ECBOT 30 Year Treasury Bond Future March 2011
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
131-02 |
131-27 |
0-25 |
0.6% |
128-24 |
| High |
132-00 |
132-08 |
0-08 |
0.2% |
130-00 |
| Low |
131-02 |
131-27 |
0-25 |
0.6% |
128-08 |
| Close |
131-17 |
131-17 |
0-00 |
0.0% |
128-29 |
| Range |
0-30 |
0-13 |
-0-17 |
-56.7% |
1-24 |
| ATR |
1-00 |
0-31 |
-0-01 |
-1.9% |
0-00 |
| Volume |
108 |
16 |
-92 |
-85.2% |
164 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-03 |
132-23 |
131-24 |
|
| R3 |
132-22 |
132-10 |
131-21 |
|
| R2 |
132-09 |
132-09 |
131-19 |
|
| R1 |
131-29 |
131-29 |
131-18 |
131-28 |
| PP |
131-28 |
131-28 |
131-28 |
131-28 |
| S1 |
131-16 |
131-16 |
131-16 |
131-16 |
| S2 |
131-15 |
131-15 |
131-15 |
|
| S3 |
131-02 |
131-03 |
131-13 |
|
| S4 |
130-21 |
130-22 |
131-10 |
|
|
| 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 |
133-31 |
|
2.618 |
133-10 |
|
1.618 |
132-29 |
|
1.000 |
132-21 |
|
0.618 |
132-16 |
|
HIGH |
132-08 |
|
0.618 |
132-03 |
|
0.500 |
132-02 |
|
0.382 |
132-00 |
|
LOW |
131-27 |
|
0.618 |
131-19 |
|
1.000 |
131-14 |
|
1.618 |
131-06 |
|
2.618 |
130-25 |
|
4.250 |
130-04 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
132-02 |
131-10 |
| PP |
131-28 |
131-04 |
| S1 |
131-22 |
130-30 |
|