ECBOT 30 Year Treasury Bond Future March 2010
Trading Metrics calculated at close of trading on 01-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
120-30 |
121-00 |
0-02 |
0.1% |
118-01 |
High |
121-03 |
122-12 |
1-09 |
1.1% |
120-11 |
Low |
120-15 |
120-17 |
0-02 |
0.1% |
117-26 |
Close |
120-21 |
122-01 |
1-12 |
1.1% |
120-06 |
Range |
0-20 |
1-27 |
1-07 |
195.0% |
2-17 |
ATR |
0-31 |
1-01 |
0-02 |
6.7% |
0-00 |
Volume |
67 |
39 |
-28 |
-41.8% |
105 |
|
Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-06 |
126-14 |
123-01 |
|
R3 |
125-11 |
124-19 |
122-17 |
|
R2 |
123-16 |
123-16 |
122-12 |
|
R1 |
122-24 |
122-24 |
122-06 |
123-04 |
PP |
121-21 |
121-21 |
121-21 |
121-26 |
S1 |
120-29 |
120-29 |
121-28 |
121-09 |
S2 |
119-26 |
119-26 |
121-22 |
|
S3 |
117-31 |
119-02 |
121-17 |
|
S4 |
116-04 |
117-07 |
121-01 |
|
|
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 |
130-07 |
2.618 |
127-06 |
1.618 |
125-11 |
1.000 |
124-07 |
0.618 |
123-16 |
HIGH |
122-12 |
0.618 |
121-21 |
0.500 |
121-14 |
0.382 |
121-08 |
LOW |
120-17 |
0.618 |
119-13 |
1.000 |
118-22 |
1.618 |
117-18 |
2.618 |
115-23 |
4.250 |
112-22 |
|
|
Fisher Pivots for day following 01-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
121-27 |
121-25 |
PP |
121-21 |
121-17 |
S1 |
121-14 |
121-10 |
|