ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-19 |
115-09 |
0-22 |
0.6% |
115-15 |
| High |
114-19 |
116-04 |
1-17 |
1.3% |
116-01 |
| Low |
114-19 |
115-09 |
0-22 |
0.6% |
115-10 |
| Close |
114-19 |
116-00 |
1-13 |
1.2% |
116-01 |
| Range |
0-00 |
0-27 |
0-27 |
|
0-23 |
| ATR |
0-15 |
0-17 |
0-02 |
16.6% |
0-00 |
| Volume |
2 |
2 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-11 |
118-00 |
116-15 |
|
| R3 |
117-16 |
117-05 |
116-07 |
|
| R2 |
116-21 |
116-21 |
116-05 |
|
| R1 |
116-10 |
116-10 |
116-02 |
116-16 |
| PP |
115-26 |
115-26 |
115-26 |
115-28 |
| S1 |
115-15 |
115-15 |
115-30 |
115-20 |
| S2 |
114-31 |
114-31 |
115-27 |
|
| S3 |
114-04 |
114-20 |
115-25 |
|
| S4 |
113-09 |
113-25 |
115-17 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-30 |
117-23 |
116-14 |
|
| R3 |
117-07 |
117-00 |
116-07 |
|
| R2 |
116-16 |
116-16 |
116-05 |
|
| R1 |
116-09 |
116-09 |
116-03 |
116-12 |
| PP |
115-25 |
115-25 |
115-25 |
115-27 |
| S1 |
115-18 |
115-18 |
115-31 |
115-22 |
| S2 |
115-02 |
115-02 |
115-29 |
|
| S3 |
114-11 |
114-27 |
115-27 |
|
| S4 |
113-20 |
114-04 |
115-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-23 |
|
2.618 |
118-11 |
|
1.618 |
117-16 |
|
1.000 |
116-31 |
|
0.618 |
116-21 |
|
HIGH |
116-04 |
|
0.618 |
115-26 |
|
0.500 |
115-22 |
|
0.382 |
115-19 |
|
LOW |
115-09 |
|
0.618 |
114-24 |
|
1.000 |
114-14 |
|
1.618 |
113-29 |
|
2.618 |
113-02 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-29 |
115-25 |
| PP |
115-26 |
115-18 |
| S1 |
115-22 |
115-12 |
|