ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
120-03 |
0-03 |
0.1% |
119-01 |
| High |
121-00 |
121-02 |
0-02 |
0.1% |
121-00 |
| Low |
119-03 |
120-02 |
1-00 |
0.8% |
118-01 |
| Close |
120-03 |
121-01 |
0-31 |
0.8% |
120-03 |
| Range |
1-30 |
1-00 |
-0-30 |
-48.3% |
3-00 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.0% |
0-00 |
| Volume |
190,798 |
202,512 |
11,714 |
6.1% |
978,833 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-23 |
123-12 |
121-19 |
|
| R3 |
122-23 |
122-12 |
121-10 |
|
| R2 |
121-23 |
121-23 |
121-07 |
|
| R1 |
121-12 |
121-12 |
121-04 |
121-18 |
| PP |
120-23 |
120-23 |
120-23 |
120-26 |
| S1 |
120-12 |
120-12 |
120-30 |
120-18 |
| S2 |
119-24 |
119-24 |
120-28 |
|
| S3 |
118-24 |
119-13 |
120-25 |
|
| S4 |
117-24 |
118-13 |
120-16 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-21 |
127-12 |
121-23 |
|
| R3 |
125-22 |
124-12 |
120-29 |
|
| R2 |
122-22 |
122-22 |
120-20 |
|
| R1 |
121-12 |
121-12 |
120-12 |
122-01 |
| PP |
119-23 |
119-23 |
119-23 |
120-01 |
| S1 |
118-13 |
118-13 |
119-26 |
119-02 |
| S2 |
116-23 |
116-23 |
119-17 |
|
| S3 |
113-23 |
115-13 |
119-09 |
|
| S4 |
110-24 |
112-14 |
118-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-02 |
118-01 |
3-02 |
2.5% |
1-06 |
1.0% |
99% |
True |
False |
207,997 |
| 10 |
121-02 |
118-01 |
3-02 |
2.5% |
1-09 |
1.1% |
99% |
True |
False |
196,154 |
| 20 |
121-06 |
117-02 |
4-04 |
3.4% |
1-11 |
1.1% |
97% |
False |
False |
196,730 |
| 40 |
121-06 |
113-16 |
7-22 |
6.3% |
1-14 |
1.2% |
98% |
False |
False |
123,248 |
| 60 |
121-06 |
113-16 |
7-22 |
6.3% |
1-15 |
1.2% |
98% |
False |
False |
82,239 |
| 80 |
121-06 |
110-08 |
10-30 |
9.0% |
1-12 |
1.1% |
99% |
False |
False |
61,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-09 |
|
2.618 |
123-22 |
|
1.618 |
122-22 |
|
1.000 |
122-02 |
|
0.618 |
121-22 |
|
HIGH |
121-02 |
|
0.618 |
120-22 |
|
0.500 |
120-18 |
|
0.382 |
120-15 |
|
LOW |
120-02 |
|
0.618 |
119-15 |
|
1.000 |
119-03 |
|
1.618 |
118-15 |
|
2.618 |
117-15 |
|
4.250 |
115-27 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
120-23 |
| PP |
120-23 |
120-12 |
| S1 |
120-18 |
120-02 |
|