ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-27 |
115-13 |
-1-14 |
-1.2% |
116-04 |
| High |
116-27 |
115-13 |
-1-14 |
-1.2% |
116-27 |
| Low |
116-27 |
115-13 |
-1-14 |
-1.2% |
115-13 |
| Close |
116-17 |
115-13 |
-1-04 |
-1.0% |
115-13 |
| Range |
|
|
|
|
|
| ATR |
0-16 |
0-17 |
0-01 |
8.9% |
0-00 |
| Volume |
25 |
10 |
-15 |
-60.0% |
73 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-13 |
115-13 |
115-13 |
|
| R3 |
115-13 |
115-13 |
115-13 |
|
| R2 |
115-13 |
115-13 |
115-13 |
|
| R1 |
115-13 |
115-13 |
115-13 |
115-13 |
| PP |
115-13 |
115-13 |
115-13 |
115-13 |
| S1 |
115-13 |
115-13 |
115-13 |
115-13 |
| S2 |
115-13 |
115-13 |
115-13 |
|
| S3 |
115-13 |
115-13 |
115-13 |
|
| S4 |
115-13 |
115-13 |
115-13 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-06 |
119-08 |
116-06 |
|
| R3 |
118-24 |
117-26 |
115-26 |
|
| R2 |
117-10 |
117-10 |
115-21 |
|
| R1 |
116-12 |
116-12 |
115-17 |
116-04 |
| PP |
115-28 |
115-28 |
115-28 |
115-24 |
| S1 |
114-30 |
114-30 |
115-09 |
114-22 |
| S2 |
114-14 |
114-14 |
115-05 |
|
| S3 |
113-00 |
113-16 |
115-00 |
|
| S4 |
111-18 |
112-02 |
114-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-13 |
|
2.618 |
115-13 |
|
1.618 |
115-13 |
|
1.000 |
115-13 |
|
0.618 |
115-13 |
|
HIGH |
115-13 |
|
0.618 |
115-13 |
|
0.500 |
115-13 |
|
0.382 |
115-13 |
|
LOW |
115-13 |
|
0.618 |
115-13 |
|
1.000 |
115-13 |
|
1.618 |
115-13 |
|
2.618 |
115-13 |
|
4.250 |
115-13 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
115-13 |
116-04 |
| PP |
115-13 |
115-28 |
| S1 |
115-13 |
115-21 |
|