ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 08-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
113-14 |
114-14 |
1-00 |
0.9% |
114-00 |
| High |
114-20 |
114-22 |
0-02 |
0.1% |
115-02 |
| Low |
113-09 |
114-08 |
0-31 |
0.9% |
113-26 |
| Close |
114-16 |
114-07 |
-0-09 |
-0.2% |
113-22 |
| Range |
1-11 |
0-14 |
-0-29 |
-67.4% |
1-08 |
| ATR |
0-21 |
0-21 |
-0-01 |
-2.4% |
0-00 |
| Volume |
45 |
167 |
122 |
271.1% |
198 |
|
| Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-22 |
115-13 |
114-15 |
|
| R3 |
115-08 |
114-31 |
114-11 |
|
| R2 |
114-26 |
114-26 |
114-10 |
|
| R1 |
114-17 |
114-17 |
114-08 |
114-14 |
| PP |
114-12 |
114-12 |
114-12 |
114-11 |
| S1 |
114-03 |
114-03 |
114-06 |
114-00 |
| S2 |
113-30 |
113-30 |
114-04 |
|
| S3 |
113-16 |
113-21 |
114-03 |
|
| S4 |
113-02 |
113-07 |
113-31 |
|
|
| 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 |
116-18 |
|
2.618 |
115-27 |
|
1.618 |
115-13 |
|
1.000 |
115-04 |
|
0.618 |
114-31 |
|
HIGH |
114-22 |
|
0.618 |
114-17 |
|
0.500 |
114-15 |
|
0.382 |
114-13 |
|
LOW |
114-08 |
|
0.618 |
113-31 |
|
1.000 |
113-26 |
|
1.618 |
113-17 |
|
2.618 |
113-03 |
|
4.250 |
112-12 |
|
|
| Fisher Pivots for day following 08-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
114-15 |
114-04 |
| PP |
114-12 |
114-01 |
| S1 |
114-10 |
113-30 |
|