ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
121-02 |
-0-01 |
0.0% |
119-01 |
| High |
121-03 |
123-00 |
1-29 |
1.6% |
121-00 |
| Low |
121-00 |
121-00 |
0-00 |
0.0% |
118-01 |
| Close |
121-01 |
122-02 |
1-01 |
0.8% |
120-03 |
| Range |
0-02 |
2-00 |
1-29 |
2,669.6% |
3-00 |
| ATR |
1-08 |
1-09 |
0-02 |
4.3% |
0-00 |
| Volume |
177,218 |
228,529 |
51,311 |
29.0% |
978,833 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-00 |
127-01 |
123-05 |
|
| R3 |
126-00 |
125-01 |
122-20 |
|
| R2 |
124-01 |
124-01 |
122-14 |
|
| R1 |
123-01 |
123-01 |
122-08 |
123-17 |
| PP |
122-01 |
122-01 |
122-01 |
122-09 |
| S1 |
121-02 |
121-02 |
121-28 |
121-17 |
| S2 |
120-01 |
120-01 |
121-22 |
|
| S3 |
118-01 |
119-02 |
121-17 |
|
| S4 |
116-02 |
117-02 |
120-31 |
|
|
| 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 |
123-00 |
119-03 |
3-29 |
3.2% |
1-06 |
1.0% |
76% |
True |
False |
189,320 |
| 10 |
123-00 |
118-01 |
4-31 |
4.1% |
1-03 |
0.9% |
81% |
True |
False |
194,524 |
| 20 |
123-00 |
117-02 |
5-30 |
4.9% |
1-08 |
1.0% |
84% |
True |
False |
190,485 |
| 40 |
123-00 |
113-16 |
9-16 |
7.8% |
1-12 |
1.1% |
90% |
True |
False |
136,984 |
| 60 |
123-00 |
113-16 |
9-16 |
7.8% |
1-14 |
1.2% |
90% |
True |
False |
91,456 |
| 80 |
123-00 |
110-08 |
12-24 |
10.4% |
1-13 |
1.1% |
93% |
True |
False |
68,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-15 |
|
2.618 |
128-07 |
|
1.618 |
126-07 |
|
1.000 |
125-00 |
|
0.618 |
124-07 |
|
HIGH |
123-00 |
|
0.618 |
122-08 |
|
0.500 |
122-00 |
|
0.382 |
121-25 |
|
LOW |
121-00 |
|
0.618 |
119-25 |
|
1.000 |
119-01 |
|
1.618 |
117-25 |
|
2.618 |
115-26 |
|
4.250 |
112-18 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-01 |
121-29 |
| PP |
122-01 |
121-23 |
| S1 |
122-00 |
121-17 |
|