ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
115-31 |
116-27 |
0-28 |
0.8% |
113-18 |
| High |
115-31 |
116-27 |
0-28 |
0.8% |
116-08 |
| Low |
115-31 |
116-27 |
0-28 |
0.8% |
113-18 |
| Close |
115-31 |
116-17 |
0-18 |
0.5% |
116-12 |
| Range |
|
|
|
|
|
| ATR |
0-15 |
0-16 |
0-01 |
6.1% |
0-00 |
| Volume |
25 |
25 |
0 |
0.0% |
59 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
116-20 |
116-17 |
|
| R3 |
116-24 |
116-20 |
116-17 |
|
| R2 |
116-24 |
116-24 |
116-17 |
|
| R1 |
116-20 |
116-20 |
116-17 |
116-22 |
| PP |
116-24 |
116-24 |
116-24 |
116-24 |
| S1 |
116-20 |
116-20 |
116-17 |
116-22 |
| S2 |
116-24 |
116-24 |
116-17 |
|
| S3 |
116-24 |
116-20 |
116-17 |
|
| S4 |
116-24 |
116-20 |
116-17 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-19 |
117-27 |
|
| R3 |
120-25 |
119-29 |
117-04 |
|
| R2 |
118-03 |
118-03 |
116-28 |
|
| R1 |
117-07 |
117-07 |
116-20 |
117-21 |
| PP |
115-13 |
115-13 |
115-13 |
115-20 |
| S1 |
114-17 |
114-17 |
116-04 |
114-31 |
| S2 |
112-23 |
112-23 |
115-28 |
|
| S3 |
110-01 |
111-27 |
115-20 |
|
| S4 |
107-11 |
109-05 |
114-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-27 |
|
2.618 |
116-27 |
|
1.618 |
116-27 |
|
1.000 |
116-27 |
|
0.618 |
116-27 |
|
HIGH |
116-27 |
|
0.618 |
116-27 |
|
0.500 |
116-27 |
|
0.382 |
116-27 |
|
LOW |
116-27 |
|
0.618 |
116-27 |
|
1.000 |
116-27 |
|
1.618 |
116-27 |
|
2.618 |
116-27 |
|
4.250 |
116-27 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-27 |
116-16 |
| PP |
116-24 |
116-14 |
| S1 |
116-20 |
116-13 |
|