ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
117-00 |
116-23 |
-0-09 |
-0.2% |
115-08 |
High |
117-00 |
116-23 |
-0-09 |
-0.2% |
117-00 |
Low |
116-14 |
116-23 |
0-09 |
0.2% |
115-08 |
Close |
116-16 |
116-22 |
0-06 |
0.2% |
116-22 |
Range |
0-18 |
0-00 |
-0-18 |
-100.0% |
1-24 |
ATR |
0-15 |
0-15 |
-0-01 |
-3.9% |
0-00 |
Volume |
2 |
30 |
28 |
1,400.0% |
63 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-23 |
116-22 |
116-22 |
|
R3 |
116-23 |
116-22 |
116-22 |
|
R2 |
116-23 |
116-23 |
116-22 |
|
R1 |
116-22 |
116-22 |
116-22 |
116-22 |
PP |
116-23 |
116-23 |
116-23 |
116-23 |
S1 |
116-22 |
116-22 |
116-22 |
116-22 |
S2 |
116-23 |
116-23 |
116-22 |
|
S3 |
116-23 |
116-22 |
116-22 |
|
S4 |
116-23 |
116-22 |
116-22 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-18 |
120-28 |
117-21 |
|
R3 |
119-26 |
119-04 |
117-05 |
|
R2 |
118-02 |
118-02 |
117-00 |
|
R1 |
117-12 |
117-12 |
116-27 |
117-23 |
PP |
116-10 |
116-10 |
116-10 |
116-16 |
S1 |
115-20 |
115-20 |
116-17 |
115-31 |
S2 |
114-18 |
114-18 |
116-12 |
|
S3 |
112-26 |
113-28 |
116-07 |
|
S4 |
111-02 |
112-04 |
115-23 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-23 |
2.618 |
116-23 |
1.618 |
116-23 |
1.000 |
116-23 |
0.618 |
116-23 |
HIGH |
116-23 |
0.618 |
116-23 |
0.500 |
116-23 |
0.382 |
116-23 |
LOW |
116-23 |
0.618 |
116-23 |
1.000 |
116-23 |
1.618 |
116-23 |
2.618 |
116-23 |
4.250 |
116-23 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
116-23 |
116-22 |
PP |
116-23 |
116-21 |
S1 |
116-22 |
116-20 |
|