ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
120-04 |
-0-04 |
-0.1% |
118-20 |
| High |
120-18 |
120-13 |
-0-05 |
-0.1% |
120-21 |
| Low |
119-25 |
119-12 |
-0-13 |
-0.3% |
118-19 |
| Close |
120-08 |
120-09 |
0-01 |
0.0% |
120-08 |
| Range |
0-25 |
1-01 |
0-08 |
32.0% |
2-02 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.6% |
0-00 |
| Volume |
57,198 |
62,677 |
5,479 |
9.6% |
96,301 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-04 |
122-23 |
120-27 |
|
| R3 |
122-03 |
121-22 |
120-18 |
|
| R2 |
121-02 |
121-02 |
120-15 |
|
| R1 |
120-21 |
120-21 |
120-12 |
120-28 |
| PP |
120-01 |
120-01 |
120-01 |
120-04 |
| S1 |
119-20 |
119-20 |
120-06 |
119-26 |
| S2 |
119-00 |
119-00 |
120-03 |
|
| S3 |
117-31 |
118-19 |
120-00 |
|
| S4 |
116-30 |
117-18 |
119-23 |
|
|
| 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 |
124-25 |
|
2.618 |
123-03 |
|
1.618 |
122-02 |
|
1.000 |
121-14 |
|
0.618 |
121-01 |
|
HIGH |
120-13 |
|
0.618 |
120-00 |
|
0.500 |
119-28 |
|
0.382 |
119-25 |
|
LOW |
119-12 |
|
0.618 |
118-24 |
|
1.000 |
118-11 |
|
1.618 |
117-23 |
|
2.618 |
116-22 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-05 |
120-06 |
| PP |
120-01 |
120-03 |
| S1 |
119-28 |
120-00 |
|