ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
128-27 |
128-24 |
-0-03 |
-0.1% |
131-26 |
| High |
128-29 |
129-25 |
0-28 |
0.7% |
132-00 |
| Low |
128-27 |
128-24 |
-0-03 |
-0.1% |
128-27 |
| Close |
129-00 |
129-18 |
0-18 |
0.4% |
129-00 |
| Range |
0-02 |
1-01 |
0-31 |
1,550.0% |
3-05 |
| ATR |
1-01 |
1-01 |
0-00 |
0.0% |
0-00 |
| Volume |
16 |
5 |
-11 |
-68.8% |
28 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-15 |
132-01 |
130-04 |
|
| R3 |
131-14 |
131-00 |
129-27 |
|
| R2 |
130-13 |
130-13 |
129-24 |
|
| R1 |
129-31 |
129-31 |
129-21 |
130-06 |
| PP |
129-12 |
129-12 |
129-12 |
129-15 |
| S1 |
128-30 |
128-30 |
129-15 |
129-05 |
| S2 |
128-11 |
128-11 |
129-12 |
|
| S3 |
127-10 |
127-29 |
129-09 |
|
| S4 |
126-09 |
126-28 |
129-00 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-13 |
137-12 |
130-24 |
|
| R3 |
136-08 |
134-07 |
129-28 |
|
| R2 |
133-03 |
133-03 |
129-19 |
|
| R1 |
131-02 |
131-02 |
129-09 |
130-16 |
| PP |
129-30 |
129-30 |
129-30 |
129-22 |
| S1 |
127-29 |
127-29 |
128-23 |
127-11 |
| S2 |
126-25 |
126-25 |
128-13 |
|
| S3 |
123-20 |
124-24 |
128-04 |
|
| S4 |
120-15 |
121-19 |
127-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-05 |
|
2.618 |
132-15 |
|
1.618 |
131-14 |
|
1.000 |
130-26 |
|
0.618 |
130-13 |
|
HIGH |
129-25 |
|
0.618 |
129-12 |
|
0.500 |
129-08 |
|
0.382 |
129-05 |
|
LOW |
128-24 |
|
0.618 |
128-04 |
|
1.000 |
127-23 |
|
1.618 |
127-03 |
|
2.618 |
126-02 |
|
4.250 |
124-12 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
129-15 |
129-18 |
| PP |
129-12 |
129-17 |
| S1 |
129-08 |
129-17 |
|