ECBOT 30 Year Treasury Bond Future March 2010
Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
120-09 |
119-27 |
-0-14 |
-0.4% |
117-09 |
High |
120-18 |
120-21 |
0-03 |
0.1% |
118-22 |
Low |
119-20 |
119-25 |
0-05 |
0.1% |
116-16 |
Close |
119-26 |
120-05 |
0-11 |
0.3% |
118-21 |
Range |
0-30 |
0-28 |
-0-02 |
-6.7% |
2-06 |
ATR |
1-06 |
1-05 |
-0-01 |
-1.8% |
0-00 |
Volume |
8,245 |
11,684 |
3,439 |
41.7% |
19,150 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-26 |
122-12 |
120-20 |
|
R3 |
121-30 |
121-16 |
120-13 |
|
R2 |
121-02 |
121-02 |
120-10 |
|
R1 |
120-20 |
120-20 |
120-08 |
120-27 |
PP |
120-06 |
120-06 |
120-06 |
120-10 |
S1 |
119-24 |
119-24 |
120-02 |
119-31 |
S2 |
119-10 |
119-10 |
120-00 |
|
S3 |
118-14 |
118-28 |
119-29 |
|
S4 |
117-18 |
118-00 |
119-22 |
|
|
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 |
124-12 |
2.618 |
122-30 |
1.618 |
122-02 |
1.000 |
121-17 |
0.618 |
121-06 |
HIGH |
120-21 |
0.618 |
120-10 |
0.500 |
120-07 |
0.382 |
120-04 |
LOW |
119-25 |
0.618 |
119-08 |
1.000 |
118-29 |
1.618 |
118-12 |
2.618 |
117-16 |
4.250 |
116-02 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120-07 |
120-04 |
PP |
120-06 |
120-03 |
S1 |
120-06 |
120-02 |
|