ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
132-14 |
131-08 |
-1-06 |
-0.9% |
131-20 |
| High |
132-14 |
131-08 |
-1-06 |
-0.9% |
133-16 |
| Low |
131-19 |
131-08 |
-0-11 |
-0.3% |
131-06 |
| Close |
132-02 |
131-13 |
-0-21 |
-0.5% |
131-06 |
| Range |
0-27 |
0-00 |
-0-27 |
-100.0% |
2-10 |
| ATR |
|
|
|
|
|
| Volume |
1 |
6 |
5 |
500.0% |
30 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
131-11 |
131-13 |
|
| R3 |
131-10 |
131-11 |
131-13 |
|
| R2 |
131-10 |
131-10 |
131-13 |
|
| R1 |
131-11 |
131-11 |
131-13 |
131-10 |
| PP |
131-10 |
131-10 |
131-10 |
131-09 |
| S1 |
131-11 |
131-11 |
131-13 |
131-10 |
| S2 |
131-10 |
131-10 |
131-13 |
|
| S3 |
131-10 |
131-11 |
131-13 |
|
| S4 |
131-10 |
131-11 |
131-13 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-29 |
137-11 |
132-15 |
|
| R3 |
136-19 |
135-01 |
131-26 |
|
| R2 |
134-09 |
134-09 |
131-20 |
|
| R1 |
132-23 |
132-23 |
131-13 |
132-11 |
| PP |
131-31 |
131-31 |
131-31 |
131-24 |
| S1 |
130-13 |
130-13 |
130-31 |
130-01 |
| S2 |
129-21 |
129-21 |
130-24 |
|
| S3 |
127-11 |
128-03 |
130-18 |
|
| S4 |
125-01 |
125-25 |
129-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-08 |
|
2.618 |
131-08 |
|
1.618 |
131-08 |
|
1.000 |
131-08 |
|
0.618 |
131-08 |
|
HIGH |
131-08 |
|
0.618 |
131-08 |
|
0.500 |
131-08 |
|
0.382 |
131-08 |
|
LOW |
131-08 |
|
0.618 |
131-08 |
|
1.000 |
131-08 |
|
1.618 |
131-08 |
|
2.618 |
131-08 |
|
4.250 |
131-08 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
131-11 |
132-14 |
| PP |
131-10 |
132-03 |
| S1 |
131-08 |
131-24 |
|