ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122-01 |
121-03 |
-0-31 |
-0.8% |
120-03 |
| High |
122-02 |
122-03 |
0-01 |
0.0% |
123-02 |
| Low |
121-02 |
121-03 |
0-00 |
0.0% |
120-02 |
| Close |
122-00 |
122-03 |
0-03 |
0.1% |
122-01 |
| Range |
1-00 |
1-00 |
0-01 |
2.5% |
3-00 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.3% |
0-00 |
| Volume |
165,840 |
208,249 |
42,409 |
25.6% |
1,029,554 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-25 |
124-14 |
122-21 |
|
| R3 |
123-25 |
123-14 |
122-12 |
|
| R2 |
122-25 |
122-25 |
122-09 |
|
| R1 |
122-14 |
122-14 |
122-06 |
122-19 |
| PP |
121-24 |
121-24 |
121-24 |
121-27 |
| S1 |
121-13 |
121-13 |
122-00 |
121-19 |
| S2 |
120-24 |
120-24 |
121-29 |
|
| S3 |
119-23 |
120-13 |
121-26 |
|
| S4 |
118-23 |
119-12 |
121-17 |
|
|
| 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 |
121-00 |
2-02 |
1.7% |
1-07 |
1.0% |
52% |
False |
False |
232,468 |
| 10 |
123-02 |
119-01 |
4-01 |
3.3% |
1-03 |
0.9% |
75% |
False |
False |
213,170 |
| 20 |
123-02 |
118-00 |
5-02 |
4.2% |
1-08 |
1.0% |
80% |
False |
False |
204,910 |
| 40 |
123-02 |
114-22 |
8-12 |
6.9% |
1-11 |
1.1% |
88% |
False |
False |
160,275 |
| 60 |
123-02 |
113-16 |
9-18 |
7.8% |
1-14 |
1.2% |
90% |
False |
False |
107,011 |
| 80 |
123-02 |
112-15 |
10-20 |
8.7% |
1-12 |
1.1% |
91% |
False |
False |
80,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-13 |
|
2.618 |
124-24 |
|
1.618 |
123-23 |
|
1.000 |
123-03 |
|
0.618 |
122-23 |
|
HIGH |
122-03 |
|
0.618 |
121-23 |
|
0.500 |
121-19 |
|
0.382 |
121-15 |
|
LOW |
121-03 |
|
0.618 |
120-15 |
|
1.000 |
120-02 |
|
1.618 |
119-14 |
|
2.618 |
118-14 |
|
4.250 |
116-25 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-29 |
122-02 |
| PP |
121-24 |
122-02 |
| S1 |
121-19 |
122-01 |
|