ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-10 |
128-27 |
-1-15 |
-1.1% |
131-26 |
| High |
130-10 |
128-29 |
-1-13 |
-1.1% |
132-00 |
| Low |
130-10 |
128-27 |
-1-15 |
-1.1% |
128-27 |
| Close |
129-14 |
129-00 |
-0-14 |
-0.3% |
129-00 |
| Range |
0-00 |
0-02 |
0-02 |
|
3-05 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.2% |
0-00 |
| Volume |
2 |
16 |
14 |
700.0% |
28 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-03 |
129-04 |
129-01 |
|
| R3 |
129-01 |
129-02 |
129-01 |
|
| R2 |
128-31 |
128-31 |
129-00 |
|
| R1 |
129-00 |
129-00 |
129-00 |
129-00 |
| PP |
128-29 |
128-29 |
128-29 |
128-29 |
| S1 |
128-30 |
128-30 |
129-00 |
128-30 |
| S2 |
128-27 |
128-27 |
129-00 |
|
| S3 |
128-25 |
128-28 |
128-31 |
|
| S4 |
128-23 |
128-26 |
128-31 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-13 |
137-12 |
130-24 |
|
| R3 |
136-08 |
134-07 |
129-28 |
|
| R2 |
133-03 |
133-03 |
129-19 |
|
| R1 |
131-02 |
131-02 |
129-09 |
130-16 |
| PP |
129-30 |
129-30 |
129-30 |
129-22 |
| S1 |
127-29 |
127-29 |
128-23 |
127-11 |
| S2 |
126-25 |
126-25 |
128-13 |
|
| S3 |
123-20 |
124-24 |
128-04 |
|
| S4 |
120-15 |
121-19 |
127-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-06 |
|
2.618 |
129-02 |
|
1.618 |
129-00 |
|
1.000 |
128-31 |
|
0.618 |
128-30 |
|
HIGH |
128-29 |
|
0.618 |
128-28 |
|
0.500 |
128-28 |
|
0.382 |
128-28 |
|
LOW |
128-27 |
|
0.618 |
128-26 |
|
1.000 |
128-25 |
|
1.618 |
128-24 |
|
2.618 |
128-22 |
|
4.250 |
128-18 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-31 |
130-14 |
| PP |
128-29 |
129-30 |
| S1 |
128-28 |
129-15 |
|