ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-14 |
117-20 |
-0-26 |
-0.7% |
118-09 |
| High |
118-14 |
117-28 |
-0-18 |
-0.5% |
119-19 |
| Low |
117-04 |
117-05 |
0-01 |
0.0% |
117-05 |
| Close |
117-10 |
117-12 |
0-02 |
0.1% |
119-16 |
| Range |
1-10 |
0-23 |
-0-19 |
-45.2% |
2-14 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.8% |
0-00 |
| Volume |
1,036 |
1,771 |
735 |
70.9% |
3,925 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-20 |
119-07 |
117-25 |
|
| R3 |
118-29 |
118-16 |
117-18 |
|
| R2 |
118-06 |
118-06 |
117-16 |
|
| R1 |
117-25 |
117-25 |
117-14 |
117-20 |
| PP |
117-15 |
117-15 |
117-15 |
117-12 |
| S1 |
117-02 |
117-02 |
117-10 |
116-29 |
| S2 |
116-24 |
116-24 |
117-08 |
|
| S3 |
116-01 |
116-11 |
117-06 |
|
| S4 |
115-10 |
115-20 |
116-31 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-02 |
125-07 |
120-27 |
|
| R3 |
123-20 |
122-25 |
120-05 |
|
| R2 |
121-06 |
121-06 |
119-30 |
|
| R1 |
120-11 |
120-11 |
119-23 |
120-24 |
| PP |
118-24 |
118-24 |
118-24 |
118-31 |
| S1 |
117-29 |
117-29 |
119-09 |
118-10 |
| S2 |
116-10 |
116-10 |
119-02 |
|
| S3 |
113-28 |
115-15 |
118-27 |
|
| S4 |
111-14 |
113-01 |
118-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-30 |
|
2.618 |
119-24 |
|
1.618 |
119-01 |
|
1.000 |
118-19 |
|
0.618 |
118-10 |
|
HIGH |
117-28 |
|
0.618 |
117-19 |
|
0.500 |
117-16 |
|
0.382 |
117-14 |
|
LOW |
117-05 |
|
0.618 |
116-23 |
|
1.000 |
116-14 |
|
1.618 |
116-00 |
|
2.618 |
115-09 |
|
4.250 |
114-03 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-16 |
118-13 |
| PP |
117-15 |
118-02 |
| S1 |
117-14 |
117-23 |
|