ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 29-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2009 |
29-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
120-19 |
0-01 |
0.0% |
118-01 |
| High |
120-29 |
121-03 |
0-06 |
0.2% |
120-11 |
| Low |
120-02 |
120-07 |
0-05 |
0.1% |
117-26 |
| Close |
120-21 |
120-29 |
0-08 |
0.2% |
120-06 |
| Range |
0-27 |
0-28 |
0-01 |
3.7% |
2-17 |
| ATR |
1-00 |
0-31 |
0-00 |
-0.8% |
0-00 |
| Volume |
53 |
46 |
-7 |
-13.2% |
105 |
|
| Daily Pivots for day following 29-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
123-00 |
121-12 |
|
| R3 |
122-16 |
122-04 |
121-05 |
|
| R2 |
121-20 |
121-20 |
121-02 |
|
| R1 |
121-08 |
121-08 |
121-00 |
121-14 |
| PP |
120-24 |
120-24 |
120-24 |
120-26 |
| S1 |
120-12 |
120-12 |
120-26 |
120-18 |
| S2 |
119-28 |
119-28 |
120-24 |
|
| S3 |
119-00 |
119-16 |
120-21 |
|
| S4 |
118-04 |
118-20 |
120-14 |
|
|
| 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 |
124-26 |
|
2.618 |
123-12 |
|
1.618 |
122-16 |
|
1.000 |
121-31 |
|
0.618 |
121-20 |
|
HIGH |
121-03 |
|
0.618 |
120-24 |
|
0.500 |
120-21 |
|
0.382 |
120-18 |
|
LOW |
120-07 |
|
0.618 |
119-22 |
|
1.000 |
119-11 |
|
1.618 |
118-26 |
|
2.618 |
117-30 |
|
4.250 |
116-16 |
|
|
| Fisher Pivots for day following 29-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-26 |
120-21 |
| PP |
120-24 |
120-13 |
| S1 |
120-21 |
120-06 |
|