ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
118-20 |
120-02 |
1-14 |
1.2% |
117-09 |
| High |
120-06 |
120-17 |
0-11 |
0.3% |
118-22 |
| Low |
118-19 |
119-15 |
0-28 |
0.7% |
116-16 |
| Close |
120-04 |
120-12 |
0-08 |
0.2% |
118-21 |
| Range |
1-19 |
1-02 |
-0-17 |
-33.3% |
2-06 |
| ATR |
1-07 |
1-06 |
0-00 |
-0.9% |
0-00 |
| Volume |
6,740 |
12,434 |
5,694 |
84.5% |
19,150 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-10 |
122-29 |
120-31 |
|
| R3 |
122-08 |
121-27 |
120-21 |
|
| R2 |
121-06 |
121-06 |
120-18 |
|
| R1 |
120-25 |
120-25 |
120-15 |
121-00 |
| PP |
120-04 |
120-04 |
120-04 |
120-07 |
| S1 |
119-23 |
119-23 |
120-09 |
119-30 |
| S2 |
119-02 |
119-02 |
120-06 |
|
| S3 |
118-00 |
118-21 |
120-03 |
|
| S4 |
116-30 |
117-19 |
119-25 |
|
|
| 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 |
125-02 |
|
2.618 |
123-10 |
|
1.618 |
122-08 |
|
1.000 |
121-19 |
|
0.618 |
121-06 |
|
HIGH |
120-17 |
|
0.618 |
120-04 |
|
0.500 |
120-00 |
|
0.382 |
119-28 |
|
LOW |
119-15 |
|
0.618 |
118-26 |
|
1.000 |
118-13 |
|
1.618 |
117-24 |
|
2.618 |
116-22 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
120-00 |
| PP |
120-04 |
119-20 |
| S1 |
120-00 |
119-08 |
|