ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-19 |
118-02 |
-0-17 |
-0.4% |
117-28 |
| High |
118-24 |
119-05 |
0-13 |
0.3% |
120-17 |
| Low |
118-03 |
117-22 |
-0-13 |
-0.3% |
117-01 |
| Close |
118-12 |
118-03 |
-0-09 |
-0.2% |
119-22 |
| Range |
0-21 |
1-15 |
0-26 |
123.8% |
3-16 |
| ATR |
|
|
|
|
|
| Volume |
0 |
2 |
2 |
|
68 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-28 |
118-29 |
|
| R3 |
121-08 |
120-13 |
118-16 |
|
| R2 |
119-25 |
119-25 |
118-12 |
|
| R1 |
118-30 |
118-30 |
118-07 |
119-12 |
| PP |
118-10 |
118-10 |
118-10 |
118-17 |
| S1 |
117-15 |
117-15 |
117-31 |
117-28 |
| S2 |
116-27 |
116-27 |
117-26 |
|
| S3 |
115-12 |
116-00 |
117-22 |
|
| S4 |
113-29 |
114-17 |
117-09 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-19 |
128-04 |
121-20 |
|
| R3 |
126-03 |
124-20 |
120-21 |
|
| R2 |
122-19 |
122-19 |
120-11 |
|
| R1 |
121-04 |
121-04 |
120-00 |
121-28 |
| PP |
119-03 |
119-03 |
119-03 |
119-14 |
| S1 |
117-20 |
117-20 |
119-12 |
118-12 |
| S2 |
115-19 |
115-19 |
119-01 |
|
| S3 |
112-03 |
114-04 |
118-23 |
|
| S4 |
108-19 |
110-20 |
117-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-13 |
|
2.618 |
123-00 |
|
1.618 |
121-17 |
|
1.000 |
120-20 |
|
0.618 |
120-02 |
|
HIGH |
119-05 |
|
0.618 |
118-19 |
|
0.500 |
118-14 |
|
0.382 |
118-08 |
|
LOW |
117-22 |
|
0.618 |
116-25 |
|
1.000 |
116-07 |
|
1.618 |
115-10 |
|
2.618 |
113-27 |
|
4.250 |
111-14 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-14 |
| PP |
118-10 |
118-10 |
| S1 |
118-06 |
118-06 |
|