ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
120-02 |
120-03 |
0-01 |
0.0% |
119-01 |
High |
121-00 |
121-02 |
0-02 |
0.1% |
121-01 |
Low |
120-00 |
120-03 |
0-03 |
0.1% |
119-01 |
Close |
120-03 |
121-02 |
0-31 |
0.8% |
120-03 |
Range |
1-00 |
1-00 |
0-00 |
-1.6% |
2-00 |
ATR |
1-06 |
1-06 |
0-00 |
-1.3% |
0-00 |
Volume |
271,487 |
426,425 |
154,938 |
57.1% |
1,346,861 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-22 |
123-11 |
121-19 |
|
R3 |
122-23 |
122-12 |
121-10 |
|
R2 |
121-23 |
121-23 |
121-07 |
|
R1 |
121-12 |
121-12 |
121-05 |
121-18 |
PP |
120-24 |
120-24 |
120-24 |
120-26 |
S1 |
120-13 |
120-13 |
120-31 |
120-18 |
S2 |
119-24 |
119-24 |
120-28 |
|
S3 |
118-25 |
119-13 |
120-25 |
|
S4 |
117-25 |
118-14 |
120-16 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-02 |
125-02 |
121-06 |
|
R3 |
124-02 |
123-02 |
120-20 |
|
R2 |
122-02 |
122-02 |
120-15 |
|
R1 |
121-02 |
121-02 |
120-09 |
121-18 |
PP |
120-02 |
120-02 |
120-02 |
120-10 |
S1 |
119-02 |
119-02 |
119-29 |
119-18 |
S2 |
118-02 |
118-02 |
119-23 |
|
S3 |
116-01 |
117-02 |
119-17 |
|
S4 |
114-01 |
115-02 |
119-00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
121-02 |
120-00 |
1-02 |
0.9% |
1-00 |
0.8% |
98% |
True |
False |
302,856 |
10 |
121-02 |
117-01 |
4-01 |
3.3% |
1-03 |
0.9% |
100% |
True |
False |
280,817 |
20 |
121-02 |
117-01 |
4-01 |
3.3% |
1-06 |
1.0% |
100% |
True |
False |
269,455 |
40 |
123-02 |
117-01 |
6-02 |
5.0% |
1-08 |
1.0% |
67% |
False |
False |
246,986 |
60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-09 |
1.1% |
67% |
False |
False |
229,139 |
80 |
123-02 |
113-16 |
9-18 |
7.9% |
1-11 |
1.1% |
79% |
False |
False |
186,956 |
100 |
123-02 |
113-16 |
9-18 |
7.9% |
1-12 |
1.1% |
79% |
False |
False |
149,611 |
120 |
123-02 |
110-08 |
12-26 |
10.6% |
1-11 |
1.1% |
84% |
False |
False |
124,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-08 |
2.618 |
123-21 |
1.618 |
122-21 |
1.000 |
122-02 |
0.618 |
121-22 |
HIGH |
121-02 |
0.618 |
120-22 |
0.500 |
120-19 |
0.382 |
120-15 |
LOW |
120-03 |
0.618 |
119-15 |
1.000 |
119-03 |
1.618 |
118-16 |
2.618 |
117-16 |
4.250 |
115-29 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120-29 |
120-28 |
PP |
120-24 |
120-23 |
S1 |
120-19 |
120-17 |
|