ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
119-00 |
0-31 |
0.8% |
120-01 |
| High |
119-01 |
119-01 |
0-00 |
0.0% |
120-02 |
| Low |
118-00 |
117-01 |
-1-00 |
-0.8% |
117-02 |
| Close |
119-01 |
118-03 |
-0-30 |
-0.8% |
118-01 |
| Range |
1-01 |
2-00 |
0-31 |
95.4% |
2-31 |
| ATR |
1-09 |
1-11 |
0-02 |
4.1% |
0-00 |
| Volume |
268,776 |
95,360 |
-173,416 |
-64.5% |
1,274,629 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-03 |
123-03 |
119-06 |
|
| R3 |
122-02 |
121-03 |
118-21 |
|
| R2 |
120-02 |
120-02 |
118-15 |
|
| R1 |
119-02 |
119-02 |
118-09 |
118-18 |
| PP |
118-02 |
118-02 |
118-02 |
117-26 |
| S1 |
117-02 |
117-02 |
117-29 |
116-18 |
| S2 |
116-01 |
116-01 |
117-23 |
|
| S3 |
114-01 |
115-02 |
117-17 |
|
| S4 |
112-01 |
113-02 |
117-00 |
|
|
| 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 |
117-01 |
2-00 |
1.7% |
1-07 |
1.0% |
53% |
False |
True |
234,269 |
| 10 |
120-02 |
117-01 |
3-00 |
2.6% |
1-13 |
1.2% |
35% |
False |
True |
247,144 |
| 20 |
121-00 |
117-01 |
3-31 |
3.4% |
1-11 |
1.1% |
27% |
False |
True |
234,406 |
| 40 |
123-02 |
117-01 |
6-02 |
5.1% |
1-09 |
1.1% |
18% |
False |
True |
224,372 |
| 60 |
123-02 |
116-30 |
6-04 |
5.2% |
1-10 |
1.1% |
19% |
False |
False |
207,452 |
| 80 |
123-02 |
113-16 |
9-18 |
8.1% |
1-12 |
1.2% |
48% |
False |
False |
156,443 |
| 100 |
123-02 |
113-16 |
9-18 |
8.1% |
1-12 |
1.2% |
48% |
False |
False |
125,181 |
| 120 |
123-02 |
110-08 |
12-26 |
10.9% |
1-12 |
1.2% |
61% |
False |
False |
104,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-19 |
|
2.618 |
124-10 |
|
1.618 |
122-09 |
|
1.000 |
121-02 |
|
0.618 |
120-09 |
|
HIGH |
119-01 |
|
0.618 |
118-09 |
|
0.500 |
118-01 |
|
0.382 |
117-26 |
|
LOW |
117-01 |
|
0.618 |
115-25 |
|
1.000 |
115-01 |
|
1.618 |
113-25 |
|
2.618 |
111-25 |
|
4.250 |
108-16 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
118-02 |
| PP |
118-02 |
118-02 |
| S1 |
118-01 |
118-01 |
|