ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
117-20 |
115-24 |
-1-28 |
-1.6% |
117-02 |
| High |
117-22 |
116-00 |
-1-22 |
-1.4% |
118-12 |
| Low |
115-19 |
114-26 |
-0-25 |
-0.7% |
116-16 |
| Close |
115-27 |
115-01 |
-0-26 |
-0.7% |
117-29 |
| Range |
2-03 |
1-06 |
-0-29 |
-43.3% |
1-28 |
| ATR |
0-30 |
0-30 |
0-01 |
2.0% |
0-00 |
| Volume |
201,031 |
421,794 |
220,763 |
109.8% |
1,219,242 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-27 |
118-04 |
115-22 |
|
| R3 |
117-21 |
116-30 |
115-11 |
|
| R2 |
116-15 |
116-15 |
115-08 |
|
| R1 |
115-24 |
115-24 |
115-04 |
115-16 |
| PP |
115-09 |
115-09 |
115-09 |
115-05 |
| S1 |
114-18 |
114-18 |
114-30 |
114-10 |
| S2 |
114-03 |
114-03 |
114-26 |
|
| S3 |
112-29 |
113-12 |
114-23 |
|
| S4 |
111-23 |
112-06 |
114-12 |
|
|
| 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 |
118-09 |
114-26 |
3-15 |
3.0% |
1-01 |
0.9% |
6% |
False |
True |
249,753 |
| 10 |
118-12 |
114-26 |
3-18 |
3.1% |
0-31 |
0.8% |
6% |
False |
True |
251,328 |
| 20 |
118-12 |
114-26 |
3-18 |
3.1% |
0-28 |
0.8% |
6% |
False |
True |
239,386 |
| 40 |
118-12 |
114-15 |
3-29 |
3.4% |
0-30 |
0.8% |
14% |
False |
False |
139,132 |
| 60 |
118-12 |
113-05 |
5-07 |
4.5% |
0-28 |
0.8% |
36% |
False |
False |
92,832 |
| 80 |
121-04 |
113-05 |
7-31 |
6.9% |
0-26 |
0.7% |
24% |
False |
False |
69,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-02 |
|
2.618 |
119-03 |
|
1.618 |
117-29 |
|
1.000 |
117-06 |
|
0.618 |
116-23 |
|
HIGH |
116-00 |
|
0.618 |
115-17 |
|
0.500 |
115-13 |
|
0.382 |
115-09 |
|
LOW |
114-26 |
|
0.618 |
114-03 |
|
1.000 |
113-20 |
|
1.618 |
112-29 |
|
2.618 |
111-23 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-13 |
116-16 |
| PP |
115-09 |
116-00 |
| S1 |
115-05 |
115-16 |
|