ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
115-22 |
116-14 |
0-24 |
0.6% |
114-18 |
High |
116-17 |
116-27 |
0-10 |
0.3% |
115-27 |
Low |
115-19 |
116-05 |
0-18 |
0.5% |
114-15 |
Close |
116-18 |
116-07 |
-0-11 |
-0.3% |
115-25 |
Range |
0-30 |
0-22 |
-0-08 |
-26.7% |
1-12 |
ATR |
0-21 |
0-21 |
0-00 |
0.3% |
0-00 |
Volume |
219 |
458 |
239 |
109.1% |
931 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-15 |
118-01 |
116-19 |
|
R3 |
117-25 |
117-11 |
116-13 |
|
R2 |
117-03 |
117-03 |
116-11 |
|
R1 |
116-21 |
116-21 |
116-09 |
116-17 |
PP |
116-13 |
116-13 |
116-13 |
116-11 |
S1 |
115-31 |
115-31 |
116-05 |
115-27 |
S2 |
115-23 |
115-23 |
116-03 |
|
S3 |
115-01 |
115-09 |
116-01 |
|
S4 |
114-11 |
114-19 |
115-27 |
|
|
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 |
119-24 |
2.618 |
118-21 |
1.618 |
117-31 |
1.000 |
117-17 |
0.618 |
117-09 |
HIGH |
116-27 |
0.618 |
116-19 |
0.500 |
116-16 |
0.382 |
116-13 |
LOW |
116-05 |
0.618 |
115-23 |
1.000 |
115-15 |
1.618 |
115-01 |
2.618 |
114-11 |
4.250 |
113-08 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
116-16 |
116-06 |
PP |
116-13 |
116-04 |
S1 |
116-10 |
116-02 |
|