 |
1.3% |
0-24 |
0.6% |
74% |
False |
False |
224,541 |
| 10 |
118-12 |
115-27 |
2-17 |
2.1% |
0-26 |
0.7% |
84% |
False |
False |
226,124 |
| 20 |
118-12 |
114-28 |
3-16 |
3.0% |
0-27 |
0.7% |
88% |
False |
False |
233,874 |
| 40 |
118-12 |
114-15 |
3-29 |
3.3% |
0-28 |
0.7% |
90% |
False |
False |
119,642 |
| 60 |
118-12 |
113-05 |
5-07 |
4.4% |
0-27 |
0.7% |
92% |
False |
False |
79,803 |
| 80 |
121-04 |
113-05 |
7-31 |
6.8% |
0-24 |
0.6% |
60% |
False |
False |
59,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-28 |
|
2.618 |
119-07 |
|
1.618 |
118-26 |
|
1.000 |
118-18 |
|
0.618 |
118-13 |
|
HIGH |
118-05 |
|
0.618 |
118-00 |
|
0.500 |
117-30 |
|
0.382 |
117-29 |
|
LOW |
117-24 |
|
0.618 |
117-16 |
|
1.000 |
117-11 |
|
1.618 |
117-03 |
|
2.618 |
116-22 |
|
4.250 |
116-01 |
|
|
| Fisher Pivots for day following 22-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
117-30 |
| PP |
117-31 |
117-29 |
| S1 |
117-30 |
117-28 |
|