ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
114-00 |
114-09 |
0-09 |
0.2% |
116-21 |
| High |
114-08 |
114-15 |
0-07 |
0.2% |
116-21 |
| Low |
113-28 |
113-31 |
0-03 |
0.1% |
113-23 |
| Close |
114-09 |
114-15 |
0-06 |
0.2% |
114-07 |
| Range |
0-12 |
0-16 |
0-04 |
33.3% |
2-30 |
| ATR |
0-18 |
0-18 |
0-00 |
-0.7% |
0-00 |
| Volume |
5 |
7 |
2 |
40.0% |
143 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-26 |
115-20 |
114-24 |
|
| R3 |
115-10 |
115-04 |
114-19 |
|
| R2 |
114-26 |
114-26 |
114-18 |
|
| R1 |
114-20 |
114-20 |
114-16 |
114-23 |
| PP |
114-10 |
114-10 |
114-10 |
114-11 |
| S1 |
114-04 |
114-04 |
114-14 |
114-07 |
| S2 |
113-26 |
113-26 |
114-12 |
|
| S3 |
113-10 |
113-20 |
114-11 |
|
| S4 |
112-26 |
113-04 |
114-06 |
|
|
| 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 |
116-19 |
|
2.618 |
115-25 |
|
1.618 |
115-09 |
|
1.000 |
114-31 |
|
0.618 |
114-25 |
|
HIGH |
114-15 |
|
0.618 |
114-09 |
|
0.500 |
114-07 |
|
0.382 |
114-05 |
|
LOW |
113-31 |
|
0.618 |
113-21 |
|
1.000 |
113-15 |
|
1.618 |
113-05 |
|
2.618 |
112-21 |
|
4.250 |
111-27 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-12 |
114-12 |
| PP |
114-10 |
114-09 |
| S1 |
114-07 |
114-06 |
|