ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122-06 |
120-30 |
-1-08 |
-1.0% |
122-00 |
| High |
122-21 |
121-14 |
-1-07 |
-1.0% |
122-21 |
| Low |
121-01 |
119-01 |
-2-00 |
-1.7% |
119-01 |
| Close |
121-05 |
119-11 |
-1-26 |
-1.5% |
119-11 |
| Range |
1-20 |
2-13 |
0-25 |
48.1% |
3-20 |
| ATR |
1-01 |
1-05 |
0-03 |
9.3% |
0-00 |
| Volume |
48 |
223 |
175 |
364.6% |
974 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-05 |
125-21 |
120-21 |
|
| R3 |
124-24 |
123-08 |
120-00 |
|
| R2 |
122-11 |
122-11 |
119-25 |
|
| R1 |
120-27 |
120-27 |
119-18 |
120-12 |
| PP |
119-30 |
119-30 |
119-30 |
119-23 |
| S1 |
118-14 |
118-14 |
119-04 |
118-00 |
| S2 |
117-17 |
117-17 |
118-29 |
|
| S3 |
115-04 |
116-01 |
118-22 |
|
| S4 |
112-23 |
113-20 |
118-01 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-07 |
128-29 |
121-11 |
|
| R3 |
127-19 |
125-09 |
120-11 |
|
| R2 |
123-31 |
123-31 |
120-00 |
|
| R1 |
121-21 |
121-21 |
119-22 |
121-00 |
| PP |
120-11 |
120-11 |
120-11 |
120-00 |
| S1 |
118-01 |
118-01 |
119-00 |
117-12 |
| S2 |
116-23 |
116-23 |
118-22 |
|
| S3 |
113-03 |
114-13 |
118-11 |
|
| S4 |
109-15 |
110-25 |
117-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-21 |
|
2.618 |
127-24 |
|
1.618 |
125-11 |
|
1.000 |
123-27 |
|
0.618 |
122-30 |
|
HIGH |
121-14 |
|
0.618 |
120-17 |
|
0.500 |
120-08 |
|
0.382 |
119-30 |
|
LOW |
119-01 |
|
0.618 |
117-17 |
|
1.000 |
116-20 |
|
1.618 |
115-04 |
|
2.618 |
112-23 |
|
4.250 |
108-26 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
120-27 |
| PP |
119-30 |
120-11 |
| S1 |
119-20 |
119-27 |
|