ECBOT 30 Year Treasury Bond Future September 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
116-11 |
116-08 |
-0-03 |
-0.1% |
115-28 |
High |
116-11 |
116-09 |
-0-02 |
-0.1% |
116-27 |
Low |
115-24 |
115-25 |
0-01 |
0.0% |
115-10 |
Close |
115-26 |
115-26 |
0-00 |
0.0% |
115-26 |
Range |
0-19 |
0-16 |
-0-03 |
-15.8% |
1-17 |
ATR |
0-21 |
0-21 |
0-00 |
-1.7% |
0-00 |
Volume |
411 |
44 |
-367 |
-89.3% |
2,032 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-15 |
117-04 |
116-03 |
|
R3 |
116-31 |
116-20 |
115-30 |
|
R2 |
116-15 |
116-15 |
115-29 |
|
R1 |
116-04 |
116-04 |
115-27 |
116-02 |
PP |
115-31 |
115-31 |
115-31 |
115-29 |
S1 |
115-20 |
115-20 |
115-25 |
115-18 |
S2 |
115-15 |
115-15 |
115-23 |
|
S3 |
114-31 |
115-04 |
115-22 |
|
S4 |
114-15 |
114-20 |
115-17 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-19 |
119-23 |
116-21 |
|
R3 |
119-02 |
118-06 |
116-07 |
|
R2 |
117-17 |
117-17 |
116-03 |
|
R1 |
116-21 |
116-21 |
115-30 |
116-10 |
PP |
116-00 |
116-00 |
116-00 |
115-26 |
S1 |
115-04 |
115-04 |
115-22 |
114-26 |
S2 |
114-15 |
114-15 |
115-17 |
|
S3 |
112-30 |
113-19 |
115-13 |
|
S4 |
111-13 |
112-02 |
114-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-13 |
2.618 |
117-19 |
1.618 |
117-03 |
1.000 |
116-25 |
0.618 |
116-19 |
HIGH |
116-09 |
0.618 |
116-03 |
0.500 |
116-01 |
0.382 |
115-31 |
LOW |
115-25 |
0.618 |
115-15 |
1.000 |
115-09 |
1.618 |
114-31 |
2.618 |
114-15 |
4.250 |
113-21 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
116-01 |
116-10 |
PP |
115-31 |
116-04 |
S1 |
115-28 |
115-31 |
|