ECBOT 30 Year Treasury Bond Future March 2010
Trading Metrics calculated at close of trading on 24-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2009 |
24-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
120-04 |
120-11 |
0-07 |
0.2% |
118-20 |
High |
120-13 |
121-05 |
0-24 |
0.6% |
120-21 |
Low |
119-12 |
120-09 |
0-29 |
0.8% |
118-19 |
Close |
120-09 |
120-30 |
0-21 |
0.5% |
120-08 |
Range |
1-01 |
0-28 |
-0-05 |
-15.2% |
2-02 |
ATR |
1-04 |
1-03 |
-0-01 |
-1.6% |
0-00 |
Volume |
62,677 |
223,108 |
160,431 |
256.0% |
96,301 |
|
Daily Pivots for day following 24-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-13 |
123-02 |
121-13 |
|
R3 |
122-17 |
122-06 |
121-06 |
|
R2 |
121-21 |
121-21 |
121-03 |
|
R1 |
121-10 |
121-10 |
121-01 |
121-16 |
PP |
120-25 |
120-25 |
120-25 |
120-28 |
S1 |
120-14 |
120-14 |
120-27 |
120-20 |
S2 |
119-29 |
119-29 |
120-25 |
|
S3 |
119-01 |
119-18 |
120-22 |
|
S4 |
118-05 |
118-22 |
120-15 |
|
|
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 |
124-28 |
2.618 |
123-14 |
1.618 |
122-18 |
1.000 |
122-01 |
0.618 |
121-22 |
HIGH |
121-05 |
0.618 |
120-26 |
0.500 |
120-23 |
0.382 |
120-20 |
LOW |
120-09 |
0.618 |
119-24 |
1.000 |
119-13 |
1.618 |
118-28 |
2.618 |
118-00 |
4.250 |
116-18 |
|
|
Fisher Pivots for day following 24-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
120-28 |
120-23 |
PP |
120-25 |
120-16 |
S1 |
120-23 |
120-08 |
|