ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
118-02 |
0-00 |
0.0% |
120-01 |
| High |
118-03 |
119-01 |
0-30 |
0.8% |
120-02 |
| Low |
118-00 |
118-00 |
0-00 |
0.0% |
117-02 |
| Close |
118-02 |
118-01 |
0-00 |
0.0% |
118-01 |
| Range |
0-03 |
1-01 |
0-30 |
1,111.1% |
2-31 |
| ATR |
1-10 |
1-10 |
-0-01 |
-1.6% |
0-00 |
| Volume |
370,000 |
194,803 |
-175,197 |
-47.4% |
1,274,629 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
120-24 |
118-19 |
|
| R3 |
120-13 |
119-24 |
118-10 |
|
| R2 |
119-12 |
119-12 |
118-07 |
|
| R1 |
118-23 |
118-23 |
118-04 |
118-17 |
| PP |
118-12 |
118-12 |
118-12 |
118-09 |
| S1 |
117-22 |
117-22 |
117-30 |
117-16 |
| S2 |
117-11 |
117-11 |
117-27 |
|
| S3 |
116-10 |
116-21 |
117-24 |
|
| S4 |
115-10 |
115-21 |
117-15 |
|
|
| 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 |
119-01 |
117-02 |
1-31 |
1.7% |
1-06 |
1.0% |
49% |
True |
False |
265,651 |
| 10 |
120-02 |
117-02 |
2-31 |
2.5% |
1-09 |
1.1% |
33% |
False |
False |
258,093 |
| 20 |
121-00 |
117-02 |
3-30 |
3.3% |
1-09 |
1.1% |
25% |
False |
False |
239,683 |
| 40 |
123-02 |
117-02 |
6-00 |
5.1% |
1-09 |
1.1% |
16% |
False |
False |
226,229 |
| 60 |
123-02 |
116-30 |
6-04 |
5.2% |
1-10 |
1.1% |
18% |
False |
False |
202,140 |
| 80 |
123-02 |
113-16 |
9-18 |
8.1% |
1-13 |
1.2% |
47% |
False |
False |
151,900 |
| 100 |
123-02 |
113-16 |
9-18 |
8.1% |
1-12 |
1.2% |
47% |
False |
False |
121,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-12 |
|
2.618 |
121-23 |
|
1.618 |
120-22 |
|
1.000 |
120-02 |
|
0.618 |
119-21 |
|
HIGH |
119-01 |
|
0.618 |
118-21 |
|
0.500 |
118-17 |
|
0.382 |
118-13 |
|
LOW |
118-00 |
|
0.618 |
117-12 |
|
1.000 |
117-00 |
|
1.618 |
116-11 |
|
2.618 |
115-11 |
|
4.250 |
113-21 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
118-02 |
| PP |
118-12 |
118-02 |
| S1 |
118-06 |
118-01 |
|