ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 02-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
114-25 |
114-20 |
-0-05 |
-0.1% |
114-00 |
| High |
115-02 |
114-20 |
-0-14 |
-0.4% |
115-02 |
| Low |
114-07 |
113-26 |
-0-13 |
-0.4% |
113-26 |
| Close |
114-23 |
113-22 |
-1-01 |
-0.9% |
113-22 |
| Range |
0-27 |
0-26 |
-0-01 |
-3.7% |
1-08 |
| ATR |
0-19 |
0-19 |
0-01 |
4.0% |
0-00 |
| Volume |
80 |
86 |
6 |
7.5% |
198 |
|
| Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-15 |
115-29 |
114-04 |
|
| R3 |
115-21 |
115-03 |
113-29 |
|
| R2 |
114-27 |
114-27 |
113-27 |
|
| R1 |
114-09 |
114-09 |
113-24 |
114-05 |
| PP |
114-01 |
114-01 |
114-01 |
114-00 |
| S1 |
113-15 |
113-15 |
113-20 |
113-11 |
| S2 |
113-07 |
113-07 |
113-17 |
|
| S3 |
112-13 |
112-21 |
113-15 |
|
| S4 |
111-19 |
111-27 |
113-08 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-30 |
117-02 |
114-12 |
|
| R3 |
116-22 |
115-26 |
114-01 |
|
| R2 |
115-14 |
115-14 |
113-29 |
|
| R1 |
114-18 |
114-18 |
113-26 |
114-12 |
| PP |
114-06 |
114-06 |
114-06 |
114-03 |
| S1 |
113-10 |
113-10 |
113-18 |
113-04 |
| S2 |
112-30 |
112-30 |
113-15 |
|
| S3 |
111-22 |
112-02 |
113-11 |
|
| S4 |
110-14 |
110-26 |
113-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-02 |
|
2.618 |
116-24 |
|
1.618 |
115-30 |
|
1.000 |
115-14 |
|
0.618 |
115-04 |
|
HIGH |
114-20 |
|
0.618 |
114-10 |
|
0.500 |
114-07 |
|
0.382 |
114-04 |
|
LOW |
113-26 |
|
0.618 |
113-10 |
|
1.000 |
113-00 |
|
1.618 |
112-16 |
|
2.618 |
111-22 |
|
4.250 |
110-12 |
|
|
| Fisher Pivots for day following 02-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-07 |
114-14 |
| PP |
114-01 |
114-06 |
| S1 |
113-28 |
113-30 |
|