ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 30-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2009 |
30-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121-20 |
122-11 |
0-23 |
0.6% |
120-04 |
| High |
123-00 |
122-24 |
-0-08 |
-0.2% |
123-00 |
| Low |
121-20 |
122-04 |
0-16 |
0.4% |
119-12 |
| Close |
122-20 |
122-23 |
0-03 |
0.1% |
122-20 |
| Range |
1-12 |
0-20 |
-0-24 |
-54.5% |
3-20 |
| ATR |
1-05 |
1-03 |
-0-01 |
-3.2% |
0-00 |
| Volume |
297,153 |
157,629 |
-139,524 |
-47.0% |
911,217 |
|
| Daily Pivots for day following 30-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-13 |
124-06 |
123-02 |
|
| R3 |
123-25 |
123-18 |
122-28 |
|
| R2 |
123-05 |
123-05 |
122-27 |
|
| R1 |
122-30 |
122-30 |
122-25 |
123-02 |
| PP |
122-17 |
122-17 |
122-17 |
122-19 |
| S1 |
122-10 |
122-10 |
122-21 |
122-14 |
| S2 |
121-29 |
121-29 |
122-19 |
|
| S3 |
121-09 |
121-22 |
122-18 |
|
| S4 |
120-21 |
121-02 |
122-12 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-17 |
131-07 |
124-20 |
|
| R3 |
128-29 |
127-19 |
123-20 |
|
| R2 |
125-09 |
125-09 |
123-09 |
|
| R1 |
123-31 |
123-31 |
122-31 |
124-20 |
| PP |
121-21 |
121-21 |
121-21 |
122-00 |
| S1 |
120-11 |
120-11 |
122-09 |
121-00 |
| S2 |
118-01 |
118-01 |
121-31 |
|
| S3 |
114-13 |
116-23 |
121-20 |
|
| S4 |
110-25 |
113-03 |
120-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-00 |
119-12 |
3-20 |
3.0% |
1-01 |
0.9% |
92% |
False |
False |
213,769 |
| 10 |
123-00 |
118-19 |
4-13 |
3.6% |
1-02 |
0.9% |
94% |
False |
False |
116,514 |
| 20 |
123-00 |
116-16 |
6-16 |
5.3% |
1-03 |
0.9% |
96% |
False |
False |
59,583 |
| 40 |
123-00 |
116-16 |
6-16 |
5.3% |
1-04 |
0.9% |
96% |
False |
False |
30,124 |
| 60 |
123-03 |
116-16 |
6-19 |
5.4% |
1-02 |
0.9% |
94% |
False |
False |
20,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-13 |
|
2.618 |
124-12 |
|
1.618 |
123-24 |
|
1.000 |
123-12 |
|
0.618 |
123-04 |
|
HIGH |
122-24 |
|
0.618 |
122-16 |
|
0.500 |
122-14 |
|
0.382 |
122-12 |
|
LOW |
122-04 |
|
0.618 |
121-24 |
|
1.000 |
121-16 |
|
1.618 |
121-04 |
|
2.618 |
120-16 |
|
4.250 |
119-15 |
|
|
| Fisher Pivots for day following 30-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-20 |
122-13 |
| PP |
122-17 |
122-03 |
| S1 |
122-14 |
121-26 |
|