ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
119-26 |
-1-08 |
-1.0% |
122-01 |
| High |
122-00 |
120-17 |
-1-15 |
-1.2% |
123-01 |
| Low |
119-02 |
119-23 |
0-21 |
0.6% |
119-02 |
| Close |
120-00 |
120-04 |
0-04 |
0.1% |
120-00 |
| Range |
2-30 |
0-26 |
-2-04 |
-72.4% |
3-31 |
| ATR |
1-13 |
1-11 |
-0-01 |
-3.0% |
0-00 |
| Volume |
337,810 |
347,808 |
9,998 |
3.0% |
1,210,573 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-18 |
122-05 |
120-18 |
|
| R3 |
121-24 |
121-11 |
120-11 |
|
| R2 |
120-30 |
120-30 |
120-09 |
|
| R1 |
120-17 |
120-17 |
120-06 |
120-24 |
| PP |
120-04 |
120-04 |
120-04 |
120-07 |
| S1 |
119-23 |
119-23 |
120-02 |
119-30 |
| S2 |
119-10 |
119-10 |
119-31 |
|
| S3 |
118-16 |
118-29 |
119-29 |
|
| S4 |
117-22 |
118-03 |
119-22 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-18 |
130-08 |
122-06 |
|
| R3 |
128-20 |
126-09 |
121-03 |
|
| R2 |
124-21 |
124-21 |
120-23 |
|
| R1 |
122-11 |
122-11 |
120-12 |
121-16 |
| PP |
120-22 |
120-22 |
120-22 |
120-09 |
| S1 |
118-12 |
118-12 |
119-20 |
117-18 |
| S2 |
116-24 |
116-24 |
119-09 |
|
| S3 |
112-25 |
114-13 |
118-29 |
|
| S4 |
108-26 |
110-14 |
117-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-01 |
119-02 |
3-31 |
3.3% |
1-17 |
1.3% |
27% |
False |
False |
254,481 |
| 10 |
123-02 |
119-02 |
4-00 |
3.3% |
1-09 |
1.1% |
26% |
False |
False |
238,542 |
| 20 |
123-02 |
118-01 |
5-02 |
4.2% |
1-09 |
1.1% |
42% |
False |
False |
217,348 |
| 40 |
123-02 |
116-30 |
6-04 |
5.1% |
1-10 |
1.1% |
52% |
False |
False |
182,464 |
| 60 |
123-02 |
113-16 |
9-18 |
8.0% |
1-14 |
1.2% |
69% |
False |
False |
121,978 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-13 |
1.2% |
69% |
False |
False |
91,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
122-21 |
|
1.618 |
121-27 |
|
1.000 |
121-11 |
|
0.618 |
121-01 |
|
HIGH |
120-17 |
|
0.618 |
120-07 |
|
0.500 |
120-04 |
|
0.382 |
120-01 |
|
LOW |
119-23 |
|
0.618 |
119-07 |
|
1.000 |
118-29 |
|
1.618 |
118-13 |
|
2.618 |
117-19 |
|
4.250 |
116-08 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-04 |
121-01 |
| PP |
120-04 |
120-24 |
| S1 |
120-04 |
120-14 |
|