ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
118-10 |
0-00 |
0.0% |
119-09 |
| High |
119-00 |
119-02 |
0-02 |
0.1% |
120-14 |
| Low |
118-01 |
118-02 |
0-01 |
0.0% |
118-01 |
| Close |
118-05 |
118-30 |
0-25 |
0.7% |
118-30 |
| Range |
0-31 |
1-00 |
0-01 |
3.2% |
2-13 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.9% |
0-00 |
| Volume |
330 |
137 |
-193 |
-58.5% |
2,284 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-22 |
121-10 |
119-16 |
|
| R3 |
120-22 |
120-10 |
119-07 |
|
| R2 |
119-22 |
119-22 |
119-04 |
|
| R1 |
119-10 |
119-10 |
119-01 |
119-16 |
| PP |
118-22 |
118-22 |
118-22 |
118-25 |
| S1 |
118-10 |
118-10 |
118-27 |
118-16 |
| S2 |
117-22 |
117-22 |
118-24 |
|
| S3 |
116-22 |
117-10 |
118-21 |
|
| S4 |
115-22 |
116-10 |
118-12 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
125-02 |
120-08 |
|
| R3 |
123-30 |
122-21 |
119-19 |
|
| R2 |
121-17 |
121-17 |
119-12 |
|
| R1 |
120-08 |
120-08 |
119-05 |
119-22 |
| PP |
119-04 |
119-04 |
119-04 |
118-28 |
| S1 |
117-27 |
117-27 |
118-23 |
117-09 |
| S2 |
116-23 |
116-23 |
118-16 |
|
| S3 |
114-10 |
115-14 |
118-09 |
|
| S4 |
111-29 |
113-01 |
117-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-10 |
|
2.618 |
121-22 |
|
1.618 |
120-22 |
|
1.000 |
120-02 |
|
0.618 |
119-22 |
|
HIGH |
119-02 |
|
0.618 |
118-22 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-02 |
|
0.618 |
117-14 |
|
1.000 |
117-02 |
|
1.618 |
116-14 |
|
2.618 |
115-14 |
|
4.250 |
113-26 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-29 |
| PP |
118-22 |
118-27 |
| S1 |
118-18 |
118-26 |
|