ECBOT 30 Year Treasury Bond Future March 2011
Trading Metrics calculated at close of trading on 09-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
132-00 |
130-10 |
-1-22 |
-1.3% |
132-31 |
High |
132-00 |
130-10 |
-1-22 |
-1.3% |
133-20 |
Low |
131-12 |
130-10 |
-1-02 |
-0.8% |
129-20 |
Close |
131-03 |
129-14 |
-1-21 |
-1.3% |
130-11 |
Range |
0-20 |
0-00 |
-0-20 |
-100.0% |
4-00 |
ATR |
1-03 |
1-02 |
-0-01 |
-2.0% |
0-00 |
Volume |
5 |
2 |
-3 |
-60.0% |
24 |
|
Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-01 |
129-23 |
129-14 |
|
R3 |
130-01 |
129-23 |
129-14 |
|
R2 |
130-01 |
130-01 |
129-14 |
|
R1 |
129-23 |
129-23 |
129-14 |
129-28 |
PP |
130-01 |
130-01 |
130-01 |
130-03 |
S1 |
129-23 |
129-23 |
129-14 |
129-28 |
S2 |
130-01 |
130-01 |
129-14 |
|
S3 |
130-01 |
129-23 |
129-14 |
|
S4 |
130-01 |
129-23 |
129-14 |
|
|
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 |
130-10 |
2.618 |
130-10 |
1.618 |
130-10 |
1.000 |
130-10 |
0.618 |
130-10 |
HIGH |
130-10 |
0.618 |
130-10 |
0.500 |
130-10 |
0.382 |
130-10 |
LOW |
130-10 |
0.618 |
130-10 |
1.000 |
130-10 |
1.618 |
130-10 |
2.618 |
130-10 |
4.250 |
130-10 |
|
|
Fisher Pivots for day following 09-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
130-10 |
131-05 |
PP |
130-01 |
130-19 |
S1 |
129-23 |
130-00 |
|