ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-17 |
116-00 |
-0-17 |
-0.5% |
115-08 |
| High |
116-17 |
116-00 |
-0-17 |
-0.5% |
117-00 |
| Low |
116-17 |
114-15 |
-2-02 |
-1.8% |
115-08 |
| Close |
116-17 |
114-21 |
-1-28 |
-1.6% |
116-22 |
| Range |
0-00 |
1-17 |
1-17 |
|
1-24 |
| ATR |
0-13 |
0-17 |
0-04 |
28.3% |
0-00 |
| Volume |
22 |
22 |
0 |
0.0% |
63 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-20 |
118-22 |
115-16 |
|
| R3 |
118-03 |
117-05 |
115-02 |
|
| R2 |
116-18 |
116-18 |
114-30 |
|
| R1 |
115-20 |
115-20 |
114-25 |
115-10 |
| PP |
115-01 |
115-01 |
115-01 |
114-29 |
| S1 |
114-03 |
114-03 |
114-17 |
113-26 |
| S2 |
113-16 |
113-16 |
114-12 |
|
| S3 |
111-31 |
112-18 |
114-08 |
|
| S4 |
110-14 |
111-01 |
113-26 |
|
|
| 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 |
122-16 |
|
2.618 |
120-00 |
|
1.618 |
118-15 |
|
1.000 |
117-17 |
|
0.618 |
116-30 |
|
HIGH |
116-00 |
|
0.618 |
115-13 |
|
0.500 |
115-08 |
|
0.382 |
115-02 |
|
LOW |
114-15 |
|
0.618 |
113-17 |
|
1.000 |
112-30 |
|
1.618 |
112-00 |
|
2.618 |
110-15 |
|
4.250 |
107-31 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-08 |
115-18 |
| PP |
115-01 |
115-08 |
| S1 |
114-27 |
114-31 |
|