ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
118-27 |
0-17 |
0.4% |
119-09 |
| High |
119-02 |
119-16 |
0-14 |
0.4% |
120-14 |
| Low |
118-02 |
118-16 |
0-14 |
0.4% |
118-01 |
| Close |
118-30 |
119-09 |
0-11 |
0.3% |
118-30 |
| Range |
1-00 |
1-00 |
0-00 |
0.0% |
2-13 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.8% |
0-00 |
| Volume |
137 |
167 |
30 |
21.9% |
2,284 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-03 |
121-22 |
119-27 |
|
| R3 |
121-03 |
120-22 |
119-18 |
|
| R2 |
120-03 |
120-03 |
119-15 |
|
| R1 |
119-22 |
119-22 |
119-12 |
119-28 |
| PP |
119-03 |
119-03 |
119-03 |
119-06 |
| S1 |
118-22 |
118-22 |
119-06 |
118-28 |
| S2 |
118-03 |
118-03 |
119-03 |
|
| S3 |
117-03 |
117-22 |
119-00 |
|
| S4 |
116-03 |
116-22 |
118-23 |
|
|
| 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 |
123-24 |
|
2.618 |
122-04 |
|
1.618 |
121-04 |
|
1.000 |
120-16 |
|
0.618 |
120-04 |
|
HIGH |
119-16 |
|
0.618 |
119-04 |
|
0.500 |
119-00 |
|
0.382 |
118-28 |
|
LOW |
118-16 |
|
0.618 |
117-28 |
|
1.000 |
117-16 |
|
1.618 |
116-28 |
|
2.618 |
115-28 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-04 |
| PP |
119-03 |
118-30 |
| S1 |
119-00 |
118-24 |
|