ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
122-02 |
1-00 |
0.8% |
120-02 |
| High |
122-02 |
123-02 |
1-00 |
0.8% |
123-02 |
| Low |
121-01 |
122-01 |
1-00 |
0.8% |
120-00 |
| Close |
122-01 |
123-01 |
1-00 |
0.8% |
123-01 |
| Range |
1-01 |
1-00 |
0-00 |
-0.9% |
3-02 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.8% |
0-00 |
| Volume |
493,175 |
439,699 |
-53,476 |
-10.8% |
1,630,786 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-24 |
125-13 |
123-18 |
|
| R3 |
124-24 |
124-12 |
123-10 |
|
| R2 |
123-23 |
123-23 |
123-07 |
|
| R1 |
123-12 |
123-12 |
123-04 |
123-17 |
| PP |
122-23 |
122-23 |
122-23 |
122-25 |
| S1 |
122-11 |
122-11 |
122-30 |
122-17 |
| S2 |
121-22 |
121-22 |
122-27 |
|
| S3 |
120-22 |
121-11 |
122-24 |
|
| S4 |
119-21 |
120-10 |
122-15 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-06 |
130-05 |
124-22 |
|
| R3 |
128-04 |
127-03 |
123-27 |
|
| R2 |
125-03 |
125-03 |
123-19 |
|
| R1 |
124-02 |
124-02 |
123-10 |
124-18 |
| PP |
122-01 |
122-01 |
122-01 |
122-09 |
| S1 |
121-00 |
121-00 |
122-24 |
121-16 |
| S2 |
118-31 |
118-31 |
122-15 |
|
| S3 |
115-29 |
117-30 |
122-06 |
|
| S4 |
112-28 |
114-28 |
121-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-02 |
120-00 |
3-02 |
2.5% |
1-00 |
0.8% |
99% |
True |
False |
386,418 |
| 10 |
123-02 |
118-02 |
5-00 |
4.1% |
1-00 |
0.8% |
99% |
True |
False |
337,691 |
| 20 |
123-02 |
117-01 |
6-01 |
4.9% |
1-06 |
1.0% |
99% |
True |
False |
292,417 |
| 40 |
123-02 |
117-01 |
6-02 |
4.9% |
1-08 |
1.0% |
99% |
False |
False |
260,164 |
| 60 |
123-02 |
117-01 |
6-02 |
4.9% |
1-08 |
1.0% |
99% |
False |
False |
236,938 |
| 80 |
123-02 |
113-16 |
9-18 |
7.8% |
1-10 |
1.1% |
99% |
False |
False |
198,574 |
| 100 |
123-02 |
113-16 |
9-18 |
7.8% |
1-12 |
1.1% |
99% |
False |
False |
158,939 |
| 120 |
123-02 |
110-08 |
12-26 |
10.4% |
1-11 |
1.1% |
100% |
False |
False |
132,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-12 |
|
2.618 |
125-23 |
|
1.618 |
124-22 |
|
1.000 |
124-02 |
|
0.618 |
123-22 |
|
HIGH |
123-02 |
|
0.618 |
122-21 |
|
0.500 |
122-18 |
|
0.382 |
122-14 |
|
LOW |
122-01 |
|
0.618 |
121-13 |
|
1.000 |
121-01 |
|
1.618 |
120-13 |
|
2.618 |
119-12 |
|
4.250 |
117-23 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-28 |
122-17 |
| PP |
122-23 |
122-02 |
| S1 |
122-18 |
121-18 |
|