ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-08 |
118-30 |
0-22 |
0.6% |
119-01 |
| High |
118-19 |
118-31 |
0-12 |
0.3% |
119-15 |
| Low |
117-27 |
117-26 |
-0-01 |
0.0% |
117-22 |
| Close |
118-14 |
118-31 |
0-17 |
0.4% |
118-15 |
| Range |
0-24 |
1-05 |
0-13 |
54.2% |
1-25 |
| ATR |
1-00 |
1-00 |
0-00 |
1.2% |
0-00 |
| Volume |
2 |
32 |
30 |
1,500.0% |
16 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-02 |
121-21 |
119-19 |
|
| R3 |
120-29 |
120-16 |
119-09 |
|
| R2 |
119-24 |
119-24 |
119-06 |
|
| R1 |
119-11 |
119-11 |
119-02 |
119-18 |
| PP |
118-19 |
118-19 |
118-19 |
118-22 |
| S1 |
118-06 |
118-06 |
118-28 |
118-12 |
| S2 |
117-14 |
117-14 |
118-24 |
|
| S3 |
116-09 |
117-01 |
118-21 |
|
| S4 |
115-04 |
115-28 |
118-11 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-28 |
122-31 |
119-14 |
|
| R3 |
122-03 |
121-06 |
118-31 |
|
| R2 |
120-10 |
120-10 |
118-25 |
|
| R1 |
119-13 |
119-13 |
118-20 |
118-31 |
| PP |
118-17 |
118-17 |
118-17 |
118-10 |
| S1 |
117-20 |
117-20 |
118-10 |
117-06 |
| S2 |
116-24 |
116-24 |
118-05 |
|
| S3 |
114-31 |
115-27 |
117-31 |
|
| S4 |
113-06 |
114-02 |
117-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
122-00 |
|
1.618 |
120-27 |
|
1.000 |
120-04 |
|
0.618 |
119-22 |
|
HIGH |
118-31 |
|
0.618 |
118-17 |
|
0.500 |
118-12 |
|
0.382 |
118-08 |
|
LOW |
117-26 |
|
0.618 |
117-03 |
|
1.000 |
116-21 |
|
1.618 |
115-30 |
|
2.618 |
114-25 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-25 |
118-26 |
| PP |
118-19 |
118-20 |
| S1 |
118-12 |
118-14 |
|