ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 09-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
116-29 |
117-24 |
0-27 |
0.7% |
118-24 |
High |
116-29 |
117-24 |
0-27 |
0.7% |
118-26 |
Low |
116-29 |
117-24 |
0-27 |
0.7% |
116-25 |
Close |
116-29 |
117-24 |
0-27 |
0.7% |
117-20 |
Range |
|
|
|
|
|
ATR |
0-18 |
0-19 |
0-01 |
3.5% |
0-00 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-24 |
117-24 |
117-24 |
|
R3 |
117-24 |
117-24 |
117-24 |
|
R2 |
117-24 |
117-24 |
117-24 |
|
R1 |
117-24 |
117-24 |
117-24 |
117-24 |
PP |
117-24 |
117-24 |
117-24 |
117-24 |
S1 |
117-24 |
117-24 |
117-24 |
117-24 |
S2 |
117-24 |
117-24 |
117-24 |
|
S3 |
117-24 |
117-24 |
117-24 |
|
S4 |
117-24 |
117-24 |
117-24 |
|
|
Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-27 |
122-24 |
118-24 |
|
R3 |
121-26 |
120-23 |
118-06 |
|
R2 |
119-25 |
119-25 |
118-00 |
|
R1 |
118-22 |
118-22 |
117-26 |
118-07 |
PP |
117-24 |
117-24 |
117-24 |
117-16 |
S1 |
116-21 |
116-21 |
117-14 |
116-06 |
S2 |
115-23 |
115-23 |
117-08 |
|
S3 |
113-22 |
114-20 |
117-02 |
|
S4 |
111-21 |
112-19 |
116-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-24 |
2.618 |
117-24 |
1.618 |
117-24 |
1.000 |
117-24 |
0.618 |
117-24 |
HIGH |
117-24 |
0.618 |
117-24 |
0.500 |
117-24 |
0.382 |
117-24 |
LOW |
117-24 |
0.618 |
117-24 |
1.000 |
117-24 |
1.618 |
117-24 |
2.618 |
117-24 |
4.250 |
117-24 |
|
|
Fisher Pivots for day following 09-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
117-24 |
117-20 |
PP |
117-24 |
117-15 |
S1 |
117-24 |
117-10 |
|