ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-13 |
119-25 |
1-12 |
1.2% |
118-09 |
| High |
119-19 |
119-25 |
0-06 |
0.2% |
119-19 |
| Low |
118-11 |
118-29 |
0-18 |
0.5% |
117-05 |
| Close |
119-16 |
119-03 |
-0-13 |
-0.3% |
119-16 |
| Range |
1-08 |
0-28 |
-0-12 |
-30.0% |
2-14 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.9% |
0-00 |
| Volume |
699 |
759 |
60 |
8.6% |
3,925 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-28 |
121-12 |
119-18 |
|
| R3 |
121-00 |
120-16 |
119-11 |
|
| R2 |
120-04 |
120-04 |
119-08 |
|
| R1 |
119-20 |
119-20 |
119-06 |
119-14 |
| PP |
119-08 |
119-08 |
119-08 |
119-06 |
| S1 |
118-24 |
118-24 |
119-00 |
118-18 |
| S2 |
118-12 |
118-12 |
118-30 |
|
| S3 |
117-16 |
117-28 |
118-27 |
|
| S4 |
116-20 |
117-00 |
118-20 |
|
|
| 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 |
123-16 |
|
2.618 |
122-02 |
|
1.618 |
121-06 |
|
1.000 |
120-21 |
|
0.618 |
120-10 |
|
HIGH |
119-25 |
|
0.618 |
119-14 |
|
0.500 |
119-11 |
|
0.382 |
119-08 |
|
LOW |
118-29 |
|
0.618 |
118-12 |
|
1.000 |
118-01 |
|
1.618 |
117-16 |
|
2.618 |
116-20 |
|
4.250 |
115-06 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-11 |
118-31 |
| PP |
119-08 |
118-27 |
| S1 |
119-06 |
118-24 |
|