ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 17-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
115-29 |
116-09 |
0-12 |
0.3% |
115-04 |
High |
116-05 |
116-09 |
0-04 |
0.1% |
115-23 |
Low |
115-29 |
116-09 |
0-12 |
0.3% |
115-00 |
Close |
116-13 |
116-21 |
0-08 |
0.2% |
115-22 |
Range |
0-08 |
0-00 |
-0-08 |
-100.0% |
0-23 |
ATR |
0-16 |
0-15 |
-0-01 |
-5.3% |
0-00 |
Volume |
15 |
11 |
-4 |
-26.7% |
158 |
|
Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-13 |
116-17 |
116-21 |
|
R3 |
116-13 |
116-17 |
116-21 |
|
R2 |
116-13 |
116-13 |
116-21 |
|
R1 |
116-17 |
116-17 |
116-21 |
116-15 |
PP |
116-13 |
116-13 |
116-13 |
116-12 |
S1 |
116-17 |
116-17 |
116-21 |
116-15 |
S2 |
116-13 |
116-13 |
116-21 |
|
S3 |
116-13 |
116-17 |
116-21 |
|
S4 |
116-13 |
116-17 |
116-21 |
|
|
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 |
116-09 |
2.618 |
116-09 |
1.618 |
116-09 |
1.000 |
116-09 |
0.618 |
116-09 |
HIGH |
116-09 |
0.618 |
116-09 |
0.500 |
116-09 |
0.382 |
116-09 |
LOW |
116-09 |
0.618 |
116-09 |
1.000 |
116-09 |
1.618 |
116-09 |
2.618 |
116-09 |
4.250 |
116-09 |
|
|
Fisher Pivots for day following 17-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
116-17 |
116-12 |
PP |
116-13 |
116-02 |
S1 |
116-09 |
115-24 |
|