ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 01-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
133-20 |
132-14 |
-1-06 |
-0.9% |
131-20 |
| High |
133-20 |
132-14 |
-1-06 |
-0.9% |
133-16 |
| Low |
133-20 |
131-19 |
-2-01 |
-1.5% |
131-06 |
| Close |
133-29 |
132-02 |
-1-27 |
-1.4% |
131-06 |
| Range |
0-00 |
0-27 |
0-27 |
|
2-10 |
| ATR |
|
|
|
|
|
| Volume |
8 |
1 |
-7 |
-87.5% |
30 |
|
| Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-18 |
134-05 |
132-17 |
|
| R3 |
133-23 |
133-10 |
132-09 |
|
| R2 |
132-28 |
132-28 |
132-07 |
|
| R1 |
132-15 |
132-15 |
132-04 |
132-08 |
| PP |
132-01 |
132-01 |
132-01 |
131-30 |
| S1 |
131-20 |
131-20 |
132-00 |
131-13 |
| S2 |
131-06 |
131-06 |
131-29 |
|
| S3 |
130-11 |
130-25 |
131-27 |
|
| S4 |
129-16 |
129-30 |
131-19 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
137-11 |
132-15 |
|
| R3 |
136-19 |
135-01 |
131-26 |
|
| R2 |
134-09 |
134-09 |
131-20 |
|
| R1 |
132-23 |
132-23 |
131-13 |
132-11 |
| PP |
131-31 |
131-31 |
131-31 |
131-24 |
| S1 |
130-13 |
130-13 |
130-31 |
130-01 |
| S2 |
129-21 |
129-21 |
130-24 |
|
| S3 |
127-11 |
128-03 |
130-18 |
|
| S4 |
125-01 |
125-25 |
129-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-01 |
|
2.618 |
134-21 |
|
1.618 |
133-26 |
|
1.000 |
133-09 |
|
0.618 |
132-31 |
|
HIGH |
132-14 |
|
0.618 |
132-04 |
|
0.500 |
132-00 |
|
0.382 |
131-29 |
|
LOW |
131-19 |
|
0.618 |
131-02 |
|
1.000 |
130-24 |
|
1.618 |
130-07 |
|
2.618 |
129-12 |
|
4.250 |
128-00 |
|
|
| Fisher Pivots for day following 01-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-02 |
132-20 |
| PP |
132-01 |
132-14 |
| S1 |
132-00 |
132-08 |
|