ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-09 |
119-20 |
0-11 |
0.3% |
122-00 |
| High |
119-26 |
120-14 |
0-20 |
0.5% |
122-21 |
| Low |
119-06 |
119-19 |
0-13 |
0.3% |
119-01 |
| Close |
119-15 |
120-09 |
0-26 |
0.7% |
119-11 |
| Range |
0-20 |
0-27 |
0-07 |
35.0% |
3-20 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.9% |
0-00 |
| Volume |
1,523 |
187 |
-1,336 |
-87.7% |
974 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
122-10 |
120-24 |
|
| R3 |
121-25 |
121-15 |
120-16 |
|
| R2 |
120-30 |
120-30 |
120-14 |
|
| R1 |
120-20 |
120-20 |
120-11 |
120-25 |
| PP |
120-03 |
120-03 |
120-03 |
120-06 |
| S1 |
119-25 |
119-25 |
120-07 |
119-30 |
| S2 |
119-08 |
119-08 |
120-04 |
|
| S3 |
118-13 |
118-30 |
120-02 |
|
| S4 |
117-18 |
118-03 |
119-26 |
|
|
| 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 |
124-01 |
|
2.618 |
122-21 |
|
1.618 |
121-26 |
|
1.000 |
121-09 |
|
0.618 |
120-31 |
|
HIGH |
120-14 |
|
0.618 |
120-04 |
|
0.500 |
120-00 |
|
0.382 |
119-29 |
|
LOW |
119-19 |
|
0.618 |
119-02 |
|
1.000 |
118-24 |
|
1.618 |
118-07 |
|
2.618 |
117-12 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
120-08 |
| PP |
120-03 |
120-08 |
| S1 |
120-00 |
120-08 |
|