ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 17-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
115-00 |
114-13 |
-0-19 |
-0.5% |
116-05 |
High |
115-17 |
114-13 |
-1-04 |
-1.0% |
116-05 |
Low |
115-00 |
114-13 |
-0-19 |
-0.5% |
114-04 |
Close |
115-01 |
114-01 |
-1-00 |
-0.9% |
114-25 |
Range |
0-17 |
0-00 |
-0-17 |
-100.0% |
2-01 |
ATR |
0-17 |
0-17 |
0-00 |
1.1% |
0-00 |
Volume |
134 |
3 |
-131 |
-97.8% |
158 |
|
Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-09 |
114-05 |
114-01 |
|
R3 |
114-09 |
114-05 |
114-01 |
|
R2 |
114-09 |
114-09 |
114-01 |
|
R1 |
114-05 |
114-05 |
114-01 |
114-07 |
PP |
114-09 |
114-09 |
114-09 |
114-10 |
S1 |
114-05 |
114-05 |
114-01 |
114-07 |
S2 |
114-09 |
114-09 |
114-01 |
|
S3 |
114-09 |
114-05 |
114-01 |
|
S4 |
114-09 |
114-05 |
114-01 |
|
|
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 |
114-13 |
2.618 |
114-13 |
1.618 |
114-13 |
1.000 |
114-13 |
0.618 |
114-13 |
HIGH |
114-13 |
0.618 |
114-13 |
0.500 |
114-13 |
0.382 |
114-13 |
LOW |
114-13 |
0.618 |
114-13 |
1.000 |
114-13 |
1.618 |
114-13 |
2.618 |
114-13 |
4.250 |
114-13 |
|
|
Fisher Pivots for day following 17-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
114-13 |
114-31 |
PP |
114-09 |
114-21 |
S1 |
114-05 |
114-11 |
|