ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 26-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2009 |
26-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-21 |
118-09 |
-0-12 |
-0.3% |
118-27 |
| High |
118-25 |
118-12 |
-0-13 |
-0.3% |
120-14 |
| Low |
118-08 |
117-05 |
-1-03 |
-0.9% |
118-08 |
| Close |
118-13 |
117-12 |
-1-01 |
-0.9% |
118-13 |
| Range |
0-17 |
1-07 |
0-22 |
129.4% |
2-06 |
| ATR |
1-03 |
1-03 |
0-00 |
1.0% |
0-00 |
| Volume |
103 |
317 |
214 |
207.8% |
6,113 |
|
| Daily Pivots for day following 26-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-09 |
120-18 |
118-01 |
|
| R3 |
120-02 |
119-11 |
117-23 |
|
| R2 |
118-27 |
118-27 |
117-19 |
|
| R1 |
118-04 |
118-04 |
117-16 |
117-28 |
| PP |
117-20 |
117-20 |
117-20 |
117-16 |
| S1 |
116-29 |
116-29 |
117-08 |
116-21 |
| S2 |
116-13 |
116-13 |
117-05 |
|
| S3 |
115-06 |
115-22 |
117-01 |
|
| S4 |
113-31 |
114-15 |
116-23 |
|
|
| 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 |
123-18 |
|
2.618 |
121-18 |
|
1.618 |
120-11 |
|
1.000 |
119-19 |
|
0.618 |
119-04 |
|
HIGH |
118-12 |
|
0.618 |
117-29 |
|
0.500 |
117-24 |
|
0.382 |
117-20 |
|
LOW |
117-05 |
|
0.618 |
116-13 |
|
1.000 |
115-30 |
|
1.618 |
115-06 |
|
2.618 |
113-31 |
|
4.250 |
111-31 |
|
|
| Fisher Pivots for day following 26-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-24 |
118-13 |
| PP |
117-20 |
118-02 |
| S1 |
117-16 |
117-23 |
|