ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 08-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122-00 |
122-06 |
0-06 |
0.2% |
120-18 |
| High |
122-10 |
122-21 |
0-11 |
0.3% |
123-03 |
| Low |
121-10 |
121-01 |
-0-09 |
-0.2% |
120-02 |
| Close |
122-10 |
121-05 |
-1-05 |
-0.9% |
121-22 |
| Range |
1-00 |
1-20 |
0-20 |
62.5% |
3-01 |
| ATR |
1-00 |
1-01 |
0-01 |
4.4% |
0-00 |
| Volume |
45 |
48 |
3 |
6.7% |
536 |
|
| Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-16 |
125-14 |
122-02 |
|
| R3 |
124-28 |
123-26 |
121-19 |
|
| R2 |
123-08 |
123-08 |
121-15 |
|
| R1 |
122-06 |
122-06 |
121-10 |
121-29 |
| PP |
121-20 |
121-20 |
121-20 |
121-15 |
| S1 |
120-18 |
120-18 |
121-00 |
120-09 |
| S2 |
120-00 |
120-00 |
120-27 |
|
| S3 |
118-12 |
118-30 |
120-23 |
|
| S4 |
116-24 |
117-10 |
120-08 |
|
|
| 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 |
129-18 |
|
2.618 |
126-29 |
|
1.618 |
125-09 |
|
1.000 |
124-09 |
|
0.618 |
123-21 |
|
HIGH |
122-21 |
|
0.618 |
122-01 |
|
0.500 |
121-27 |
|
0.382 |
121-21 |
|
LOW |
121-01 |
|
0.618 |
120-01 |
|
1.000 |
119-13 |
|
1.618 |
118-13 |
|
2.618 |
116-25 |
|
4.250 |
114-04 |
|
|
| Fisher Pivots for day following 08-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-27 |
121-27 |
| PP |
121-20 |
121-20 |
| S1 |
121-12 |
121-12 |
|