30-Day Fed Funds March 2012 (CBOT)
| Date |
Open |
High |
Low |
Last |
Change |
Percent |
| 03/30/12 |
99.8725 |
99.8725 |
99.8725 |
99.8725 |
+0.0025 |
unch |
| Period |
Moving Average |
Price Change |
Percent Change |
Average Volume |
| 5-Day |
99.8705 |
+0.0025 |
0% |
705 |
| 20-Day |
99.8773 |
-0.0175 |
-0.02% |
2835 |
| 50-Day |
99.8856 |
-0.0375 |
-0.04% |
3993 |
| 100-Day |
99.8918 |
-0.0225 |
-0.02% |
2696 |
| 200-Day |
99.8794 |
+0.0875 |
+0.09% |
2800 |
| Year to Date |
99.8912 |
-0.0375 |
-0.04% |
3499 |
| |
| Period |
Raw Stochastic |
Stochastic %K |
Stochastic %D |
Average True Range |
| 9-Day |
100.00% |
70.00% |
56.39% |
0.0046 |
| 14-Day |
49.98% |
38.88% |
32.41% |
0.0057 |
| 20-Day |
33.32% |
26.49% |
24.22% |
0.0064 |
| |
| Period |
Relative Strength |
Percent R |
Historic Volatility |
MACD Oscillator |
| 9-Day |
40.60% |
0.00% |
0.04% |
+0.0011 |
| 14-Day |
36.58% |
50.02% |
0.04% |
-0.0018 |
| 20-Day |
36.39% |
66.68% |
0.03% |
-0.0064 |
| 50-Day |
45.74% |
80.96% |
0.06% |
-0.0148 |
| 100-Day |
55.26% |
79.17% |
0.06% |
-0.0210 |
|