ECBOT 30 Year Treasury Bond Future March 2010
Trading Metrics calculated at close of trading on 20-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
119-27 |
120-08 |
0-13 |
0.3% |
118-20 |
High |
120-21 |
120-18 |
-0-03 |
-0.1% |
120-21 |
Low |
119-25 |
119-25 |
0-00 |
0.0% |
118-19 |
Close |
120-05 |
120-08 |
0-03 |
0.1% |
120-08 |
Range |
0-28 |
0-25 |
-0-03 |
-10.7% |
2-02 |
ATR |
1-05 |
1-04 |
-0-01 |
-2.3% |
0-00 |
Volume |
11,684 |
57,198 |
45,514 |
389.5% |
96,301 |
|
Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-17 |
122-06 |
120-22 |
|
R3 |
121-24 |
121-13 |
120-15 |
|
R2 |
120-31 |
120-31 |
120-13 |
|
R1 |
120-20 |
120-20 |
120-10 |
120-20 |
PP |
120-06 |
120-06 |
120-06 |
120-07 |
S1 |
119-27 |
119-27 |
120-06 |
119-28 |
S2 |
119-13 |
119-13 |
120-03 |
|
S3 |
118-20 |
119-02 |
120-01 |
|
S4 |
117-27 |
118-09 |
119-26 |
|
|
Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-01 |
125-06 |
121-12 |
|
R3 |
123-31 |
123-04 |
120-26 |
|
R2 |
121-29 |
121-29 |
120-20 |
|
R1 |
121-02 |
121-02 |
120-14 |
121-16 |
PP |
119-27 |
119-27 |
119-27 |
120-01 |
S1 |
119-00 |
119-00 |
120-02 |
119-14 |
S2 |
117-25 |
117-25 |
119-28 |
|
S3 |
115-23 |
116-30 |
119-22 |
|
S4 |
113-21 |
114-28 |
119-04 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-28 |
2.618 |
122-19 |
1.618 |
121-26 |
1.000 |
121-11 |
0.618 |
121-01 |
HIGH |
120-18 |
0.618 |
120-08 |
0.500 |
120-06 |
0.382 |
120-03 |
LOW |
119-25 |
0.618 |
119-10 |
1.000 |
119-00 |
1.618 |
118-17 |
2.618 |
117-24 |
4.250 |
116-15 |
|
|
Fisher Pivots for day following 20-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120-07 |
120-07 |
PP |
120-06 |
120-06 |
S1 |
120-06 |
120-04 |
|