ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121-03 |
122-02 |
1-00 |
0.8% |
120-03 |
| High |
122-03 |
123-01 |
0-30 |
0.8% |
123-02 |
| Low |
121-03 |
121-02 |
-0-01 |
0.0% |
120-02 |
| Close |
122-03 |
121-02 |
-1-00 |
-0.8% |
122-01 |
| Range |
1-00 |
1-31 |
0-30 |
93.8% |
3-00 |
| ATR |
1-07 |
1-09 |
0-02 |
4.4% |
0-00 |
| Volume |
208,249 |
212,701 |
4,452 |
2.1% |
1,029,554 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-10 |
122-05 |
|
| R3 |
125-21 |
124-11 |
121-20 |
|
| R2 |
123-22 |
123-22 |
121-14 |
|
| R1 |
122-12 |
122-12 |
121-08 |
122-02 |
| PP |
121-23 |
121-23 |
121-23 |
121-18 |
| S1 |
120-13 |
120-13 |
120-29 |
120-03 |
| S2 |
119-24 |
119-24 |
120-23 |
|
| S3 |
117-25 |
118-14 |
120-17 |
|
| S4 |
115-27 |
116-16 |
120-00 |
|
|
| 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 |
121-02 |
2-01 |
1.7% |
1-06 |
1.0% |
1% |
False |
True |
229,302 |
| 10 |
123-02 |
119-03 |
4-00 |
3.3% |
1-06 |
1.0% |
50% |
False |
False |
209,311 |
| 20 |
123-02 |
118-01 |
5-02 |
4.2% |
1-08 |
1.0% |
60% |
False |
False |
205,370 |
| 40 |
123-02 |
114-22 |
8-12 |
6.9% |
1-11 |
1.1% |
76% |
False |
False |
165,556 |
| 60 |
123-02 |
113-16 |
9-18 |
7.9% |
1-13 |
1.2% |
79% |
False |
False |
110,555 |
| 80 |
123-02 |
112-15 |
10-20 |
8.8% |
1-12 |
1.1% |
81% |
False |
False |
82,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-12 |
|
2.618 |
128-05 |
|
1.618 |
126-06 |
|
1.000 |
125-00 |
|
0.618 |
124-08 |
|
HIGH |
123-01 |
|
0.618 |
122-09 |
|
0.500 |
122-01 |
|
0.382 |
121-26 |
|
LOW |
121-02 |
|
0.618 |
119-27 |
|
1.000 |
119-03 |
|
1.618 |
117-28 |
|
2.618 |
115-29 |
|
4.250 |
112-23 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-01 |
122-01 |
| PP |
121-23 |
121-23 |
| S1 |
121-13 |
121-13 |
|