ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 11-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-13 |
115-11 |
-0-02 |
-0.1% |
116-04 |
High |
115-23 |
115-11 |
-0-12 |
-0.3% |
116-27 |
Low |
115-00 |
115-11 |
0-11 |
0.3% |
115-13 |
Close |
115-01 |
115-11 |
0-10 |
0.3% |
115-13 |
Range |
0-23 |
0-00 |
-0-23 |
-100.0% |
1-14 |
ATR |
0-17 |
0-16 |
0-00 |
-2.9% |
0-00 |
Volume |
28 |
55 |
27 |
96.4% |
73 |
|
Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-11 |
115-11 |
115-11 |
|
R3 |
115-11 |
115-11 |
115-11 |
|
R2 |
115-11 |
115-11 |
115-11 |
|
R1 |
115-11 |
115-11 |
115-11 |
115-11 |
PP |
115-11 |
115-11 |
115-11 |
115-11 |
S1 |
115-11 |
115-11 |
115-11 |
115-11 |
S2 |
115-11 |
115-11 |
115-11 |
|
S3 |
115-11 |
115-11 |
115-11 |
|
S4 |
115-11 |
115-11 |
115-11 |
|
|
Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-06 |
119-08 |
116-06 |
|
R3 |
118-24 |
117-26 |
115-26 |
|
R2 |
117-10 |
117-10 |
115-21 |
|
R1 |
116-12 |
116-12 |
115-17 |
116-04 |
PP |
115-28 |
115-28 |
115-28 |
115-24 |
S1 |
114-30 |
114-30 |
115-09 |
114-22 |
S2 |
114-14 |
114-14 |
115-05 |
|
S3 |
113-00 |
113-16 |
115-00 |
|
S4 |
111-18 |
112-02 |
114-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-11 |
2.618 |
115-11 |
1.618 |
115-11 |
1.000 |
115-11 |
0.618 |
115-11 |
HIGH |
115-11 |
0.618 |
115-11 |
0.500 |
115-11 |
0.382 |
115-11 |
LOW |
115-11 |
0.618 |
115-11 |
1.000 |
115-11 |
1.618 |
115-11 |
2.618 |
115-11 |
4.250 |
115-11 |
|
|
Fisher Pivots for day following 11-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
115-11 |
115-12 |
PP |
115-11 |
115-11 |
S1 |
115-11 |
115-11 |
|