ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
118-14 |
119-04 |
0-22 |
0.6% |
118-27 |
| High |
119-13 |
119-06 |
-0-07 |
-0.2% |
120-14 |
| Low |
118-13 |
117-22 |
-0-23 |
-0.6% |
118-08 |
| Close |
119-05 |
117-31 |
-1-06 |
-1.0% |
118-13 |
| Range |
1-00 |
1-16 |
0-16 |
50.0% |
2-06 |
| ATR |
1-04 |
1-05 |
0-01 |
2.4% |
0-00 |
| Volume |
532 |
1,633 |
1,101 |
207.0% |
6,113 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-25 |
121-28 |
118-25 |
|
| R3 |
121-09 |
120-12 |
118-12 |
|
| R2 |
119-25 |
119-25 |
118-08 |
|
| R1 |
118-28 |
118-28 |
118-03 |
118-18 |
| PP |
118-09 |
118-09 |
118-09 |
118-04 |
| S1 |
117-12 |
117-12 |
117-27 |
117-02 |
| S2 |
116-25 |
116-25 |
117-22 |
|
| S3 |
115-09 |
115-28 |
117-18 |
|
| S4 |
113-25 |
114-12 |
117-05 |
|
|
| 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 |
125-18 |
|
2.618 |
123-04 |
|
1.618 |
121-20 |
|
1.000 |
120-22 |
|
0.618 |
120-04 |
|
HIGH |
119-06 |
|
0.618 |
118-20 |
|
0.500 |
118-14 |
|
0.382 |
118-08 |
|
LOW |
117-22 |
|
0.618 |
116-24 |
|
1.000 |
116-06 |
|
1.618 |
115-08 |
|
2.618 |
113-24 |
|
4.250 |
111-10 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-10 |
| PP |
118-09 |
118-06 |
| S1 |
118-04 |
118-03 |
|