ECBOT 30 Year Treasury Bond Future March 2011
Trading Metrics calculated at close of trading on 15-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
130-00 |
129-17 |
-0-15 |
-0.4% |
131-26 |
High |
130-00 |
129-17 |
-0-15 |
-0.4% |
132-00 |
Low |
130-00 |
129-17 |
-0-15 |
-0.4% |
128-27 |
Close |
130-14 |
129-17 |
-0-29 |
-0.7% |
129-00 |
Range |
|
|
|
|
|
ATR |
1-00 |
0-31 |
0-00 |
-0.6% |
0-00 |
Volume |
6 |
5 |
-1 |
-16.7% |
28 |
|
Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-17 |
129-17 |
129-17 |
|
R3 |
129-17 |
129-17 |
129-17 |
|
R2 |
129-17 |
129-17 |
129-17 |
|
R1 |
129-17 |
129-17 |
129-17 |
129-17 |
PP |
129-17 |
129-17 |
129-17 |
129-17 |
S1 |
129-17 |
129-17 |
129-17 |
129-17 |
S2 |
129-17 |
129-17 |
129-17 |
|
S3 |
129-17 |
129-17 |
129-17 |
|
S4 |
129-17 |
129-17 |
129-17 |
|
|
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 |
129-17 |
2.618 |
129-17 |
1.618 |
129-17 |
1.000 |
129-17 |
0.618 |
129-17 |
HIGH |
129-17 |
0.618 |
129-17 |
0.500 |
129-17 |
0.382 |
129-17 |
LOW |
129-17 |
0.618 |
129-17 |
1.000 |
129-17 |
1.618 |
129-17 |
2.618 |
129-17 |
4.250 |
129-17 |
|
|
Fisher Pivots for day following 15-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
129-17 |
129-15 |
PP |
129-17 |
129-14 |
S1 |
129-17 |
129-12 |
|