ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-07 |
119-10 |
0-03 |
0.1% |
118-01 |
| High |
119-20 |
120-11 |
0-23 |
0.6% |
120-11 |
| Low |
118-26 |
119-08 |
0-14 |
0.4% |
117-26 |
| Close |
119-10 |
120-06 |
0-28 |
0.7% |
120-06 |
| Range |
0-26 |
1-03 |
0-09 |
34.6% |
2-17 |
| ATR |
1-00 |
1-00 |
0-00 |
0.7% |
0-00 |
| Volume |
25 |
39 |
14 |
56.0% |
105 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-25 |
120-25 |
|
| R3 |
122-04 |
121-22 |
120-16 |
|
| R2 |
121-01 |
121-01 |
120-12 |
|
| R1 |
120-19 |
120-19 |
120-09 |
120-26 |
| PP |
119-30 |
119-30 |
119-30 |
120-01 |
| S1 |
119-16 |
119-16 |
120-03 |
119-23 |
| S2 |
118-27 |
118-27 |
120-00 |
|
| S3 |
117-24 |
118-13 |
119-28 |
|
| S4 |
116-21 |
117-10 |
119-19 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-01 |
126-05 |
121-19 |
|
| R3 |
124-16 |
123-20 |
120-28 |
|
| R2 |
121-31 |
121-31 |
120-21 |
|
| R1 |
121-03 |
121-03 |
120-13 |
121-17 |
| PP |
119-14 |
119-14 |
119-14 |
119-22 |
| S1 |
118-18 |
118-18 |
119-31 |
119-00 |
| S2 |
116-29 |
116-29 |
119-23 |
|
| S3 |
114-12 |
116-01 |
119-16 |
|
| S4 |
111-27 |
113-16 |
118-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-00 |
|
2.618 |
123-07 |
|
1.618 |
122-04 |
|
1.000 |
121-14 |
|
0.618 |
121-01 |
|
HIGH |
120-11 |
|
0.618 |
119-30 |
|
0.500 |
119-26 |
|
0.382 |
119-21 |
|
LOW |
119-08 |
|
0.618 |
118-18 |
|
1.000 |
118-05 |
|
1.618 |
117-15 |
|
2.618 |
116-12 |
|
4.250 |
114-19 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
119-26 |
| PP |
119-30 |
119-14 |
| S1 |
119-26 |
119-02 |
|