ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
118-01 |
0-00 |
0.0% |
120-01 |
| High |
118-02 |
119-00 |
0-30 |
0.8% |
120-02 |
| Low |
117-03 |
117-02 |
-0-01 |
0.0% |
117-02 |
| Close |
118-01 |
118-01 |
0-01 |
0.0% |
118-01 |
| Range |
0-31 |
1-30 |
0-30 |
97.4% |
2-31 |
| ATR |
1-12 |
1-13 |
0-01 |
2.9% |
0-00 |
| Volume |
267,971 |
242,407 |
-25,564 |
-9.5% |
1,274,629 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
122-28 |
119-03 |
|
| R3 |
121-29 |
120-30 |
118-18 |
|
| R2 |
119-31 |
119-31 |
118-13 |
|
| R1 |
119-00 |
119-00 |
118-07 |
119-16 |
| PP |
118-01 |
118-01 |
118-01 |
118-09 |
| S1 |
117-02 |
117-02 |
117-28 |
117-18 |
| S2 |
116-03 |
116-03 |
117-22 |
|
| S3 |
114-06 |
115-05 |
117-16 |
|
| S4 |
112-08 |
113-07 |
116-31 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-10 |
125-21 |
119-22 |
|
| R3 |
124-11 |
122-22 |
118-28 |
|
| R2 |
121-12 |
121-12 |
118-19 |
|
| R1 |
119-23 |
119-23 |
118-10 |
119-01 |
| PP |
118-12 |
118-12 |
118-12 |
118-02 |
| S1 |
116-23 |
116-23 |
117-25 |
116-02 |
| S2 |
115-13 |
115-13 |
117-16 |
|
| S3 |
112-14 |
113-24 |
117-07 |
|
| S4 |
109-14 |
110-25 |
116-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-02 |
117-02 |
2-31 |
2.5% |
1-18 |
1.3% |
33% |
False |
True |
254,925 |
| 10 |
120-02 |
117-02 |
2-31 |
2.5% |
1-18 |
1.3% |
33% |
False |
True |
247,146 |
| 20 |
121-00 |
117-02 |
3-30 |
3.3% |
1-10 |
1.1% |
25% |
False |
True |
230,819 |
| 40 |
123-02 |
117-02 |
6-00 |
5.1% |
1-10 |
1.1% |
16% |
False |
True |
220,439 |
| 60 |
123-02 |
116-18 |
6-16 |
5.5% |
1-11 |
1.1% |
23% |
False |
False |
192,874 |
| 80 |
123-02 |
113-16 |
9-18 |
8.1% |
1-13 |
1.2% |
47% |
False |
False |
144,842 |
| 100 |
123-02 |
112-15 |
10-20 |
9.0% |
1-12 |
1.2% |
53% |
False |
False |
115,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-07 |
|
2.618 |
124-02 |
|
1.618 |
122-04 |
|
1.000 |
120-30 |
|
0.618 |
120-06 |
|
HIGH |
119-00 |
|
0.618 |
118-08 |
|
0.500 |
118-01 |
|
0.382 |
117-26 |
|
LOW |
117-02 |
|
0.618 |
115-28 |
|
1.000 |
115-04 |
|
1.618 |
113-30 |
|
2.618 |
112-00 |
|
4.250 |
108-28 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-01 |
118-01 |
| PP |
118-01 |
118-01 |
| S1 |
118-01 |
118-01 |
|