ECBOT 30 Year Treasury Bond Future December 2009
| 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 |
119-02 |
118-02 |
-1-00 |
-0.8% |
118-03 |
| High |
119-03 |
120-01 |
0-30 |
0.8% |
120-01 |
| Low |
118-01 |
118-02 |
0-01 |
0.0% |
117-02 |
| Close |
118-02 |
120-00 |
1-30 |
1.6% |
120-00 |
| Range |
1-02 |
1-31 |
0-29 |
85.6% |
2-30 |
| ATR |
1-09 |
1-11 |
0-02 |
3.7% |
0-00 |
| Volume |
235,898 |
267,874 |
31,976 |
13.6% |
1,196,835 |
|
| Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-20 |
121-03 |
|
| R3 |
123-10 |
122-21 |
120-18 |
|
| R2 |
121-11 |
121-11 |
120-12 |
|
| R1 |
120-22 |
120-22 |
120-06 |
121-00 |
| PP |
119-12 |
119-12 |
119-12 |
119-17 |
| S1 |
118-23 |
118-23 |
119-27 |
119-01 |
| S2 |
117-13 |
117-13 |
119-21 |
|
| S3 |
115-14 |
116-23 |
119-15 |
|
| S4 |
113-14 |
114-24 |
118-30 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-28 |
126-29 |
121-20 |
|
| R3 |
124-30 |
123-30 |
120-26 |
|
| R2 |
122-00 |
122-00 |
120-18 |
|
| R1 |
121-00 |
121-00 |
120-09 |
121-16 |
| PP |
119-01 |
119-01 |
119-01 |
119-09 |
| S1 |
118-02 |
118-02 |
119-24 |
118-18 |
| S2 |
116-03 |
116-03 |
119-15 |
|
| S3 |
113-04 |
115-03 |
119-07 |
|
| S4 |
110-06 |
112-05 |
118-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-01 |
117-02 |
2-30 |
2.5% |
1-19 |
1.3% |
100% |
True |
False |
239,367 |
| 10 |
121-00 |
117-02 |
3-30 |
3.3% |
1-12 |
1.2% |
75% |
False |
False |
222,151 |
| 20 |
123-01 |
117-02 |
5-30 |
5.0% |
1-11 |
1.1% |
49% |
False |
False |
227,616 |
| 40 |
123-02 |
117-02 |
6-01 |
5.0% |
1-09 |
1.1% |
49% |
False |
False |
211,741 |
| 60 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.1% |
68% |
False |
False |
171,752 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-13 |
1.2% |
68% |
False |
False |
128,914 |
| 100 |
123-02 |
112-12 |
10-22 |
8.9% |
1-12 |
1.1% |
71% |
False |
False |
103,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-13 |
|
2.618 |
125-06 |
|
1.618 |
123-07 |
|
1.000 |
122-00 |
|
0.618 |
121-08 |
|
HIGH |
120-01 |
|
0.618 |
119-09 |
|
0.500 |
119-01 |
|
0.382 |
118-26 |
|
LOW |
118-02 |
|
0.618 |
116-27 |
|
1.000 |
116-03 |
|
1.618 |
114-28 |
|
2.618 |
112-29 |
|
4.250 |
109-22 |
|
|
| Fisher Pivots for day following 30-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-22 |
| PP |
119-12 |
119-11 |
| S1 |
119-01 |
119-01 |
|