ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
118-09 |
0-04 |
0.1% |
117-09 |
| High |
118-19 |
118-22 |
0-03 |
0.1% |
118-22 |
| Low |
116-16 |
117-31 |
1-15 |
1.3% |
116-16 |
| Close |
118-03 |
118-21 |
0-18 |
0.5% |
118-21 |
| Range |
2-03 |
0-23 |
-1-12 |
-65.7% |
2-06 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.9% |
0-00 |
| Volume |
563 |
4,222 |
3,659 |
649.9% |
19,150 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-19 |
120-11 |
119-02 |
|
| R3 |
119-28 |
119-20 |
118-27 |
|
| R2 |
119-05 |
119-05 |
118-25 |
|
| R1 |
118-29 |
118-29 |
118-23 |
119-01 |
| PP |
118-14 |
118-14 |
118-14 |
118-16 |
| S1 |
118-06 |
118-06 |
118-19 |
118-10 |
| S2 |
117-23 |
117-23 |
118-17 |
|
| S3 |
117-00 |
117-15 |
118-15 |
|
| S4 |
116-09 |
116-24 |
118-08 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-16 |
123-25 |
119-28 |
|
| R3 |
122-10 |
121-19 |
119-08 |
|
| R2 |
120-04 |
120-04 |
119-02 |
|
| R1 |
119-13 |
119-13 |
118-27 |
119-24 |
| PP |
117-30 |
117-30 |
117-30 |
118-04 |
| S1 |
117-07 |
117-07 |
118-15 |
117-18 |
| S2 |
115-24 |
115-24 |
118-08 |
|
| S3 |
113-18 |
115-01 |
118-02 |
|
| S4 |
111-12 |
112-27 |
117-14 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-24 |
|
2.618 |
120-18 |
|
1.618 |
119-27 |
|
1.000 |
119-13 |
|
0.618 |
119-04 |
|
HIGH |
118-22 |
|
0.618 |
118-13 |
|
0.500 |
118-10 |
|
0.382 |
118-08 |
|
LOW |
117-31 |
|
0.618 |
117-17 |
|
1.000 |
117-08 |
|
1.618 |
116-26 |
|
2.618 |
116-03 |
|
4.250 |
114-29 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
118-10 |
| PP |
118-14 |
117-30 |
| S1 |
118-10 |
117-19 |
|