ECBOT 30 Year Treasury Bond Future September 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
116-21 |
116-17 |
-0-04 |
-0.1% |
115-08 |
| High |
116-21 |
116-17 |
-0-04 |
-0.1% |
117-00 |
| Low |
116-21 |
116-17 |
-0-04 |
-0.1% |
115-08 |
| Close |
116-25 |
116-17 |
-0-08 |
-0.2% |
116-22 |
| Range |
|
|
|
|
|
| ATR |
0-14 |
0-13 |
0-00 |
-3.0% |
0-00 |
| Volume |
2 |
22 |
20 |
1,000.0% |
63 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-17 |
116-17 |
116-17 |
|
| R3 |
116-17 |
116-17 |
116-17 |
|
| R2 |
116-17 |
116-17 |
116-17 |
|
| R1 |
116-17 |
116-17 |
116-17 |
116-17 |
| PP |
116-17 |
116-17 |
116-17 |
116-17 |
| S1 |
116-17 |
116-17 |
116-17 |
116-17 |
| S2 |
116-17 |
116-17 |
116-17 |
|
| S3 |
116-17 |
116-17 |
116-17 |
|
| S4 |
116-17 |
116-17 |
116-17 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
120-28 |
117-21 |
|
| R3 |
119-26 |
119-04 |
117-05 |
|
| R2 |
118-02 |
118-02 |
117-00 |
|
| R1 |
117-12 |
117-12 |
116-27 |
117-23 |
| PP |
116-10 |
116-10 |
116-10 |
116-16 |
| S1 |
115-20 |
115-20 |
116-17 |
115-31 |
| S2 |
114-18 |
114-18 |
116-12 |
|
| S3 |
112-26 |
113-28 |
116-07 |
|
| S4 |
111-02 |
112-04 |
115-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-17 |
|
2.618 |
116-17 |
|
1.618 |
116-17 |
|
1.000 |
116-17 |
|
0.618 |
116-17 |
|
HIGH |
116-17 |
|
0.618 |
116-17 |
|
0.500 |
116-17 |
|
0.382 |
116-17 |
|
LOW |
116-17 |
|
0.618 |
116-17 |
|
1.000 |
116-17 |
|
1.618 |
116-17 |
|
2.618 |
116-17 |
|
4.250 |
116-17 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
116-17 |
116-20 |
| PP |
116-17 |
116-19 |
| S1 |
116-17 |
116-18 |
|