ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-05 |
115-28 |
0-23 |
0.6% |
114-18 |
High |
115-27 |
116-02 |
0-07 |
0.2% |
115-27 |
Low |
115-05 |
115-17 |
0-12 |
0.3% |
114-15 |
Close |
115-25 |
115-13 |
-0-12 |
-0.3% |
115-25 |
Range |
0-22 |
0-17 |
-0-05 |
-22.7% |
1-12 |
ATR |
0-21 |
0-21 |
0-00 |
-1.4% |
0-00 |
Volume |
319 |
149 |
-170 |
-53.3% |
931 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-08 |
116-28 |
115-22 |
|
R3 |
116-23 |
116-11 |
115-18 |
|
R2 |
116-06 |
116-06 |
115-16 |
|
R1 |
115-26 |
115-26 |
115-15 |
115-24 |
PP |
115-21 |
115-21 |
115-21 |
115-20 |
S1 |
115-09 |
115-09 |
115-11 |
115-06 |
S2 |
115-04 |
115-04 |
115-10 |
|
S3 |
114-19 |
114-24 |
115-08 |
|
S4 |
114-02 |
114-07 |
115-04 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-16 |
119-00 |
116-17 |
|
R3 |
118-04 |
117-20 |
116-05 |
|
R2 |
116-24 |
116-24 |
116-01 |
|
R1 |
116-08 |
116-08 |
115-29 |
116-16 |
PP |
115-12 |
115-12 |
115-12 |
115-16 |
S1 |
114-28 |
114-28 |
115-21 |
115-04 |
S2 |
114-00 |
114-00 |
115-17 |
|
S3 |
112-20 |
113-16 |
115-13 |
|
S4 |
111-08 |
112-04 |
115-01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-10 |
2.618 |
117-15 |
1.618 |
116-30 |
1.000 |
116-19 |
0.618 |
116-13 |
HIGH |
116-02 |
0.618 |
115-28 |
0.500 |
115-26 |
0.382 |
115-23 |
LOW |
115-17 |
0.618 |
115-06 |
1.000 |
115-00 |
1.618 |
114-21 |
2.618 |
114-04 |
4.250 |
113-09 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-26 |
115-12 |
PP |
115-21 |
115-10 |
S1 |
115-17 |
115-08 |
|