ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-27 |
119-04 |
0-09 |
0.2% |
119-09 |
| High |
119-16 |
120-14 |
0-30 |
0.8% |
120-14 |
| Low |
118-16 |
119-04 |
0-20 |
0.5% |
118-01 |
| Close |
119-09 |
120-02 |
0-25 |
0.7% |
118-30 |
| Range |
1-00 |
1-10 |
0-10 |
31.3% |
2-13 |
| ATR |
1-04 |
1-04 |
0-00 |
1.2% |
0-00 |
| Volume |
167 |
85 |
-82 |
-49.1% |
2,284 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
123-08 |
120-25 |
|
| R3 |
122-16 |
121-30 |
120-14 |
|
| R2 |
121-06 |
121-06 |
120-10 |
|
| R1 |
120-20 |
120-20 |
120-06 |
120-29 |
| PP |
119-28 |
119-28 |
119-28 |
120-00 |
| S1 |
119-10 |
119-10 |
119-30 |
119-19 |
| S2 |
118-18 |
118-18 |
119-26 |
|
| S3 |
117-08 |
118-00 |
119-22 |
|
| S4 |
115-30 |
116-22 |
119-11 |
|
|
| 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 |
126-00 |
|
2.618 |
123-28 |
|
1.618 |
122-18 |
|
1.000 |
121-24 |
|
0.618 |
121-08 |
|
HIGH |
120-14 |
|
0.618 |
119-30 |
|
0.500 |
119-25 |
|
0.382 |
119-20 |
|
LOW |
119-04 |
|
0.618 |
118-10 |
|
1.000 |
117-26 |
|
1.618 |
117-00 |
|
2.618 |
115-22 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-31 |
119-25 |
| PP |
119-28 |
119-17 |
| S1 |
119-25 |
119-08 |
|