ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121-14 |
122-00 |
0-18 |
0.5% |
120-18 |
| High |
121-28 |
122-10 |
0-14 |
0.4% |
123-03 |
| Low |
121-05 |
121-10 |
0-05 |
0.1% |
120-02 |
| Close |
121-14 |
122-10 |
0-28 |
0.7% |
121-22 |
| Range |
0-23 |
1-00 |
0-09 |
39.1% |
3-01 |
| ATR |
1-00 |
1-00 |
0-00 |
0.0% |
0-00 |
| Volume |
439 |
45 |
-394 |
-89.7% |
536 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-31 |
124-21 |
122-28 |
|
| R3 |
123-31 |
123-21 |
122-19 |
|
| R2 |
122-31 |
122-31 |
122-16 |
|
| R1 |
122-21 |
122-21 |
122-13 |
122-26 |
| PP |
121-31 |
121-31 |
121-31 |
122-02 |
| S1 |
121-21 |
121-21 |
122-07 |
121-26 |
| S2 |
120-31 |
120-31 |
122-04 |
|
| S3 |
119-31 |
120-21 |
122-01 |
|
| S4 |
118-31 |
119-21 |
121-24 |
|
|
| 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 |
126-18 |
|
2.618 |
124-30 |
|
1.618 |
123-30 |
|
1.000 |
123-10 |
|
0.618 |
122-30 |
|
HIGH |
122-10 |
|
0.618 |
121-30 |
|
0.500 |
121-26 |
|
0.382 |
121-22 |
|
LOW |
121-10 |
|
0.618 |
120-22 |
|
1.000 |
120-10 |
|
1.618 |
119-22 |
|
2.618 |
118-22 |
|
4.250 |
117-02 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-05 |
122-04 |
| PP |
121-31 |
121-30 |
| S1 |
121-26 |
121-24 |
|