ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-08 |
129-20 |
-1-20 |
-1.2% |
132-31 |
| High |
131-08 |
129-20 |
-1-20 |
-1.2% |
133-20 |
| Low |
131-08 |
129-20 |
-1-20 |
-1.2% |
129-20 |
| Close |
131-13 |
130-11 |
-1-02 |
-0.8% |
130-11 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
6 |
1 |
-5 |
-83.3% |
24 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-28 |
130-03 |
130-11 |
|
| R3 |
129-28 |
130-03 |
130-11 |
|
| R2 |
129-28 |
129-28 |
130-11 |
|
| R1 |
130-03 |
130-03 |
130-11 |
130-00 |
| PP |
129-28 |
129-28 |
129-28 |
129-26 |
| S1 |
130-03 |
130-03 |
130-11 |
130-00 |
| S2 |
129-28 |
129-28 |
130-11 |
|
| S3 |
129-28 |
130-03 |
130-11 |
|
| S4 |
129-28 |
130-03 |
130-11 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-06 |
140-25 |
132-17 |
|
| R3 |
139-06 |
136-25 |
131-14 |
|
| R2 |
135-06 |
135-06 |
131-02 |
|
| R1 |
132-25 |
132-25 |
130-23 |
132-00 |
| PP |
131-06 |
131-06 |
131-06 |
130-26 |
| S1 |
128-25 |
128-25 |
129-31 |
128-00 |
| S2 |
127-06 |
127-06 |
129-20 |
|
| S3 |
123-06 |
124-25 |
129-08 |
|
| S4 |
119-06 |
120-25 |
128-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-20 |
|
2.618 |
129-20 |
|
1.618 |
129-20 |
|
1.000 |
129-20 |
|
0.618 |
129-20 |
|
HIGH |
129-20 |
|
0.618 |
129-20 |
|
0.500 |
129-20 |
|
0.382 |
129-20 |
|
LOW |
129-20 |
|
0.618 |
129-20 |
|
1.000 |
129-20 |
|
1.618 |
129-20 |
|
2.618 |
129-20 |
|
4.250 |
129-20 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
130-03 |
131-01 |
| PP |
129-28 |
130-26 |
| S1 |
129-20 |
130-18 |
|