ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
117-17 |
0-08 |
0.2% |
119-25 |
| High |
118-01 |
118-16 |
0-15 |
0.4% |
119-25 |
| Low |
117-08 |
117-11 |
0-03 |
0.1% |
116-26 |
| Close |
117-22 |
117-18 |
-0-04 |
-0.1% |
117-19 |
| Range |
0-25 |
1-05 |
0-12 |
48.0% |
2-31 |
| ATR |
1-05 |
1-05 |
0-00 |
0.1% |
0-00 |
| Volume |
1,826 |
8,909 |
7,083 |
387.9% |
7,374 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-09 |
120-18 |
118-06 |
|
| R3 |
120-04 |
119-13 |
117-28 |
|
| R2 |
118-31 |
118-31 |
117-25 |
|
| R1 |
118-08 |
118-08 |
117-21 |
118-20 |
| PP |
117-26 |
117-26 |
117-26 |
117-31 |
| S1 |
117-03 |
117-03 |
117-15 |
117-14 |
| S2 |
116-21 |
116-21 |
117-11 |
|
| S3 |
115-16 |
115-30 |
117-08 |
|
| S4 |
114-11 |
114-25 |
116-30 |
|
|
| 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 |
123-13 |
|
2.618 |
121-17 |
|
1.618 |
120-12 |
|
1.000 |
119-21 |
|
0.618 |
119-07 |
|
HIGH |
118-16 |
|
0.618 |
118-02 |
|
0.500 |
117-30 |
|
0.382 |
117-25 |
|
LOW |
117-11 |
|
0.618 |
116-20 |
|
1.000 |
116-06 |
|
1.618 |
115-15 |
|
2.618 |
114-10 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-30 |
117-21 |
| PP |
117-26 |
117-20 |
| S1 |
117-22 |
117-19 |
|