ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
113-23 |
113-07 |
-0-16 |
-0.4% |
114-00 |
| High |
113-29 |
113-22 |
-0-07 |
-0.2% |
115-02 |
| Low |
113-06 |
113-07 |
0-01 |
0.0% |
113-26 |
| Close |
113-06 |
113-07 |
0-01 |
0.0% |
113-22 |
| Range |
0-23 |
0-15 |
-0-08 |
-34.8% |
1-08 |
| ATR |
0-20 |
0-19 |
0-00 |
-1.3% |
0-00 |
| Volume |
11 |
117 |
106 |
963.6% |
198 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-25 |
114-15 |
113-15 |
|
| R3 |
114-10 |
114-00 |
113-11 |
|
| R2 |
113-27 |
113-27 |
113-10 |
|
| R1 |
113-17 |
113-17 |
113-08 |
113-14 |
| PP |
113-12 |
113-12 |
113-12 |
113-11 |
| S1 |
113-02 |
113-02 |
113-06 |
113-00 |
| S2 |
112-29 |
112-29 |
113-04 |
|
| S3 |
112-14 |
112-19 |
113-03 |
|
| S4 |
111-31 |
112-04 |
112-31 |
|
|
| 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 |
115-22 |
|
2.618 |
114-29 |
|
1.618 |
114-14 |
|
1.000 |
114-05 |
|
0.618 |
113-31 |
|
HIGH |
113-22 |
|
0.618 |
113-16 |
|
0.500 |
113-14 |
|
0.382 |
113-13 |
|
LOW |
113-07 |
|
0.618 |
112-30 |
|
1.000 |
112-24 |
|
1.618 |
112-15 |
|
2.618 |
112-00 |
|
4.250 |
111-07 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
113-14 |
113-29 |
| PP |
113-12 |
113-22 |
| S1 |
113-10 |
113-14 |
|