ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
114-09 |
114-11 |
0-02 |
0.1% |
116-21 |
| High |
114-15 |
115-00 |
0-17 |
0.5% |
116-21 |
| Low |
113-31 |
114-11 |
0-12 |
0.3% |
113-23 |
| Close |
114-15 |
114-30 |
0-15 |
0.4% |
114-07 |
| Range |
0-16 |
0-21 |
0-05 |
31.3% |
2-30 |
| ATR |
0-18 |
0-18 |
0-00 |
1.3% |
0-00 |
| Volume |
7 |
20 |
13 |
185.7% |
143 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-23 |
116-16 |
115-10 |
|
| R3 |
116-02 |
115-27 |
115-04 |
|
| R2 |
115-13 |
115-13 |
115-02 |
|
| R1 |
115-06 |
115-06 |
115-00 |
115-10 |
| PP |
114-24 |
114-24 |
114-24 |
114-26 |
| S1 |
114-17 |
114-17 |
114-28 |
114-20 |
| S2 |
114-03 |
114-03 |
114-26 |
|
| S3 |
113-14 |
113-28 |
114-24 |
|
| S4 |
112-25 |
113-07 |
114-18 |
|
|
| 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 |
117-25 |
|
2.618 |
116-23 |
|
1.618 |
116-02 |
|
1.000 |
115-21 |
|
0.618 |
115-13 |
|
HIGH |
115-00 |
|
0.618 |
114-24 |
|
0.500 |
114-22 |
|
0.382 |
114-19 |
|
LOW |
114-11 |
|
0.618 |
113-30 |
|
1.000 |
113-22 |
|
1.618 |
113-09 |
|
2.618 |
112-20 |
|
4.250 |
111-18 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-27 |
114-25 |
| PP |
114-24 |
114-19 |
| S1 |
114-22 |
114-14 |
|