ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-03 |
119-01 |
0-30 |
0.8% |
118-01 |
| High |
119-02 |
120-03 |
1-01 |
0.9% |
119-02 |
| Low |
118-02 |
119-01 |
0-31 |
0.8% |
117-01 |
| Close |
119-01 |
120-03 |
1-01 |
0.9% |
119-01 |
| Range |
0-31 |
1-02 |
0-02 |
8.0% |
2-01 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
399,267 |
216,598 |
-182,669 |
-45.8% |
1,328,206 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-18 |
120-21 |
|
| R3 |
121-27 |
121-16 |
120-12 |
|
| R2 |
120-25 |
120-25 |
120-09 |
|
| R1 |
120-14 |
120-14 |
120-06 |
120-20 |
| PP |
119-24 |
119-24 |
119-24 |
119-26 |
| S1 |
119-12 |
119-12 |
120-00 |
119-18 |
| S2 |
118-22 |
118-22 |
119-28 |
|
| S3 |
117-20 |
118-10 |
119-25 |
|
| S4 |
116-18 |
117-08 |
119-16 |
|
|
| 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 |
120-03 |
117-01 |
3-02 |
2.5% |
1-07 |
1.0% |
100% |
True |
False |
234,960 |
| 10 |
120-03 |
117-01 |
3-02 |
2.5% |
1-10 |
1.1% |
100% |
True |
False |
252,653 |
| 20 |
121-00 |
117-01 |
3-31 |
3.3% |
1-11 |
1.1% |
77% |
False |
False |
242,513 |
| 40 |
123-02 |
117-01 |
6-02 |
5.0% |
1-09 |
1.1% |
50% |
False |
False |
230,969 |
| 60 |
123-02 |
116-30 |
6-04 |
5.1% |
1-09 |
1.1% |
51% |
False |
False |
216,781 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.1% |
69% |
False |
False |
164,123 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.1% |
69% |
False |
False |
131,338 |
| 120 |
123-02 |
110-08 |
12-26 |
10.7% |
1-12 |
1.1% |
77% |
False |
False |
109,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-19 |
|
2.618 |
122-28 |
|
1.618 |
121-26 |
|
1.000 |
121-05 |
|
0.618 |
120-24 |
|
HIGH |
120-03 |
|
0.618 |
119-22 |
|
0.500 |
119-18 |
|
0.382 |
119-14 |
|
LOW |
119-01 |
|
0.618 |
118-12 |
|
1.000 |
117-31 |
|
1.618 |
117-10 |
|
2.618 |
116-08 |
|
4.250 |
114-17 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-29 |
119-18 |
| PP |
119-24 |
119-02 |
| S1 |
119-18 |
118-18 |
|