ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-17 |
117-16 |
-0-01 |
0.0% |
119-25 |
| High |
118-16 |
118-19 |
0-03 |
0.1% |
119-25 |
| Low |
117-11 |
117-13 |
0-02 |
0.1% |
116-26 |
| Close |
117-18 |
118-19 |
1-01 |
0.9% |
117-19 |
| Range |
1-05 |
1-06 |
0-01 |
2.7% |
2-31 |
| ATR |
1-05 |
1-05 |
0-00 |
0.3% |
0-00 |
| Volume |
8,909 |
3,630 |
-5,279 |
-59.3% |
7,374 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-24 |
121-12 |
119-08 |
|
| R3 |
120-18 |
120-06 |
118-29 |
|
| R2 |
119-12 |
119-12 |
118-26 |
|
| R1 |
119-00 |
119-00 |
118-22 |
119-06 |
| PP |
118-06 |
118-06 |
118-06 |
118-10 |
| S1 |
117-26 |
117-26 |
118-16 |
118-00 |
| S2 |
117-00 |
117-00 |
118-12 |
|
| S3 |
115-26 |
116-20 |
118-09 |
|
| S4 |
114-20 |
115-14 |
117-30 |
|
|
| 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 |
123-20 |
|
2.618 |
121-22 |
|
1.618 |
120-16 |
|
1.000 |
119-25 |
|
0.618 |
119-10 |
|
HIGH |
118-19 |
|
0.618 |
118-04 |
|
0.500 |
118-00 |
|
0.382 |
117-28 |
|
LOW |
117-13 |
|
0.618 |
116-22 |
|
1.000 |
116-07 |
|
1.618 |
115-16 |
|
2.618 |
114-10 |
|
4.250 |
112-12 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-12 |
| PP |
118-06 |
118-05 |
| S1 |
118-00 |
117-30 |
|