ECBOT 30 Year Treasury Bond Future March 2011
Trading Metrics calculated at close of trading on 21-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
129-04 |
129-19 |
0-15 |
0.4% |
128-24 |
High |
129-04 |
131-00 |
1-28 |
1.5% |
130-00 |
Low |
129-04 |
129-19 |
0-15 |
0.4% |
128-08 |
Close |
129-14 |
130-28 |
1-14 |
1.1% |
128-29 |
Range |
0-00 |
1-13 |
1-13 |
|
1-24 |
ATR |
0-30 |
0-31 |
0-01 |
4.8% |
0-00 |
Volume |
47 |
2 |
-45 |
-95.7% |
164 |
|
Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-23 |
134-06 |
131-21 |
|
R3 |
133-10 |
132-25 |
131-08 |
|
R2 |
131-29 |
131-29 |
131-04 |
|
R1 |
131-12 |
131-12 |
131-00 |
131-20 |
PP |
130-16 |
130-16 |
130-16 |
130-20 |
S1 |
129-31 |
129-31 |
130-24 |
130-08 |
S2 |
129-03 |
129-03 |
130-20 |
|
S3 |
127-22 |
128-18 |
130-16 |
|
S4 |
126-09 |
127-05 |
130-03 |
|
|
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 |
136-31 |
2.618 |
134-22 |
1.618 |
133-09 |
1.000 |
132-13 |
0.618 |
131-28 |
HIGH |
131-00 |
0.618 |
130-15 |
0.500 |
130-10 |
0.382 |
130-04 |
LOW |
129-19 |
0.618 |
128-23 |
1.000 |
128-06 |
1.618 |
127-10 |
2.618 |
125-29 |
4.250 |
123-20 |
|
|
Fisher Pivots for day following 21-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
130-22 |
130-15 |
PP |
130-16 |
130-01 |
S1 |
130-10 |
129-20 |
|