ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-20 |
119-08 |
-0-12 |
-0.3% |
122-00 |
| High |
120-14 |
119-19 |
-0-27 |
-0.7% |
122-21 |
| Low |
119-19 |
118-14 |
-1-05 |
-1.0% |
119-01 |
| Close |
120-09 |
118-25 |
-1-16 |
-1.2% |
119-11 |
| Range |
0-27 |
1-05 |
0-10 |
37.0% |
3-20 |
| ATR |
1-03 |
1-05 |
0-02 |
4.9% |
0-00 |
| Volume |
187 |
107 |
-80 |
-42.8% |
974 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-13 |
121-24 |
119-13 |
|
| R3 |
121-08 |
120-19 |
119-03 |
|
| R2 |
120-03 |
120-03 |
119-00 |
|
| R1 |
119-14 |
119-14 |
118-28 |
119-06 |
| PP |
118-30 |
118-30 |
118-30 |
118-26 |
| S1 |
118-09 |
118-09 |
118-22 |
118-01 |
| S2 |
117-25 |
117-25 |
118-18 |
|
| S3 |
116-20 |
117-04 |
118-15 |
|
| S4 |
115-15 |
115-31 |
118-05 |
|
|
| 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 |
124-16 |
|
2.618 |
122-20 |
|
1.618 |
121-15 |
|
1.000 |
120-24 |
|
0.618 |
120-10 |
|
HIGH |
119-19 |
|
0.618 |
119-05 |
|
0.500 |
119-00 |
|
0.382 |
118-28 |
|
LOW |
118-14 |
|
0.618 |
117-23 |
|
1.000 |
117-09 |
|
1.618 |
116-18 |
|
2.618 |
115-13 |
|
4.250 |
113-17 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-00 |
119-14 |
| PP |
118-30 |
119-07 |
| S1 |
118-28 |
119-00 |
|