ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 30-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2009 |
30-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-19 |
120-30 |
0-11 |
0.3% |
118-01 |
| High |
121-03 |
121-03 |
0-00 |
0.0% |
120-11 |
| Low |
120-07 |
120-15 |
0-08 |
0.2% |
117-26 |
| Close |
120-29 |
120-21 |
-0-08 |
-0.2% |
120-06 |
| Range |
0-28 |
0-20 |
-0-08 |
-28.6% |
2-17 |
| ATR |
0-31 |
0-31 |
-0-01 |
-2.6% |
0-00 |
| Volume |
46 |
67 |
21 |
45.7% |
105 |
|
| Daily Pivots for day following 30-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
122-08 |
121-00 |
|
| R3 |
122-00 |
121-20 |
120-26 |
|
| R2 |
121-12 |
121-12 |
120-25 |
|
| R1 |
121-00 |
121-00 |
120-23 |
120-28 |
| PP |
120-24 |
120-24 |
120-24 |
120-22 |
| S1 |
120-12 |
120-12 |
120-19 |
120-08 |
| S2 |
120-04 |
120-04 |
120-17 |
|
| S3 |
119-16 |
119-24 |
120-16 |
|
| S4 |
118-28 |
119-04 |
120-10 |
|
|
| 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 |
123-24 |
|
2.618 |
122-23 |
|
1.618 |
122-03 |
|
1.000 |
121-23 |
|
0.618 |
121-15 |
|
HIGH |
121-03 |
|
0.618 |
120-27 |
|
0.500 |
120-25 |
|
0.382 |
120-23 |
|
LOW |
120-15 |
|
0.618 |
120-03 |
|
1.000 |
119-27 |
|
1.618 |
119-15 |
|
2.618 |
118-27 |
|
4.250 |
117-26 |
|
|
| Fisher Pivots for day following 30-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-25 |
120-20 |
| PP |
120-24 |
120-19 |
| S1 |
120-22 |
120-18 |
|