ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 28-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2009 |
28-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-10 |
120-18 |
1-08 |
1.0% |
118-01 |
| High |
120-11 |
120-29 |
0-18 |
0.5% |
120-11 |
| Low |
119-08 |
120-02 |
0-26 |
0.7% |
117-26 |
| Close |
120-06 |
120-21 |
0-15 |
0.4% |
120-06 |
| Range |
1-03 |
0-27 |
-0-08 |
-22.9% |
2-17 |
| ATR |
1-00 |
1-00 |
0-00 |
-1.1% |
0-00 |
| Volume |
39 |
53 |
14 |
35.9% |
105 |
|
| Daily Pivots for day following 28-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-02 |
122-23 |
121-04 |
|
| R3 |
122-07 |
121-28 |
120-28 |
|
| R2 |
121-12 |
121-12 |
120-26 |
|
| R1 |
121-01 |
121-01 |
120-23 |
121-06 |
| PP |
120-17 |
120-17 |
120-17 |
120-20 |
| S1 |
120-06 |
120-06 |
120-19 |
120-12 |
| S2 |
119-22 |
119-22 |
120-16 |
|
| S3 |
118-27 |
119-11 |
120-14 |
|
| S4 |
118-00 |
118-16 |
120-06 |
|
|
| 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 |
124-16 |
|
2.618 |
123-04 |
|
1.618 |
122-09 |
|
1.000 |
121-24 |
|
0.618 |
121-14 |
|
HIGH |
120-29 |
|
0.618 |
120-19 |
|
0.500 |
120-16 |
|
0.382 |
120-12 |
|
LOW |
120-02 |
|
0.618 |
119-17 |
|
1.000 |
119-07 |
|
1.618 |
118-22 |
|
2.618 |
117-27 |
|
4.250 |
116-15 |
|
|
| Fisher Pivots for day following 28-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-19 |
120-12 |
| PP |
120-17 |
120-04 |
| S1 |
120-16 |
119-28 |
|