ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
119-02 |
0-02 |
0.0% |
119-01 |
| High |
120-00 |
119-03 |
-0-29 |
-0.8% |
121-00 |
| Low |
119-00 |
118-01 |
-0-31 |
-0.8% |
118-03 |
| Close |
119-03 |
118-02 |
-1-00 |
-0.9% |
119-00 |
| Range |
1-00 |
1-02 |
0-02 |
5.6% |
2-30 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.4% |
0-00 |
| Volume |
237,731 |
235,898 |
-1,833 |
-0.8% |
1,024,677 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-19 |
120-28 |
118-21 |
|
| R3 |
120-17 |
119-26 |
118-12 |
|
| R2 |
119-15 |
119-15 |
118-08 |
|
| R1 |
118-24 |
118-24 |
118-05 |
118-19 |
| PP |
118-13 |
118-13 |
118-13 |
118-10 |
| S1 |
117-22 |
117-22 |
117-31 |
117-17 |
| S2 |
117-11 |
117-11 |
117-28 |
|
| S3 |
116-09 |
116-20 |
117-25 |
|
| S4 |
115-07 |
115-18 |
117-16 |
|
|
| 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 |
120-00 |
117-02 |
2-30 |
2.5% |
1-12 |
1.2% |
34% |
False |
False |
229,438 |
| 10 |
121-00 |
117-02 |
3-30 |
3.3% |
1-09 |
1.1% |
25% |
False |
False |
221,668 |
| 20 |
123-02 |
117-02 |
6-00 |
5.1% |
1-09 |
1.1% |
17% |
False |
False |
227,910 |
| 40 |
123-02 |
117-02 |
6-01 |
5.1% |
1-09 |
1.1% |
17% |
False |
False |
209,198 |
| 60 |
123-02 |
113-16 |
9-18 |
8.1% |
1-11 |
1.1% |
48% |
False |
False |
167,293 |
| 80 |
123-02 |
113-16 |
9-18 |
8.1% |
1-13 |
1.2% |
48% |
False |
False |
125,569 |
| 100 |
123-02 |
110-08 |
12-26 |
10.9% |
1-12 |
1.2% |
61% |
False |
False |
100,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-20 |
|
2.618 |
121-28 |
|
1.618 |
120-26 |
|
1.000 |
120-05 |
|
0.618 |
119-24 |
|
HIGH |
119-03 |
|
0.618 |
118-22 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-01 |
|
0.618 |
117-12 |
|
1.000 |
116-31 |
|
1.618 |
116-10 |
|
2.618 |
115-08 |
|
4.250 |
113-16 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
118-17 |
| PP |
118-13 |
118-12 |
| S1 |
118-07 |
118-07 |
|