ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
130-20 |
131-26 |
1-06 |
0.9% |
129-04 |
| High |
132-06 |
133-03 |
0-29 |
0.7% |
132-08 |
| Low |
130-20 |
131-26 |
1-06 |
0.9% |
129-04 |
| Close |
132-05 |
133-01 |
0-28 |
0.7% |
130-17 |
| Range |
1-18 |
1-09 |
-0-09 |
-18.0% |
3-04 |
| ATR |
1-01 |
1-02 |
0-01 |
1.7% |
0-00 |
| Volume |
31 |
136 |
105 |
338.7% |
182 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-16 |
136-01 |
133-24 |
|
| R3 |
135-07 |
134-24 |
133-12 |
|
| R2 |
133-30 |
133-30 |
133-09 |
|
| R1 |
133-15 |
133-15 |
133-05 |
133-22 |
| PP |
132-21 |
132-21 |
132-21 |
132-24 |
| S1 |
132-06 |
132-06 |
132-29 |
132-14 |
| S2 |
131-12 |
131-12 |
132-25 |
|
| S3 |
130-03 |
130-29 |
132-22 |
|
| S4 |
128-26 |
129-20 |
132-10 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-00 |
138-13 |
132-08 |
|
| R3 |
136-28 |
135-09 |
131-12 |
|
| R2 |
133-24 |
133-24 |
131-03 |
|
| R1 |
132-05 |
132-05 |
130-26 |
132-30 |
| PP |
130-20 |
130-20 |
130-20 |
131-01 |
| S1 |
129-01 |
129-01 |
130-08 |
129-26 |
| S2 |
127-16 |
127-16 |
129-31 |
|
| S3 |
124-12 |
125-29 |
129-22 |
|
| S4 |
121-08 |
122-25 |
128-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-17 |
|
2.618 |
136-14 |
|
1.618 |
135-05 |
|
1.000 |
134-12 |
|
0.618 |
133-28 |
|
HIGH |
133-03 |
|
0.618 |
132-19 |
|
0.500 |
132-14 |
|
0.382 |
132-10 |
|
LOW |
131-26 |
|
0.618 |
131-01 |
|
1.000 |
130-17 |
|
1.618 |
129-24 |
|
2.618 |
128-15 |
|
4.250 |
126-12 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-27 |
132-20 |
| PP |
132-21 |
132-07 |
| S1 |
132-14 |
131-26 |
|