ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-11 |
115-13 |
0-02 |
0.1% |
115-04 |
| High |
115-11 |
115-22 |
0-11 |
0.3% |
115-23 |
| Low |
115-11 |
115-13 |
0-02 |
0.1% |
115-00 |
| Close |
115-11 |
115-22 |
0-11 |
0.3% |
115-22 |
| Range |
0-00 |
0-09 |
0-09 |
|
0-23 |
| ATR |
0-16 |
0-16 |
0-00 |
-2.4% |
0-00 |
| Volume |
55 |
55 |
0 |
0.0% |
158 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-14 |
116-11 |
115-27 |
|
| R3 |
116-05 |
116-02 |
115-24 |
|
| R2 |
115-28 |
115-28 |
115-24 |
|
| R1 |
115-25 |
115-25 |
115-23 |
115-26 |
| PP |
115-19 |
115-19 |
115-19 |
115-20 |
| S1 |
115-16 |
115-16 |
115-21 |
115-18 |
| S2 |
115-10 |
115-10 |
115-20 |
|
| S3 |
115-01 |
115-07 |
115-20 |
|
| S4 |
114-24 |
114-30 |
115-17 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-20 |
117-12 |
116-03 |
|
| R3 |
116-29 |
116-21 |
115-28 |
|
| R2 |
116-06 |
116-06 |
115-26 |
|
| R1 |
115-30 |
115-30 |
115-24 |
116-02 |
| PP |
115-15 |
115-15 |
115-15 |
115-17 |
| S1 |
115-07 |
115-07 |
115-20 |
115-11 |
| S2 |
114-24 |
114-24 |
115-18 |
|
| S3 |
114-01 |
114-16 |
115-16 |
|
| S4 |
113-10 |
113-25 |
115-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-28 |
|
2.618 |
116-14 |
|
1.618 |
116-05 |
|
1.000 |
115-31 |
|
0.618 |
115-28 |
|
HIGH |
115-22 |
|
0.618 |
115-19 |
|
0.500 |
115-18 |
|
0.382 |
115-16 |
|
LOW |
115-13 |
|
0.618 |
115-07 |
|
1.000 |
115-04 |
|
1.618 |
114-30 |
|
2.618 |
114-21 |
|
4.250 |
114-07 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
115-18 |
| PP |
115-19 |
115-15 |
| S1 |
115-18 |
115-12 |
|