ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
117-19 |
118-14 |
0-27 |
0.7% |
118-27 |
| High |
118-21 |
119-13 |
0-24 |
0.6% |
120-14 |
| Low |
117-07 |
118-13 |
1-06 |
1.0% |
118-08 |
| Close |
118-14 |
119-05 |
0-23 |
0.6% |
118-13 |
| Range |
1-14 |
1-00 |
-0-14 |
-30.4% |
2-06 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.8% |
0-00 |
| Volume |
744 |
532 |
-212 |
-28.5% |
6,113 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-18 |
119-23 |
|
| R3 |
121-00 |
120-18 |
119-14 |
|
| R2 |
120-00 |
120-00 |
119-11 |
|
| R1 |
119-18 |
119-18 |
119-08 |
119-25 |
| PP |
119-00 |
119-00 |
119-00 |
119-03 |
| S1 |
118-18 |
118-18 |
119-02 |
118-25 |
| S2 |
118-00 |
118-00 |
118-31 |
|
| S3 |
117-00 |
117-18 |
118-28 |
|
| S4 |
116-00 |
116-18 |
118-19 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-19 |
124-06 |
119-20 |
|
| R3 |
123-13 |
122-00 |
119-00 |
|
| R2 |
121-07 |
121-07 |
118-26 |
|
| R1 |
119-26 |
119-26 |
118-19 |
119-14 |
| PP |
119-01 |
119-01 |
119-01 |
118-27 |
| S1 |
117-20 |
117-20 |
118-07 |
117-08 |
| S2 |
116-27 |
116-27 |
118-00 |
|
| S3 |
114-21 |
115-14 |
117-26 |
|
| S4 |
112-15 |
113-08 |
117-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-21 |
|
2.618 |
122-01 |
|
1.618 |
121-01 |
|
1.000 |
120-13 |
|
0.618 |
120-01 |
|
HIGH |
119-13 |
|
0.618 |
119-01 |
|
0.500 |
118-29 |
|
0.382 |
118-25 |
|
LOW |
118-13 |
|
0.618 |
117-25 |
|
1.000 |
117-13 |
|
1.618 |
116-25 |
|
2.618 |
115-25 |
|
4.250 |
114-05 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
118-28 |
| PP |
119-00 |
118-18 |
| S1 |
118-29 |
118-09 |
|