ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
118-03 |
-0-29 |
-0.8% |
118-01 |
| High |
119-01 |
119-02 |
0-00 |
0.0% |
119-02 |
| Low |
117-01 |
118-02 |
1-01 |
0.9% |
117-01 |
| Close |
118-03 |
119-01 |
0-30 |
0.8% |
119-01 |
| Range |
2-00 |
0-31 |
-1-01 |
-51.2% |
2-01 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.9% |
0-00 |
| Volume |
95,360 |
399,267 |
303,907 |
318.7% |
1,328,206 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
121-11 |
119-19 |
|
| R3 |
120-22 |
120-11 |
119-10 |
|
| R2 |
119-23 |
119-23 |
119-07 |
|
| R1 |
119-12 |
119-12 |
119-04 |
119-17 |
| PP |
118-23 |
118-23 |
118-23 |
118-26 |
| S1 |
118-13 |
118-13 |
118-31 |
118-18 |
| S2 |
117-24 |
117-24 |
118-28 |
|
| S3 |
116-24 |
117-13 |
118-25 |
|
| S4 |
115-25 |
116-14 |
118-16 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-24 |
120-05 |
|
| R3 |
122-13 |
121-24 |
119-19 |
|
| R2 |
120-13 |
120-13 |
119-13 |
|
| R1 |
119-23 |
119-23 |
119-07 |
120-02 |
| PP |
118-12 |
118-12 |
118-12 |
118-17 |
| S1 |
117-22 |
117-22 |
118-27 |
118-01 |
| S2 |
116-11 |
116-11 |
118-22 |
|
| S3 |
114-11 |
115-22 |
118-16 |
|
| S4 |
112-10 |
113-21 |
117-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-02 |
117-01 |
2-01 |
1.7% |
1-01 |
0.9% |
100% |
True |
False |
265,641 |
| 10 |
120-02 |
117-01 |
3-00 |
2.5% |
1-09 |
1.1% |
67% |
False |
False |
260,283 |
| 20 |
121-00 |
117-01 |
3-31 |
3.3% |
1-11 |
1.1% |
51% |
False |
False |
241,217 |
| 40 |
123-02 |
117-01 |
6-02 |
5.1% |
1-09 |
1.1% |
33% |
False |
False |
229,088 |
| 60 |
123-02 |
116-30 |
6-04 |
5.2% |
1-10 |
1.1% |
34% |
False |
False |
213,503 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.2% |
58% |
False |
False |
161,421 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.1% |
58% |
False |
False |
129,173 |
| 120 |
123-02 |
110-08 |
12-26 |
10.8% |
1-12 |
1.1% |
69% |
False |
False |
107,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-07 |
|
2.618 |
121-20 |
|
1.618 |
120-21 |
|
1.000 |
120-01 |
|
0.618 |
119-21 |
|
HIGH |
119-02 |
|
0.618 |
118-22 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-02 |
|
0.618 |
117-15 |
|
1.000 |
117-03 |
|
1.618 |
116-15 |
|
2.618 |
115-16 |
|
4.250 |
113-29 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
118-23 |
| PP |
118-23 |
118-12 |
| S1 |
118-18 |
118-01 |
|