ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
115-09 |
115-07 |
-0-02 |
-0.1% |
113-23 |
| High |
115-18 |
115-14 |
-0-04 |
-0.1% |
114-22 |
| Low |
115-04 |
114-22 |
-0-14 |
-0.4% |
113-06 |
| Close |
115-17 |
114-27 |
-0-22 |
-0.6% |
114-15 |
| Range |
0-14 |
0-24 |
0-10 |
71.4% |
1-16 |
| ATR |
0-20 |
0-20 |
0-01 |
2.5% |
0-00 |
| Volume |
43 |
222 |
179 |
416.3% |
387 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-08 |
116-25 |
115-08 |
|
| R3 |
116-16 |
116-01 |
115-02 |
|
| R2 |
115-24 |
115-24 |
114-31 |
|
| R1 |
115-09 |
115-09 |
114-29 |
115-04 |
| PP |
115-00 |
115-00 |
115-00 |
114-29 |
| S1 |
114-17 |
114-17 |
114-25 |
114-12 |
| S2 |
114-08 |
114-08 |
114-23 |
|
| S3 |
113-16 |
113-25 |
114-20 |
|
| S4 |
112-24 |
113-01 |
114-14 |
|
|
| 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 |
118-20 |
|
2.618 |
117-13 |
|
1.618 |
116-21 |
|
1.000 |
116-06 |
|
0.618 |
115-29 |
|
HIGH |
115-14 |
|
0.618 |
115-05 |
|
0.500 |
115-02 |
|
0.382 |
114-31 |
|
LOW |
114-22 |
|
0.618 |
114-07 |
|
1.000 |
113-30 |
|
1.618 |
113-15 |
|
2.618 |
112-23 |
|
4.250 |
111-16 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-02 |
| PP |
115-00 |
115-00 |
| S1 |
114-29 |
114-29 |
|