ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
114-25 |
115-00 |
0-07 |
0.2% |
116-05 |
| High |
114-25 |
115-17 |
0-24 |
0.7% |
116-05 |
| Low |
114-25 |
115-00 |
0-07 |
0.2% |
114-04 |
| Close |
114-25 |
115-01 |
0-08 |
0.2% |
114-25 |
| Range |
0-00 |
0-17 |
0-17 |
|
2-01 |
| ATR |
0-17 |
0-17 |
0-01 |
3.1% |
0-00 |
| Volume |
134 |
134 |
0 |
0.0% |
158 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-25 |
116-14 |
115-10 |
|
| R3 |
116-08 |
115-29 |
115-06 |
|
| R2 |
115-23 |
115-23 |
115-04 |
|
| R1 |
115-12 |
115-12 |
115-03 |
115-18 |
| PP |
115-06 |
115-06 |
115-06 |
115-09 |
| S1 |
114-27 |
114-27 |
114-31 |
115-00 |
| S2 |
114-21 |
114-21 |
114-30 |
|
| S3 |
114-04 |
114-10 |
114-28 |
|
| S4 |
113-19 |
113-25 |
114-24 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
119-31 |
115-29 |
|
| R3 |
119-03 |
117-30 |
115-11 |
|
| R2 |
117-02 |
117-02 |
115-05 |
|
| R1 |
115-29 |
115-29 |
114-31 |
115-15 |
| PP |
115-01 |
115-01 |
115-01 |
114-26 |
| S1 |
113-28 |
113-28 |
114-19 |
113-14 |
| S2 |
113-00 |
113-00 |
114-13 |
|
| S3 |
110-31 |
111-27 |
114-07 |
|
| S4 |
108-30 |
109-26 |
113-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-25 |
|
2.618 |
116-30 |
|
1.618 |
116-13 |
|
1.000 |
116-02 |
|
0.618 |
115-28 |
|
HIGH |
115-17 |
|
0.618 |
115-11 |
|
0.500 |
115-08 |
|
0.382 |
115-06 |
|
LOW |
115-00 |
|
0.618 |
114-21 |
|
1.000 |
114-15 |
|
1.618 |
114-04 |
|
2.618 |
113-19 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
114-31 |
| PP |
115-06 |
114-29 |
| S1 |
115-04 |
114-26 |
|