ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 30-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
118-13 |
-0-23 |
-0.6% |
118-09 |
| High |
119-06 |
119-19 |
0-13 |
0.3% |
119-19 |
| Low |
117-22 |
118-11 |
0-21 |
0.6% |
117-05 |
| Close |
117-31 |
119-16 |
1-17 |
1.3% |
119-16 |
| Range |
1-16 |
1-08 |
-0-08 |
-16.7% |
2-14 |
| ATR |
1-05 |
1-06 |
0-01 |
3.0% |
0-00 |
| Volume |
1,633 |
699 |
-934 |
-57.2% |
3,925 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-14 |
120-06 |
|
| R3 |
121-21 |
121-06 |
119-27 |
|
| R2 |
120-13 |
120-13 |
119-23 |
|
| R1 |
119-30 |
119-30 |
119-20 |
120-06 |
| PP |
119-05 |
119-05 |
119-05 |
119-08 |
| S1 |
118-22 |
118-22 |
119-12 |
118-30 |
| S2 |
117-29 |
117-29 |
119-09 |
|
| S3 |
116-21 |
117-14 |
119-05 |
|
| S4 |
115-13 |
116-06 |
118-26 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-02 |
125-07 |
120-27 |
|
| R3 |
123-20 |
122-25 |
120-05 |
|
| R2 |
121-06 |
121-06 |
119-30 |
|
| R1 |
120-11 |
120-11 |
119-23 |
120-24 |
| PP |
118-24 |
118-24 |
118-24 |
118-31 |
| S1 |
117-29 |
117-29 |
119-09 |
118-10 |
| S2 |
116-10 |
116-10 |
119-02 |
|
| S3 |
113-28 |
115-15 |
118-27 |
|
| S4 |
111-14 |
113-01 |
118-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-29 |
|
2.618 |
122-28 |
|
1.618 |
121-20 |
|
1.000 |
120-27 |
|
0.618 |
120-12 |
|
HIGH |
119-19 |
|
0.618 |
119-04 |
|
0.500 |
118-31 |
|
0.382 |
118-26 |
|
LOW |
118-11 |
|
0.618 |
117-18 |
|
1.000 |
117-03 |
|
1.618 |
116-10 |
|
2.618 |
115-02 |
|
4.250 |
113-01 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-10 |
119-07 |
| PP |
119-05 |
118-30 |
| S1 |
118-31 |
118-20 |
|