ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
120-01 |
1-30 |
1.7% |
118-03 |
| High |
120-01 |
120-01 |
0-00 |
0.0% |
120-01 |
| Low |
118-02 |
119-02 |
1-00 |
0.8% |
117-02 |
| Close |
120-00 |
119-03 |
-0-30 |
-0.8% |
120-00 |
| Range |
1-31 |
1-00 |
-0-31 |
-49.8% |
2-30 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.9% |
0-00 |
| Volume |
267,874 |
292,903 |
25,029 |
9.3% |
1,196,835 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-23 |
119-20 |
|
| R3 |
121-12 |
120-23 |
119-11 |
|
| R2 |
120-12 |
120-12 |
119-08 |
|
| R1 |
119-23 |
119-23 |
119-06 |
119-18 |
| PP |
119-13 |
119-13 |
119-13 |
119-10 |
| S1 |
118-24 |
118-24 |
119-00 |
118-18 |
| S2 |
118-13 |
118-13 |
118-29 |
|
| S3 |
117-13 |
117-24 |
118-26 |
|
| S4 |
116-13 |
116-24 |
118-17 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-28 |
126-29 |
121-20 |
|
| R3 |
124-30 |
123-30 |
120-26 |
|
| R2 |
122-00 |
122-00 |
120-18 |
|
| R1 |
121-00 |
121-00 |
120-09 |
121-16 |
| PP |
119-01 |
119-01 |
119-01 |
119-09 |
| S1 |
118-02 |
118-02 |
119-24 |
118-18 |
| S2 |
116-03 |
116-03 |
119-15 |
|
| S3 |
113-04 |
115-03 |
119-07 |
|
| S4 |
110-06 |
112-05 |
118-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-01 |
117-03 |
2-31 |
2.5% |
1-13 |
1.2% |
67% |
True |
False |
254,855 |
| 10 |
121-00 |
117-02 |
3-30 |
3.3% |
1-12 |
1.2% |
51% |
False |
False |
232,374 |
| 20 |
123-01 |
117-02 |
5-30 |
5.0% |
1-11 |
1.1% |
34% |
False |
False |
227,963 |
| 40 |
123-02 |
117-02 |
6-01 |
5.1% |
1-09 |
1.1% |
34% |
False |
False |
215,618 |
| 60 |
123-02 |
113-19 |
9-16 |
8.0% |
1-11 |
1.1% |
58% |
False |
False |
176,627 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-13 |
1.2% |
58% |
False |
False |
132,574 |
| 100 |
123-02 |
112-15 |
10-20 |
8.9% |
1-12 |
1.1% |
62% |
False |
False |
106,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
122-20 |
|
1.618 |
121-21 |
|
1.000 |
121-01 |
|
0.618 |
120-21 |
|
HIGH |
120-01 |
|
0.618 |
119-21 |
|
0.500 |
119-18 |
|
0.382 |
119-14 |
|
LOW |
119-02 |
|
0.618 |
118-14 |
|
1.000 |
118-02 |
|
1.618 |
117-14 |
|
2.618 |
116-15 |
|
4.250 |
114-27 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-02 |
| PP |
119-13 |
119-02 |
| S1 |
119-08 |
119-01 |
|