ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-03 |
119-01 |
1-30 |
1.6% |
119-01 |
| High |
119-01 |
120-00 |
0-31 |
0.8% |
121-00 |
| Low |
117-03 |
119-00 |
1-29 |
1.6% |
118-03 |
| Close |
119-00 |
119-03 |
0-02 |
0.1% |
119-00 |
| Range |
1-30 |
1-00 |
-0-30 |
-48.4% |
2-30 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
239,871 |
237,731 |
-2,140 |
-0.9% |
1,024,677 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-24 |
119-20 |
|
| R3 |
121-12 |
120-23 |
119-11 |
|
| R2 |
120-12 |
120-12 |
119-09 |
|
| R1 |
119-23 |
119-23 |
119-06 |
120-02 |
| PP |
119-12 |
119-12 |
119-12 |
119-17 |
| S1 |
118-23 |
118-23 |
119-00 |
119-01 |
| S2 |
118-11 |
118-11 |
118-29 |
|
| S3 |
117-11 |
117-23 |
118-26 |
|
| S4 |
116-11 |
116-23 |
118-17 |
|
|
| 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 |
120-01 |
117-02 |
2-30 |
2.5% |
1-12 |
1.2% |
68% |
False |
False |
231,013 |
| 10 |
121-00 |
117-02 |
3-30 |
3.3% |
1-09 |
1.1% |
51% |
False |
False |
226,208 |
| 20 |
123-02 |
117-02 |
6-00 |
5.0% |
1-11 |
1.1% |
33% |
False |
False |
227,542 |
| 40 |
123-02 |
117-02 |
6-01 |
5.1% |
1-09 |
1.1% |
34% |
False |
False |
209,440 |
| 60 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.1% |
58% |
False |
False |
163,388 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-13 |
1.2% |
58% |
False |
False |
122,621 |
| 100 |
123-02 |
110-08 |
12-26 |
10.8% |
1-12 |
1.2% |
69% |
False |
False |
98,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-20 |
|
1.618 |
121-20 |
|
1.000 |
121-00 |
|
0.618 |
120-20 |
|
HIGH |
120-00 |
|
0.618 |
119-20 |
|
0.500 |
119-16 |
|
0.382 |
119-12 |
|
LOW |
119-00 |
|
0.618 |
118-12 |
|
1.000 |
118-00 |
|
1.618 |
117-12 |
|
2.618 |
116-12 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
118-29 |
| PP |
119-12 |
118-23 |
| S1 |
119-07 |
118-17 |
|