ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
122-02 |
122-01 |
-0-01 |
0.0% |
120-03 |
| High |
123-02 |
123-00 |
-0-02 |
-0.1% |
123-02 |
| Low |
122-00 |
122-01 |
0-00 |
0.0% |
120-02 |
| Close |
122-01 |
122-01 |
0-00 |
0.0% |
122-01 |
| Range |
1-02 |
0-31 |
-0-03 |
-7.9% |
3-00 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.7% |
0-00 |
| Volume |
273,750 |
285,973 |
12,223 |
4.5% |
1,029,554 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-20 |
122-18 |
|
| R3 |
124-10 |
123-21 |
122-10 |
|
| R2 |
123-11 |
123-11 |
122-07 |
|
| R1 |
122-22 |
122-22 |
122-04 |
122-16 |
| PP |
122-11 |
122-11 |
122-11 |
122-09 |
| S1 |
121-22 |
121-22 |
121-30 |
121-17 |
| S2 |
121-12 |
121-12 |
121-27 |
|
| S3 |
120-13 |
120-23 |
121-24 |
|
| S4 |
119-13 |
119-24 |
121-16 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
129-12 |
123-22 |
|
| R3 |
127-23 |
126-12 |
122-27 |
|
| R2 |
124-23 |
124-23 |
122-18 |
|
| R1 |
123-12 |
123-12 |
122-10 |
124-02 |
| PP |
121-23 |
121-23 |
121-23 |
122-02 |
| S1 |
120-12 |
120-12 |
121-24 |
121-02 |
| S2 |
118-23 |
118-23 |
121-15 |
|
| S3 |
115-23 |
117-12 |
121-06 |
|
| S4 |
112-23 |
114-12 |
120-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-02 |
120-03 |
3-00 |
2.5% |
1-01 |
0.8% |
65% |
False |
False |
222,603 |
| 10 |
123-02 |
118-01 |
5-02 |
4.1% |
1-03 |
0.9% |
79% |
False |
False |
215,300 |
| 20 |
123-02 |
117-02 |
6-01 |
4.9% |
1-08 |
1.0% |
83% |
False |
False |
203,273 |
| 40 |
123-02 |
113-19 |
9-16 |
7.8% |
1-11 |
1.1% |
89% |
False |
False |
150,959 |
| 60 |
123-02 |
113-16 |
9-18 |
7.8% |
1-14 |
1.2% |
89% |
False |
False |
100,778 |
| 80 |
123-02 |
112-15 |
10-20 |
8.7% |
1-12 |
1.1% |
90% |
False |
False |
75,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-05 |
|
2.618 |
125-18 |
|
1.618 |
124-19 |
|
1.000 |
123-31 |
|
0.618 |
123-19 |
|
HIGH |
123-00 |
|
0.618 |
122-20 |
|
0.500 |
122-16 |
|
0.382 |
122-13 |
|
LOW |
122-01 |
|
0.618 |
121-13 |
|
1.000 |
121-01 |
|
1.618 |
120-14 |
|
2.618 |
119-15 |
|
4.250 |
117-28 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-16 |
122-01 |
| PP |
122-11 |
122-01 |
| S1 |
122-06 |
122-01 |
|