ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 22-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2009 |
22-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
120-02 |
120-00 |
-0-02 |
0.0% |
119-26 |
High |
120-03 |
120-01 |
-0-02 |
0.0% |
121-00 |
Low |
119-02 |
119-01 |
-0-01 |
0.0% |
118-02 |
Close |
119-02 |
119-02 |
0-00 |
0.0% |
119-02 |
Range |
1-01 |
1-00 |
-0-01 |
-2.7% |
2-30 |
ATR |
1-09 |
1-08 |
-0-01 |
-1.5% |
0-00 |
Volume |
214,080 |
243,775 |
29,695 |
13.9% |
1,120,250 |
|
Daily Pivots for day following 22-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-13 |
121-23 |
119-20 |
|
R3 |
121-12 |
120-23 |
119-11 |
|
R2 |
120-12 |
120-12 |
119-08 |
|
R1 |
119-23 |
119-23 |
119-05 |
119-18 |
PP |
119-12 |
119-12 |
119-12 |
119-09 |
S1 |
118-23 |
118-23 |
118-31 |
118-17 |
S2 |
118-12 |
118-12 |
118-28 |
|
S3 |
117-12 |
117-23 |
118-25 |
|
S4 |
116-11 |
116-22 |
118-16 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-07 |
126-19 |
120-22 |
|
R3 |
125-09 |
123-21 |
119-28 |
|
R2 |
122-10 |
122-10 |
119-19 |
|
R1 |
120-22 |
120-22 |
119-10 |
120-01 |
PP |
119-12 |
119-12 |
119-12 |
119-02 |
S1 |
117-24 |
117-24 |
118-25 |
117-03 |
S2 |
116-14 |
116-14 |
118-16 |
|
S3 |
113-15 |
114-25 |
118-08 |
|
S4 |
110-17 |
111-27 |
117-14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-00 |
118-02 |
2-30 |
2.5% |
1-06 |
1.0% |
34% |
False |
False |
213,898 |
10 |
122-00 |
118-02 |
3-30 |
3.3% |
1-09 |
1.1% |
25% |
False |
False |
226,450 |
20 |
123-02 |
118-02 |
5-00 |
4.2% |
1-08 |
1.0% |
20% |
False |
False |
217,881 |
40 |
123-02 |
117-02 |
6-01 |
5.1% |
1-09 |
1.1% |
33% |
False |
False |
211,181 |
60 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.2% |
58% |
False |
False |
148,252 |
80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.2% |
58% |
False |
False |
111,238 |
100 |
123-02 |
110-08 |
12-26 |
10.8% |
1-12 |
1.1% |
69% |
False |
False |
88,999 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-10 |
2.618 |
122-21 |
1.618 |
121-21 |
1.000 |
121-01 |
0.618 |
120-21 |
HIGH |
120-01 |
0.618 |
119-21 |
0.500 |
119-17 |
0.382 |
119-13 |
LOW |
119-01 |
0.618 |
118-13 |
1.000 |
118-01 |
1.618 |
117-13 |
2.618 |
116-13 |
4.250 |
114-24 |
|
|
Fisher Pivots for day following 22-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
119-17 |
120-00 |
PP |
119-12 |
119-22 |
S1 |
119-07 |
119-12 |
|