ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
118-08 |
0-07 |
0.2% |
119-01 |
| High |
119-03 |
118-19 |
-0-16 |
-0.4% |
119-15 |
| Low |
118-00 |
117-27 |
-0-05 |
-0.1% |
117-22 |
| Close |
118-07 |
118-14 |
0-07 |
0.2% |
118-15 |
| Range |
1-03 |
0-24 |
-0-11 |
-31.4% |
1-25 |
| ATR |
1-00 |
1-00 |
-0-01 |
-1.8% |
0-00 |
| Volume |
7 |
2 |
-5 |
-71.4% |
16 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-17 |
120-08 |
118-27 |
|
| R3 |
119-25 |
119-16 |
118-21 |
|
| R2 |
119-01 |
119-01 |
118-18 |
|
| R1 |
118-24 |
118-24 |
118-16 |
118-28 |
| PP |
118-09 |
118-09 |
118-09 |
118-12 |
| S1 |
118-00 |
118-00 |
118-12 |
118-04 |
| S2 |
117-17 |
117-17 |
118-10 |
|
| S3 |
116-25 |
117-08 |
118-07 |
|
| S4 |
116-01 |
116-16 |
118-01 |
|
|
| 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 |
121-25 |
|
2.618 |
120-18 |
|
1.618 |
119-26 |
|
1.000 |
119-11 |
|
0.618 |
119-02 |
|
HIGH |
118-19 |
|
0.618 |
118-10 |
|
0.500 |
118-07 |
|
0.382 |
118-04 |
|
LOW |
117-27 |
|
0.618 |
117-12 |
|
1.000 |
117-03 |
|
1.618 |
116-20 |
|
2.618 |
115-28 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
118-21 |
| PP |
118-09 |
118-19 |
| S1 |
118-07 |
118-16 |
|