ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 09-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
114-14 |
114-09 |
-0-05 |
-0.1% |
113-23 |
High |
114-22 |
114-14 |
-0-08 |
-0.2% |
114-22 |
Low |
114-08 |
113-31 |
-0-09 |
-0.2% |
113-06 |
Close |
114-07 |
114-15 |
0-08 |
0.2% |
114-15 |
Range |
0-14 |
0-15 |
0-01 |
7.1% |
1-16 |
ATR |
0-21 |
0-20 |
0-00 |
-2.0% |
0-00 |
Volume |
167 |
47 |
-120 |
-71.9% |
387 |
|
Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-22 |
115-18 |
114-23 |
|
R3 |
115-07 |
115-03 |
114-19 |
|
R2 |
114-24 |
114-24 |
114-18 |
|
R1 |
114-20 |
114-20 |
114-16 |
114-22 |
PP |
114-09 |
114-09 |
114-09 |
114-10 |
S1 |
114-05 |
114-05 |
114-14 |
114-07 |
S2 |
113-26 |
113-26 |
114-12 |
|
S3 |
113-11 |
113-22 |
114-11 |
|
S4 |
112-28 |
113-07 |
114-07 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-20 |
118-01 |
115-09 |
|
R3 |
117-04 |
116-17 |
114-28 |
|
R2 |
115-20 |
115-20 |
114-24 |
|
R1 |
115-01 |
115-01 |
114-19 |
115-10 |
PP |
114-04 |
114-04 |
114-04 |
114-08 |
S1 |
113-17 |
113-17 |
114-11 |
113-26 |
S2 |
112-20 |
112-20 |
114-06 |
|
S3 |
111-04 |
112-01 |
114-02 |
|
S4 |
109-20 |
110-17 |
113-21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-14 |
2.618 |
115-21 |
1.618 |
115-06 |
1.000 |
114-29 |
0.618 |
114-23 |
HIGH |
114-14 |
0.618 |
114-08 |
0.500 |
114-06 |
0.382 |
114-05 |
LOW |
113-31 |
0.618 |
113-22 |
1.000 |
113-16 |
1.618 |
113-07 |
2.618 |
112-24 |
4.250 |
111-31 |
|
|
Fisher Pivots for day following 09-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
114-12 |
114-10 |
PP |
114-09 |
114-05 |
S1 |
114-06 |
114-00 |
|