ECBOT 30 Year Treasury Bond Future March 2010
Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
117-15 |
117-09 |
-0-06 |
-0.2% |
119-25 |
High |
118-04 |
118-01 |
-0-03 |
-0.1% |
119-25 |
Low |
116-26 |
117-08 |
0-14 |
0.4% |
116-26 |
Close |
117-19 |
117-22 |
0-03 |
0.1% |
117-19 |
Range |
1-10 |
0-25 |
-0-17 |
-40.5% |
2-31 |
ATR |
1-06 |
1-05 |
-0-01 |
-2.4% |
0-00 |
Volume |
2,652 |
1,826 |
-826 |
-31.1% |
7,374 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-00 |
119-20 |
118-04 |
|
R3 |
119-07 |
118-27 |
117-29 |
|
R2 |
118-14 |
118-14 |
117-27 |
|
R1 |
118-02 |
118-02 |
117-24 |
118-08 |
PP |
117-21 |
117-21 |
117-21 |
117-24 |
S1 |
117-09 |
117-09 |
117-20 |
117-15 |
S2 |
116-28 |
116-28 |
117-17 |
|
S3 |
116-03 |
116-16 |
117-15 |
|
S4 |
115-10 |
115-23 |
117-08 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-31 |
125-08 |
119-07 |
|
R3 |
124-00 |
122-09 |
118-13 |
|
R2 |
121-01 |
121-01 |
118-04 |
|
R1 |
119-10 |
119-10 |
117-28 |
118-22 |
PP |
118-02 |
118-02 |
118-02 |
117-24 |
S1 |
116-11 |
116-11 |
117-10 |
115-23 |
S2 |
115-03 |
115-03 |
117-02 |
|
S3 |
112-04 |
113-12 |
116-25 |
|
S4 |
109-05 |
110-13 |
115-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-11 |
2.618 |
120-02 |
1.618 |
119-09 |
1.000 |
118-26 |
0.618 |
118-16 |
HIGH |
118-01 |
0.618 |
117-23 |
0.500 |
117-20 |
0.382 |
117-18 |
LOW |
117-08 |
0.618 |
116-25 |
1.000 |
116-15 |
1.618 |
116-00 |
2.618 |
115-07 |
4.250 |
113-30 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
117-22 |
117-20 |
PP |
117-21 |
117-17 |
S1 |
117-20 |
117-15 |
|