ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
114-27 |
114-11 |
-0-16 |
-0.4% |
116-21 |
High |
114-27 |
114-11 |
-0-16 |
-0.4% |
116-21 |
Low |
113-23 |
114-05 |
0-14 |
0.4% |
113-23 |
Close |
113-27 |
114-07 |
0-12 |
0.3% |
114-07 |
Range |
1-04 |
0-06 |
-0-30 |
-83.3% |
2-30 |
ATR |
0-18 |
0-18 |
0-00 |
-0.9% |
0-00 |
Volume |
79 |
18 |
-61 |
-77.2% |
143 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-26 |
114-22 |
114-10 |
|
R3 |
114-20 |
114-16 |
114-09 |
|
R2 |
114-14 |
114-14 |
114-08 |
|
R1 |
114-10 |
114-10 |
114-08 |
114-09 |
PP |
114-08 |
114-08 |
114-08 |
114-07 |
S1 |
114-04 |
114-04 |
114-06 |
114-03 |
S2 |
114-02 |
114-02 |
114-06 |
|
S3 |
113-28 |
113-30 |
114-05 |
|
S4 |
113-22 |
113-24 |
114-04 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-22 |
121-28 |
115-27 |
|
R3 |
120-24 |
118-30 |
115-01 |
|
R2 |
117-26 |
117-26 |
114-24 |
|
R1 |
116-00 |
116-00 |
114-16 |
115-14 |
PP |
114-28 |
114-28 |
114-28 |
114-18 |
S1 |
113-02 |
113-02 |
113-30 |
112-16 |
S2 |
111-30 |
111-30 |
113-22 |
|
S3 |
109-00 |
110-04 |
113-13 |
|
S4 |
106-02 |
107-06 |
112-19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-04 |
2.618 |
114-27 |
1.618 |
114-21 |
1.000 |
114-17 |
0.618 |
114-15 |
HIGH |
114-11 |
0.618 |
114-09 |
0.500 |
114-08 |
0.382 |
114-07 |
LOW |
114-05 |
0.618 |
114-01 |
1.000 |
113-31 |
1.618 |
113-27 |
2.618 |
113-21 |
4.250 |
113-12 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
114-08 |
114-28 |
PP |
114-08 |
114-21 |
S1 |
114-07 |
114-14 |
|