ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 03-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
116-00 |
115-31 |
-0-01 |
0.0% |
113-18 |
High |
116-00 |
115-31 |
-0-01 |
0.0% |
116-08 |
Low |
116-00 |
115-31 |
-0-01 |
0.0% |
113-18 |
Close |
116-01 |
115-31 |
-0-02 |
-0.1% |
116-12 |
Range |
|
|
|
|
|
ATR |
0-16 |
0-15 |
-0-01 |
-6.3% |
0-00 |
Volume |
10 |
25 |
15 |
150.0% |
59 |
|
Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-31 |
115-31 |
115-31 |
|
R3 |
115-31 |
115-31 |
115-31 |
|
R2 |
115-31 |
115-31 |
115-31 |
|
R1 |
115-31 |
115-31 |
115-31 |
115-31 |
PP |
115-31 |
115-31 |
115-31 |
115-31 |
S1 |
115-31 |
115-31 |
115-31 |
115-31 |
S2 |
115-31 |
115-31 |
115-31 |
|
S3 |
115-31 |
115-31 |
115-31 |
|
S4 |
115-31 |
115-31 |
115-31 |
|
|
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 |
115-31 |
2.618 |
115-31 |
1.618 |
115-31 |
1.000 |
115-31 |
0.618 |
115-31 |
HIGH |
115-31 |
0.618 |
115-31 |
0.500 |
115-31 |
0.382 |
115-31 |
LOW |
115-31 |
0.618 |
115-31 |
1.000 |
115-31 |
1.618 |
115-31 |
2.618 |
115-31 |
4.250 |
115-31 |
|
|
Fisher Pivots for day following 03-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-31 |
116-02 |
PP |
115-31 |
116-01 |
S1 |
115-31 |
116-00 |
|