ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
128-13 |
128-08 |
-0-05 |
-0.1% |
128-24 |
| High |
128-27 |
129-05 |
0-10 |
0.2% |
130-00 |
| Low |
128-13 |
128-08 |
-0-05 |
-0.1% |
128-08 |
| Close |
128-22 |
128-29 |
0-07 |
0.2% |
128-29 |
| Range |
0-14 |
0-29 |
0-15 |
107.1% |
1-24 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.6% |
0-00 |
| Volume |
2 |
146 |
144 |
7,200.0% |
164 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-16 |
131-03 |
129-13 |
|
| R3 |
130-19 |
130-06 |
129-05 |
|
| R2 |
129-22 |
129-22 |
129-02 |
|
| R1 |
129-09 |
129-09 |
129-00 |
129-16 |
| PP |
128-25 |
128-25 |
128-25 |
128-28 |
| S1 |
128-12 |
128-12 |
128-26 |
128-18 |
| S2 |
127-28 |
127-28 |
128-24 |
|
| S3 |
126-31 |
127-15 |
128-21 |
|
| S4 |
126-02 |
126-18 |
128-13 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-10 |
133-11 |
129-28 |
|
| R3 |
132-18 |
131-19 |
129-12 |
|
| R2 |
130-26 |
130-26 |
129-07 |
|
| R1 |
129-27 |
129-27 |
129-02 |
130-10 |
| PP |
129-02 |
129-02 |
129-02 |
129-09 |
| S1 |
128-03 |
128-03 |
128-24 |
128-18 |
| S2 |
127-10 |
127-10 |
128-19 |
|
| S3 |
125-18 |
126-11 |
128-14 |
|
| S4 |
123-26 |
124-19 |
127-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-00 |
|
2.618 |
131-17 |
|
1.618 |
130-20 |
|
1.000 |
130-02 |
|
0.618 |
129-23 |
|
HIGH |
129-05 |
|
0.618 |
128-26 |
|
0.500 |
128-22 |
|
0.382 |
128-19 |
|
LOW |
128-08 |
|
0.618 |
127-22 |
|
1.000 |
127-11 |
|
1.618 |
126-25 |
|
2.618 |
125-28 |
|
4.250 |
124-13 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
128-27 |
128-29 |
| PP |
128-25 |
128-29 |
| S1 |
128-22 |
128-28 |
|