ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
118-01 |
-1-11 |
-1.1% |
119-01 |
| High |
119-15 |
119-03 |
-0-12 |
-0.3% |
119-15 |
| Low |
118-12 |
118-00 |
-0-12 |
-0.3% |
117-22 |
| Close |
118-15 |
118-07 |
-0-08 |
-0.2% |
118-15 |
| Range |
1-03 |
1-03 |
0-00 |
0.0% |
1-25 |
| ATR |
0-00 |
1-00 |
1-00 |
|
0-00 |
| Volume |
0 |
7 |
7 |
|
16 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-23 |
121-02 |
118-26 |
|
| R3 |
120-20 |
119-31 |
118-17 |
|
| R2 |
119-17 |
119-17 |
118-13 |
|
| R1 |
118-28 |
118-28 |
118-10 |
119-06 |
| PP |
118-14 |
118-14 |
118-14 |
118-19 |
| S1 |
117-25 |
117-25 |
118-04 |
118-04 |
| S2 |
117-11 |
117-11 |
118-01 |
|
| S3 |
116-08 |
116-22 |
117-29 |
|
| S4 |
115-05 |
115-19 |
117-20 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-28 |
122-31 |
119-14 |
|
| R3 |
122-03 |
121-06 |
118-31 |
|
| R2 |
120-10 |
120-10 |
118-25 |
|
| R1 |
119-13 |
119-13 |
118-20 |
118-31 |
| PP |
118-17 |
118-17 |
118-17 |
118-10 |
| S1 |
117-20 |
117-20 |
118-10 |
117-06 |
| S2 |
116-24 |
116-24 |
118-05 |
|
| S3 |
114-31 |
115-27 |
117-31 |
|
| S4 |
113-06 |
114-02 |
117-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
121-31 |
|
1.618 |
120-28 |
|
1.000 |
120-06 |
|
0.618 |
119-25 |
|
HIGH |
119-03 |
|
0.618 |
118-22 |
|
0.500 |
118-18 |
|
0.382 |
118-13 |
|
LOW |
118-00 |
|
0.618 |
117-10 |
|
1.000 |
116-29 |
|
1.618 |
116-07 |
|
2.618 |
115-04 |
|
4.250 |
113-11 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
118-22 |
| PP |
118-14 |
118-17 |
| S1 |
118-10 |
118-12 |
|