ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
118-03 |
-1-00 |
-0.8% |
119-01 |
| High |
119-02 |
119-00 |
-0-02 |
-0.1% |
121-00 |
| Low |
118-03 |
117-02 |
-1-00 |
-0.8% |
118-03 |
| Close |
119-00 |
118-00 |
-1-00 |
-0.8% |
119-00 |
| Range |
1-00 |
1-30 |
0-30 |
95.3% |
2-30 |
| ATR |
1-08 |
1-09 |
0-02 |
4.0% |
0-00 |
| Volume |
218,230 |
215,461 |
-2,769 |
-1.3% |
1,024,677 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
122-27 |
119-02 |
|
| R3 |
121-28 |
120-29 |
118-17 |
|
| R2 |
119-31 |
119-31 |
118-12 |
|
| R1 |
118-31 |
118-31 |
118-06 |
118-16 |
| PP |
118-01 |
118-01 |
118-01 |
117-25 |
| S1 |
117-02 |
117-02 |
117-27 |
116-18 |
| S2 |
116-03 |
116-03 |
117-21 |
|
| S3 |
114-06 |
115-04 |
117-15 |
|
| S4 |
112-08 |
113-06 |
116-30 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-04 |
126-16 |
120-20 |
|
| R3 |
125-07 |
123-18 |
119-26 |
|
| R2 |
122-09 |
122-09 |
119-17 |
|
| R1 |
120-21 |
120-21 |
119-09 |
120-00 |
| PP |
119-12 |
119-12 |
119-12 |
119-01 |
| S1 |
117-23 |
117-23 |
118-24 |
117-03 |
| S2 |
116-14 |
116-14 |
118-15 |
|
| S3 |
113-16 |
114-25 |
118-06 |
|
| S4 |
110-19 |
111-28 |
117-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
117-02 |
3-30 |
3.3% |
1-12 |
1.2% |
24% |
False |
True |
209,894 |
| 10 |
121-00 |
117-02 |
3-30 |
3.3% |
1-06 |
1.0% |
24% |
False |
True |
201,258 |
| 20 |
123-02 |
117-02 |
6-00 |
5.1% |
1-08 |
1.0% |
15% |
False |
True |
219,900 |
| 40 |
123-02 |
117-02 |
6-01 |
5.1% |
1-09 |
1.1% |
16% |
False |
False |
208,315 |
| 60 |
123-02 |
113-16 |
9-18 |
8.1% |
1-12 |
1.2% |
47% |
False |
False |
155,465 |
| 80 |
123-02 |
113-16 |
9-18 |
8.1% |
1-13 |
1.2% |
47% |
False |
False |
116,654 |
| 100 |
123-02 |
110-08 |
12-26 |
10.9% |
1-12 |
1.2% |
60% |
False |
False |
93,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-06 |
|
2.618 |
124-02 |
|
1.618 |
122-04 |
|
1.000 |
120-30 |
|
0.618 |
120-06 |
|
HIGH |
119-00 |
|
0.618 |
118-09 |
|
0.500 |
118-01 |
|
0.382 |
117-26 |
|
LOW |
117-02 |
|
0.618 |
115-28 |
|
1.000 |
115-05 |
|
1.618 |
113-31 |
|
2.618 |
112-01 |
|
4.250 |
108-28 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-01 |
118-18 |
| PP |
118-01 |
118-12 |
| S1 |
118-01 |
118-06 |
|