ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
117-00 |
0-23 |
0.6% |
115-04 |
| High |
116-09 |
117-00 |
0-23 |
0.6% |
115-23 |
| Low |
116-09 |
116-14 |
0-05 |
0.1% |
115-00 |
| Close |
116-21 |
116-16 |
-0-05 |
-0.1% |
115-22 |
| Range |
0-00 |
0-18 |
0-18 |
|
0-23 |
| ATR |
0-15 |
0-15 |
0-00 |
1.4% |
0-00 |
| Volume |
11 |
2 |
-9 |
-81.8% |
158 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-11 |
117-31 |
116-26 |
|
| R3 |
117-25 |
117-13 |
116-21 |
|
| R2 |
117-07 |
117-07 |
116-19 |
|
| R1 |
116-27 |
116-27 |
116-18 |
116-24 |
| PP |
116-21 |
116-21 |
116-21 |
116-19 |
| S1 |
116-09 |
116-09 |
116-14 |
116-06 |
| S2 |
116-03 |
116-03 |
116-13 |
|
| S3 |
115-17 |
115-23 |
116-11 |
|
| S4 |
114-31 |
115-05 |
116-06 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-20 |
117-12 |
116-03 |
|
| R3 |
116-29 |
116-21 |
115-28 |
|
| R2 |
116-06 |
116-06 |
115-26 |
|
| R1 |
115-30 |
115-30 |
115-24 |
116-02 |
| PP |
115-15 |
115-15 |
115-15 |
115-17 |
| S1 |
115-07 |
115-07 |
115-20 |
115-11 |
| S2 |
114-24 |
114-24 |
115-18 |
|
| S3 |
114-01 |
114-16 |
115-16 |
|
| S4 |
113-10 |
113-25 |
115-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-12 |
|
2.618 |
118-15 |
|
1.618 |
117-29 |
|
1.000 |
117-18 |
|
0.618 |
117-11 |
|
HIGH |
117-00 |
|
0.618 |
116-25 |
|
0.500 |
116-23 |
|
0.382 |
116-21 |
|
LOW |
116-14 |
|
0.618 |
116-03 |
|
1.000 |
115-28 |
|
1.618 |
115-17 |
|
2.618 |
114-31 |
|
4.250 |
114-02 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-23 |
116-16 |
| PP |
116-21 |
116-15 |
| S1 |
116-18 |
116-14 |
|