ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 25-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2009 |
25-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
120-11 |
121-05 |
0-26 |
0.7% |
118-20 |
| High |
121-05 |
121-29 |
0-24 |
0.6% |
120-21 |
| Low |
120-09 |
120-19 |
0-10 |
0.3% |
118-19 |
| Close |
120-30 |
121-18 |
0-20 |
0.5% |
120-08 |
| Range |
0-28 |
1-10 |
0-14 |
50.0% |
2-02 |
| ATR |
1-03 |
1-04 |
0-00 |
1.3% |
0-00 |
| Volume |
223,108 |
328,279 |
105,171 |
47.1% |
96,301 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-24 |
122-09 |
|
| R3 |
123-31 |
123-14 |
121-30 |
|
| R2 |
122-21 |
122-21 |
121-26 |
|
| R1 |
122-04 |
122-04 |
121-22 |
122-12 |
| PP |
121-11 |
121-11 |
121-11 |
121-16 |
| S1 |
120-26 |
120-26 |
121-14 |
121-02 |
| S2 |
120-01 |
120-01 |
121-10 |
|
| S3 |
118-23 |
119-16 |
121-06 |
|
| S4 |
117-13 |
118-06 |
120-27 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-29 |
119-12 |
2-17 |
2.1% |
0-31 |
0.8% |
86% |
True |
False |
136,589 |
| 10 |
121-29 |
116-16 |
5-13 |
4.4% |
1-04 |
0.9% |
94% |
True |
False |
71,515 |
| 20 |
121-29 |
116-16 |
5-13 |
4.4% |
1-05 |
0.9% |
94% |
True |
False |
36,961 |
| 40 |
123-03 |
116-16 |
6-19 |
5.4% |
1-05 |
0.9% |
77% |
False |
False |
18,763 |
| 60 |
123-03 |
116-16 |
6-19 |
5.4% |
1-02 |
0.9% |
77% |
False |
False |
12,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-16 |
|
2.618 |
125-11 |
|
1.618 |
124-01 |
|
1.000 |
123-07 |
|
0.618 |
122-23 |
|
HIGH |
121-29 |
|
0.618 |
121-13 |
|
0.500 |
121-08 |
|
0.382 |
121-03 |
|
LOW |
120-19 |
|
0.618 |
119-25 |
|
1.000 |
119-09 |
|
1.618 |
118-15 |
|
2.618 |
117-05 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-15 |
121-08 |
| PP |
121-11 |
120-30 |
| S1 |
121-08 |
120-20 |
|