ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
119-03 |
0-01 |
0.0% |
119-26 |
| High |
120-01 |
121-00 |
1-00 |
0.8% |
121-00 |
| Low |
119-00 |
119-02 |
0-02 |
0.1% |
118-02 |
| Close |
119-03 |
120-02 |
0-31 |
0.8% |
119-02 |
| Range |
1-00 |
1-30 |
0-30 |
91.0% |
2-30 |
| ATR |
1-08 |
1-10 |
0-02 |
3.9% |
0-00 |
| Volume |
190,668 |
157,924 |
-32,744 |
-17.2% |
1,120,250 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-27 |
124-29 |
121-04 |
|
| R3 |
123-29 |
122-31 |
120-19 |
|
| R2 |
121-31 |
121-31 |
120-13 |
|
| R1 |
121-01 |
121-01 |
120-08 |
121-16 |
| PP |
120-02 |
120-02 |
120-02 |
120-09 |
| S1 |
119-03 |
119-03 |
119-28 |
119-18 |
| S2 |
118-04 |
118-04 |
119-23 |
|
| S3 |
116-06 |
117-05 |
119-17 |
|
| S4 |
114-08 |
115-07 |
119-00 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-07 |
126-19 |
120-22 |
|
| R3 |
125-09 |
123-21 |
119-28 |
|
| R2 |
122-10 |
122-10 |
119-19 |
|
| R1 |
120-22 |
120-22 |
119-10 |
120-01 |
| PP |
119-12 |
119-12 |
119-12 |
119-02 |
| S1 |
117-24 |
117-24 |
118-25 |
117-03 |
| S2 |
116-14 |
116-14 |
118-16 |
|
| S3 |
113-15 |
114-25 |
118-08 |
|
| S4 |
110-17 |
111-27 |
117-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
118-02 |
2-30 |
2.5% |
1-06 |
1.0% |
68% |
True |
False |
216,265 |
| 10 |
123-01 |
118-02 |
4-31 |
4.1% |
1-12 |
1.1% |
40% |
False |
False |
222,760 |
| 20 |
123-02 |
118-01 |
5-02 |
4.2% |
1-08 |
1.0% |
40% |
False |
False |
218,651 |
| 40 |
123-02 |
117-02 |
6-01 |
5.0% |
1-09 |
1.1% |
50% |
False |
False |
206,901 |
| 60 |
123-02 |
113-16 |
9-18 |
8.0% |
1-13 |
1.2% |
69% |
False |
False |
140,625 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.2% |
69% |
False |
False |
105,517 |
| 100 |
123-02 |
110-08 |
12-26 |
10.7% |
1-11 |
1.1% |
77% |
False |
False |
84,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-07 |
|
2.618 |
126-02 |
|
1.618 |
124-04 |
|
1.000 |
122-30 |
|
0.618 |
122-06 |
|
HIGH |
121-00 |
|
0.618 |
120-09 |
|
0.500 |
120-01 |
|
0.382 |
119-26 |
|
LOW |
119-02 |
|
0.618 |
117-28 |
|
1.000 |
117-04 |
|
1.618 |
115-30 |
|
2.618 |
114-00 |
|
4.250 |
110-27 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
119-28 |
| PP |
120-02 |
119-23 |
| S1 |
120-01 |
119-17 |
|