ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
132-17 |
132-23 |
0-06 |
0.1% |
130-20 |
| High |
132-19 |
132-23 |
0-04 |
0.1% |
133-03 |
| Low |
131-27 |
131-27 |
0-00 |
0.0% |
130-20 |
| Close |
132-17 |
132-05 |
-0-12 |
-0.3% |
132-05 |
| Range |
0-24 |
0-28 |
0-04 |
16.7% |
2-15 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.9% |
0-00 |
| Volume |
93 |
97 |
4 |
4.3% |
420 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-28 |
134-12 |
132-20 |
|
| R3 |
134-00 |
133-16 |
132-13 |
|
| R2 |
133-04 |
133-04 |
132-10 |
|
| R1 |
132-20 |
132-20 |
132-08 |
132-14 |
| PP |
132-08 |
132-08 |
132-08 |
132-04 |
| S1 |
131-24 |
131-24 |
132-02 |
131-18 |
| S2 |
131-12 |
131-12 |
132-00 |
|
| S3 |
130-16 |
130-28 |
131-29 |
|
| S4 |
129-20 |
130-00 |
131-22 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-12 |
138-07 |
133-16 |
|
| R3 |
136-29 |
135-24 |
132-27 |
|
| R2 |
134-14 |
134-14 |
132-19 |
|
| R1 |
133-09 |
133-09 |
132-12 |
133-28 |
| PP |
131-31 |
131-31 |
131-31 |
132-08 |
| S1 |
130-26 |
130-26 |
131-30 |
131-12 |
| S2 |
129-16 |
129-16 |
131-23 |
|
| S3 |
127-01 |
128-11 |
131-15 |
|
| S4 |
124-18 |
125-28 |
130-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-14 |
|
2.618 |
135-00 |
|
1.618 |
134-04 |
|
1.000 |
133-19 |
|
0.618 |
133-08 |
|
HIGH |
132-23 |
|
0.618 |
132-12 |
|
0.500 |
132-09 |
|
0.382 |
132-06 |
|
LOW |
131-27 |
|
0.618 |
131-10 |
|
1.000 |
130-31 |
|
1.618 |
130-14 |
|
2.618 |
129-18 |
|
4.250 |
128-04 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-09 |
132-14 |
| PP |
132-08 |
132-11 |
| S1 |
132-06 |
132-08 |
|