ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
119-09 |
1-07 |
1.0% |
117-28 |
| High |
119-05 |
119-14 |
0-09 |
0.2% |
120-17 |
| Low |
117-22 |
117-28 |
0-06 |
0.2% |
117-01 |
| Close |
118-03 |
119-09 |
1-06 |
1.0% |
119-22 |
| Range |
1-15 |
1-18 |
0-03 |
6.4% |
3-16 |
| ATR |
|
|
|
|
|
| Volume |
2 |
3 |
1 |
50.0% |
68 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-31 |
120-04 |
|
| R3 |
122-00 |
121-13 |
119-23 |
|
| R2 |
120-14 |
120-14 |
119-18 |
|
| R1 |
119-27 |
119-27 |
119-14 |
120-02 |
| PP |
118-28 |
118-28 |
118-28 |
118-31 |
| S1 |
118-09 |
118-09 |
119-04 |
118-16 |
| S2 |
117-10 |
117-10 |
119-00 |
|
| S3 |
115-24 |
116-23 |
118-27 |
|
| S4 |
114-06 |
115-05 |
118-14 |
|
|
| 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 |
126-02 |
|
2.618 |
123-17 |
|
1.618 |
121-31 |
|
1.000 |
121-00 |
|
0.618 |
120-13 |
|
HIGH |
119-14 |
|
0.618 |
118-27 |
|
0.500 |
118-21 |
|
0.382 |
118-15 |
|
LOW |
117-28 |
|
0.618 |
116-29 |
|
1.000 |
116-10 |
|
1.618 |
115-11 |
|
2.618 |
113-25 |
|
4.250 |
111-08 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
119-01 |
| PP |
118-28 |
118-26 |
| S1 |
118-21 |
118-18 |
|