ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
122-02 |
1-01 |
0.9% |
120-03 |
| High |
123-00 |
123-02 |
0-02 |
0.1% |
123-02 |
| Low |
121-00 |
122-00 |
1-00 |
0.8% |
120-02 |
| Close |
122-02 |
122-01 |
-0-01 |
0.0% |
122-01 |
| Range |
2-00 |
1-02 |
-0-30 |
-46.6% |
3-00 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
228,529 |
273,750 |
45,221 |
19.8% |
1,029,554 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
124-27 |
122-20 |
|
| R3 |
124-16 |
123-25 |
122-10 |
|
| R2 |
123-14 |
123-14 |
122-07 |
|
| R1 |
122-23 |
122-23 |
122-04 |
122-18 |
| PP |
122-12 |
122-12 |
122-12 |
122-09 |
| S1 |
121-21 |
121-21 |
121-30 |
121-16 |
| S2 |
121-10 |
121-10 |
121-27 |
|
| S3 |
120-08 |
120-19 |
121-24 |
|
| S4 |
119-06 |
119-17 |
121-14 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
129-12 |
123-22 |
|
| R3 |
127-23 |
126-12 |
122-27 |
|
| R2 |
124-23 |
124-23 |
122-18 |
|
| R1 |
123-12 |
123-12 |
122-10 |
124-02 |
| PP |
121-23 |
121-23 |
121-23 |
122-02 |
| S1 |
120-12 |
120-12 |
121-24 |
121-02 |
| S2 |
118-23 |
118-23 |
121-15 |
|
| S3 |
115-23 |
117-12 |
121-06 |
|
| S4 |
112-23 |
114-12 |
120-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-02 |
120-02 |
3-00 |
2.5% |
1-01 |
0.8% |
65% |
True |
False |
205,910 |
| 10 |
123-02 |
118-01 |
5-02 |
4.1% |
1-03 |
0.9% |
79% |
True |
False |
200,838 |
| 20 |
123-02 |
117-02 |
6-01 |
4.9% |
1-08 |
1.0% |
83% |
True |
False |
195,865 |
| 40 |
123-02 |
113-16 |
9-18 |
7.8% |
1-12 |
1.1% |
89% |
True |
False |
143,819 |
| 60 |
123-02 |
113-16 |
9-18 |
7.8% |
1-14 |
1.2% |
89% |
True |
False |
96,013 |
| 80 |
123-02 |
112-12 |
10-22 |
8.8% |
1-12 |
1.1% |
90% |
True |
False |
72,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-19 |
|
2.618 |
125-28 |
|
1.618 |
124-26 |
|
1.000 |
124-04 |
|
0.618 |
123-24 |
|
HIGH |
123-02 |
|
0.618 |
122-22 |
|
0.500 |
122-18 |
|
0.382 |
122-13 |
|
LOW |
122-00 |
|
0.618 |
121-11 |
|
1.000 |
120-30 |
|
1.618 |
120-09 |
|
2.618 |
119-07 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-18 |
122-01 |
| PP |
122-12 |
122-01 |
| S1 |
122-06 |
122-01 |
|