ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121-00 |
122-05 |
1-05 |
1.0% |
120-18 |
| High |
122-12 |
123-03 |
0-23 |
0.6% |
123-03 |
| Low |
120-17 |
121-20 |
1-03 |
0.9% |
120-02 |
| Close |
122-01 |
121-22 |
-0-11 |
-0.3% |
121-22 |
| Range |
1-27 |
1-15 |
-0-12 |
-20.3% |
3-01 |
| ATR |
1-01 |
1-02 |
0-01 |
3.2% |
0-00 |
| Volume |
39 |
331 |
292 |
748.7% |
536 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-17 |
125-19 |
122-16 |
|
| R3 |
125-02 |
124-04 |
122-03 |
|
| R2 |
123-19 |
123-19 |
121-31 |
|
| R1 |
122-21 |
122-21 |
121-26 |
122-12 |
| PP |
122-04 |
122-04 |
122-04 |
122-00 |
| S1 |
121-06 |
121-06 |
121-18 |
120-30 |
| S2 |
120-21 |
120-21 |
121-13 |
|
| S3 |
119-06 |
119-23 |
121-09 |
|
| S4 |
117-23 |
118-08 |
120-28 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
129-07 |
123-11 |
|
| R3 |
127-22 |
126-06 |
122-17 |
|
| R2 |
124-21 |
124-21 |
122-08 |
|
| R1 |
123-05 |
123-05 |
121-31 |
123-29 |
| PP |
121-20 |
121-20 |
121-20 |
122-00 |
| S1 |
120-04 |
120-04 |
121-13 |
120-28 |
| S2 |
118-19 |
118-19 |
121-04 |
|
| S3 |
115-18 |
117-03 |
120-27 |
|
| S4 |
112-17 |
114-02 |
120-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-11 |
|
2.618 |
126-30 |
|
1.618 |
125-15 |
|
1.000 |
124-18 |
|
0.618 |
124-00 |
|
HIGH |
123-03 |
|
0.618 |
122-17 |
|
0.500 |
122-12 |
|
0.382 |
122-06 |
|
LOW |
121-20 |
|
0.618 |
120-23 |
|
1.000 |
120-05 |
|
1.618 |
119-08 |
|
2.618 |
117-25 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-12 |
121-25 |
| PP |
122-04 |
121-24 |
| S1 |
121-29 |
121-23 |
|