ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-26 |
132-20 |
0-26 |
0.6% |
129-04 |
| High |
133-03 |
133-01 |
-0-02 |
0.0% |
132-08 |
| Low |
131-26 |
132-12 |
0-18 |
0.4% |
129-04 |
| Close |
133-01 |
132-15 |
-0-18 |
-0.4% |
130-17 |
| Range |
1-09 |
0-21 |
-0-20 |
-48.8% |
3-04 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.7% |
0-00 |
| Volume |
136 |
63 |
-73 |
-53.7% |
182 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-19 |
134-06 |
132-27 |
|
| R3 |
133-30 |
133-17 |
132-21 |
|
| R2 |
133-09 |
133-09 |
132-19 |
|
| R1 |
132-28 |
132-28 |
132-17 |
132-24 |
| PP |
132-20 |
132-20 |
132-20 |
132-18 |
| S1 |
132-07 |
132-07 |
132-13 |
132-03 |
| S2 |
131-31 |
131-31 |
132-11 |
|
| S3 |
131-10 |
131-18 |
132-09 |
|
| S4 |
130-21 |
130-29 |
132-03 |
|
|
| 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 |
135-26 |
|
2.618 |
134-24 |
|
1.618 |
134-03 |
|
1.000 |
133-22 |
|
0.618 |
133-14 |
|
HIGH |
133-01 |
|
0.618 |
132-25 |
|
0.500 |
132-22 |
|
0.382 |
132-20 |
|
LOW |
132-12 |
|
0.618 |
131-31 |
|
1.000 |
131-23 |
|
1.618 |
131-10 |
|
2.618 |
130-21 |
|
4.250 |
129-19 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-22 |
132-08 |
| PP |
132-20 |
132-02 |
| S1 |
132-18 |
131-28 |
|