ECBOT 30 Year Treasury Bond Future March 2011
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
129-20 |
131-26 |
2-06 |
1.7% |
132-31 |
High |
129-20 |
131-26 |
2-06 |
1.7% |
133-20 |
Low |
129-20 |
131-26 |
2-06 |
1.7% |
129-20 |
Close |
130-11 |
131-26 |
1-15 |
1.1% |
130-11 |
Range |
|
|
|
|
|
ATR |
0-00 |
1-04 |
1-04 |
|
0-00 |
Volume |
1 |
5 |
4 |
400.0% |
24 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-26 |
131-26 |
131-26 |
|
R3 |
131-26 |
131-26 |
131-26 |
|
R2 |
131-26 |
131-26 |
131-26 |
|
R1 |
131-26 |
131-26 |
131-26 |
131-26 |
PP |
131-26 |
131-26 |
131-26 |
131-26 |
S1 |
131-26 |
131-26 |
131-26 |
131-26 |
S2 |
131-26 |
131-26 |
131-26 |
|
S3 |
131-26 |
131-26 |
131-26 |
|
S4 |
131-26 |
131-26 |
131-26 |
|
|
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 |
131-26 |
2.618 |
131-26 |
1.618 |
131-26 |
1.000 |
131-26 |
0.618 |
131-26 |
HIGH |
131-26 |
0.618 |
131-26 |
0.500 |
131-26 |
0.382 |
131-26 |
LOW |
131-26 |
0.618 |
131-26 |
1.000 |
131-26 |
1.618 |
131-26 |
2.618 |
131-26 |
4.250 |
131-26 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
131-26 |
131-14 |
PP |
131-26 |
131-03 |
S1 |
131-26 |
130-23 |
|