ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 20-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-28 |
115-17 |
-0-11 |
-0.3% |
114-18 |
High |
116-02 |
115-23 |
-0-11 |
-0.3% |
115-27 |
Low |
115-17 |
115-10 |
-0-07 |
-0.2% |
114-15 |
Close |
115-13 |
115-21 |
0-08 |
0.2% |
115-25 |
Range |
0-17 |
0-13 |
-0-04 |
-23.5% |
1-12 |
ATR |
0-21 |
0-20 |
-0-01 |
-2.7% |
0-00 |
Volume |
149 |
795 |
646 |
433.6% |
931 |
|
Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-25 |
116-20 |
115-28 |
|
R3 |
116-12 |
116-07 |
115-25 |
|
R2 |
115-31 |
115-31 |
115-23 |
|
R1 |
115-26 |
115-26 |
115-22 |
115-28 |
PP |
115-18 |
115-18 |
115-18 |
115-19 |
S1 |
115-13 |
115-13 |
115-20 |
115-16 |
S2 |
115-05 |
115-05 |
115-19 |
|
S3 |
114-24 |
115-00 |
115-17 |
|
S4 |
114-11 |
114-19 |
115-14 |
|
|
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 |
117-14 |
2.618 |
116-25 |
1.618 |
116-12 |
1.000 |
116-04 |
0.618 |
115-31 |
HIGH |
115-23 |
0.618 |
115-18 |
0.500 |
115-16 |
0.382 |
115-15 |
LOW |
115-10 |
0.618 |
115-02 |
1.000 |
114-29 |
1.618 |
114-21 |
2.618 |
114-08 |
4.250 |
113-19 |
|
|
Fisher Pivots for day following 20-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
115-20 |
115-20 |
PP |
115-18 |
115-20 |
S1 |
115-16 |
115-20 |
|