ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 01-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-28 |
116-04 |
0-08 |
0.2% |
113-18 |
High |
116-08 |
116-04 |
-0-04 |
-0.1% |
116-08 |
Low |
115-28 |
116-04 |
0-08 |
0.2% |
113-18 |
Close |
116-12 |
116-05 |
-0-07 |
-0.2% |
116-12 |
Range |
0-12 |
0-00 |
-0-12 |
-100.0% |
2-22 |
ATR |
0-18 |
0-17 |
-0-01 |
-3.9% |
0-00 |
Volume |
36 |
3 |
-33 |
-91.7% |
59 |
|
Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-04 |
116-05 |
116-05 |
|
R3 |
116-04 |
116-05 |
116-05 |
|
R2 |
116-04 |
116-04 |
116-05 |
|
R1 |
116-05 |
116-05 |
116-05 |
116-04 |
PP |
116-04 |
116-04 |
116-04 |
116-04 |
S1 |
116-05 |
116-05 |
116-05 |
116-04 |
S2 |
116-04 |
116-04 |
116-05 |
|
S3 |
116-04 |
116-05 |
116-05 |
|
S4 |
116-04 |
116-05 |
116-05 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-15 |
122-19 |
117-27 |
|
R3 |
120-25 |
119-29 |
117-04 |
|
R2 |
118-03 |
118-03 |
116-28 |
|
R1 |
117-07 |
117-07 |
116-20 |
117-21 |
PP |
115-13 |
115-13 |
115-13 |
115-20 |
S1 |
114-17 |
114-17 |
116-04 |
114-31 |
S2 |
112-23 |
112-23 |
115-28 |
|
S3 |
110-01 |
111-27 |
115-20 |
|
S4 |
107-11 |
109-05 |
114-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-04 |
2.618 |
116-04 |
1.618 |
116-04 |
1.000 |
116-04 |
0.618 |
116-04 |
HIGH |
116-04 |
0.618 |
116-04 |
0.500 |
116-04 |
0.382 |
116-04 |
LOW |
116-04 |
0.618 |
116-04 |
1.000 |
116-04 |
1.618 |
116-04 |
2.618 |
116-04 |
4.250 |
116-04 |
|
|
Fisher Pivots for day following 01-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
116-05 |
115-30 |
PP |
116-04 |
115-24 |
S1 |
116-04 |
115-18 |
|