ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
120-30 |
119-09 |
-1-21 |
-1.4% |
122-00 |
| High |
121-14 |
119-26 |
-1-20 |
-1.3% |
122-21 |
| Low |
119-01 |
119-06 |
0-05 |
0.1% |
119-01 |
| Close |
119-11 |
119-15 |
0-04 |
0.1% |
119-11 |
| Range |
2-13 |
0-20 |
-1-25 |
-74.0% |
3-20 |
| ATR |
1-05 |
1-03 |
-0-01 |
-3.2% |
0-00 |
| Volume |
223 |
1,523 |
1,300 |
583.0% |
974 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-12 |
121-01 |
119-26 |
|
| R3 |
120-24 |
120-13 |
119-20 |
|
| R2 |
120-04 |
120-04 |
119-19 |
|
| R1 |
119-25 |
119-25 |
119-17 |
119-30 |
| PP |
119-16 |
119-16 |
119-16 |
119-18 |
| S1 |
119-05 |
119-05 |
119-13 |
119-10 |
| S2 |
118-28 |
118-28 |
119-11 |
|
| S3 |
118-08 |
118-17 |
119-10 |
|
| S4 |
117-20 |
117-29 |
119-04 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-07 |
128-29 |
121-11 |
|
| R3 |
127-19 |
125-09 |
120-11 |
|
| R2 |
123-31 |
123-31 |
120-00 |
|
| R1 |
121-21 |
121-21 |
119-22 |
121-00 |
| PP |
120-11 |
120-11 |
120-11 |
120-00 |
| S1 |
118-01 |
118-01 |
119-00 |
117-12 |
| S2 |
116-23 |
116-23 |
118-22 |
|
| S3 |
113-03 |
114-13 |
118-11 |
|
| S4 |
109-15 |
110-25 |
117-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-15 |
|
2.618 |
121-14 |
|
1.618 |
120-26 |
|
1.000 |
120-14 |
|
0.618 |
120-06 |
|
HIGH |
119-26 |
|
0.618 |
119-18 |
|
0.500 |
119-16 |
|
0.382 |
119-14 |
|
LOW |
119-06 |
|
0.618 |
118-26 |
|
1.000 |
118-18 |
|
1.618 |
118-06 |
|
2.618 |
117-18 |
|
4.250 |
116-17 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
120-27 |
| PP |
119-16 |
120-12 |
| S1 |
119-15 |
119-30 |
|