ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
118-05 |
0-21 |
0.6% |
119-25 |
| High |
118-19 |
118-19 |
0-00 |
0.0% |
119-25 |
| Low |
117-13 |
116-16 |
-0-29 |
-0.8% |
116-26 |
| Close |
118-19 |
118-03 |
-0-16 |
-0.4% |
117-19 |
| Range |
1-06 |
2-03 |
0-29 |
76.3% |
2-31 |
| ATR |
1-05 |
1-07 |
0-02 |
5.9% |
0-00 |
| Volume |
3,630 |
563 |
-3,067 |
-84.5% |
7,374 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-00 |
123-05 |
119-08 |
|
| R3 |
121-29 |
121-02 |
118-21 |
|
| R2 |
119-26 |
119-26 |
118-15 |
|
| R1 |
118-31 |
118-31 |
118-09 |
118-11 |
| PP |
117-23 |
117-23 |
117-23 |
117-14 |
| S1 |
116-28 |
116-28 |
117-29 |
116-08 |
| S2 |
115-20 |
115-20 |
117-23 |
|
| S3 |
113-17 |
114-25 |
117-17 |
|
| S4 |
111-14 |
112-22 |
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 |
127-16 |
|
2.618 |
124-02 |
|
1.618 |
121-31 |
|
1.000 |
120-22 |
|
0.618 |
119-28 |
|
HIGH |
118-19 |
|
0.618 |
117-25 |
|
0.500 |
117-18 |
|
0.382 |
117-10 |
|
LOW |
116-16 |
|
0.618 |
115-07 |
|
1.000 |
114-13 |
|
1.618 |
113-04 |
|
2.618 |
111-01 |
|
4.250 |
107-19 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-29 |
117-29 |
| PP |
117-23 |
117-23 |
| S1 |
117-18 |
117-18 |
|