ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
120-01 |
119-01 |
-1-00 |
-0.8% |
122-01 |
| High |
120-02 |
119-02 |
-0-31 |
-0.8% |
123-01 |
| Low |
119-00 |
118-02 |
-0-30 |
-0.8% |
119-02 |
| Close |
119-01 |
118-02 |
-0-31 |
-0.8% |
120-00 |
| Range |
1-01 |
1-00 |
-0-01 |
-3.0% |
3-31 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.6% |
0-00 |
| Volume |
188,385 |
281,305 |
92,920 |
49.3% |
1,210,573 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
120-24 |
118-20 |
|
| R3 |
120-13 |
119-24 |
118-11 |
|
| R2 |
119-13 |
119-13 |
118-08 |
|
| R1 |
118-24 |
118-24 |
118-05 |
118-18 |
| PP |
118-13 |
118-13 |
118-13 |
118-10 |
| S1 |
117-24 |
117-24 |
118-00 |
117-18 |
| S2 |
117-13 |
117-13 |
117-29 |
|
| S3 |
116-12 |
116-23 |
117-26 |
|
| S4 |
115-12 |
115-23 |
117-17 |
|
|
| 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 |
122-00 |
118-02 |
3-30 |
3.3% |
1-12 |
1.2% |
0% |
False |
True |
239,003 |
| 10 |
123-02 |
118-02 |
5-00 |
4.2% |
1-09 |
1.1% |
0% |
False |
True |
234,152 |
| 20 |
123-02 |
118-01 |
5-02 |
4.3% |
1-06 |
1.0% |
1% |
False |
False |
214,338 |
| 40 |
123-02 |
116-30 |
6-04 |
5.2% |
1-10 |
1.1% |
19% |
False |
False |
193,975 |
| 60 |
123-02 |
113-16 |
9-18 |
8.1% |
1-13 |
1.2% |
48% |
False |
False |
130,456 |
| 80 |
123-02 |
113-16 |
9-18 |
8.1% |
1-12 |
1.2% |
48% |
False |
False |
97,874 |
| 100 |
123-02 |
110-08 |
12-26 |
10.9% |
1-12 |
1.2% |
61% |
False |
False |
78,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-11 |
|
2.618 |
121-22 |
|
1.618 |
120-22 |
|
1.000 |
120-02 |
|
0.618 |
119-22 |
|
HIGH |
119-02 |
|
0.618 |
118-22 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-02 |
|
0.618 |
117-14 |
|
1.000 |
117-02 |
|
1.618 |
116-14 |
|
2.618 |
115-14 |
|
4.250 |
113-25 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
119-17 |
| PP |
118-13 |
119-02 |
| S1 |
118-08 |
118-18 |
|