ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 15-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
119-09 |
119-27 |
0-18 |
0.5% |
117-19 |
High |
119-09 |
119-27 |
0-18 |
0.5% |
118-24 |
Low |
119-09 |
119-27 |
0-18 |
0.5% |
116-29 |
Close |
119-09 |
119-27 |
0-18 |
0.5% |
118-24 |
Range |
|
|
|
|
|
ATR |
0-18 |
0-18 |
0-00 |
-0.1% |
0-00 |
Volume |
1 |
1 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-27 |
119-27 |
119-27 |
|
R3 |
119-27 |
119-27 |
119-27 |
|
R2 |
119-27 |
119-27 |
119-27 |
|
R1 |
119-27 |
119-27 |
119-27 |
119-27 |
PP |
119-27 |
119-27 |
119-27 |
119-27 |
S1 |
119-27 |
119-27 |
119-27 |
119-27 |
S2 |
119-27 |
119-27 |
119-27 |
|
S3 |
119-27 |
119-27 |
119-27 |
|
S4 |
119-27 |
119-27 |
119-27 |
|
|
Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-21 |
123-02 |
119-24 |
|
R3 |
121-26 |
121-07 |
119-08 |
|
R2 |
119-31 |
119-31 |
119-03 |
|
R1 |
119-12 |
119-12 |
118-29 |
119-22 |
PP |
118-04 |
118-04 |
118-04 |
118-09 |
S1 |
117-17 |
117-17 |
118-19 |
117-26 |
S2 |
116-09 |
116-09 |
118-13 |
|
S3 |
114-14 |
115-22 |
118-08 |
|
S4 |
112-19 |
113-27 |
117-24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-27 |
2.618 |
119-27 |
1.618 |
119-27 |
1.000 |
119-27 |
0.618 |
119-27 |
HIGH |
119-27 |
0.618 |
119-27 |
0.500 |
119-27 |
0.382 |
119-27 |
LOW |
119-27 |
0.618 |
119-27 |
1.000 |
119-27 |
1.618 |
119-27 |
2.618 |
119-27 |
4.250 |
119-27 |
|
|
Fisher Pivots for day following 15-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
119-27 |
119-21 |
PP |
119-27 |
119-15 |
S1 |
119-27 |
119-10 |
|