ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
119-00 |
-0-02 |
-0.1% |
118-03 |
| High |
120-02 |
119-01 |
-1-01 |
-0.9% |
120-01 |
| Low |
118-03 |
117-03 |
-1-00 |
-0.8% |
117-02 |
| Close |
119-00 |
118-00 |
-1-00 |
-0.8% |
120-00 |
| Range |
1-31 |
1-30 |
-0-01 |
-1.6% |
2-30 |
| ATR |
1-12 |
1-13 |
0-01 |
3.0% |
0-00 |
| Volume |
218,274 |
253,074 |
34,800 |
15.9% |
1,196,835 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
122-27 |
119-02 |
|
| R3 |
121-29 |
120-30 |
118-17 |
|
| R2 |
119-31 |
119-31 |
118-12 |
|
| R1 |
119-00 |
119-00 |
118-06 |
118-16 |
| PP |
118-01 |
118-01 |
118-01 |
117-26 |
| S1 |
117-02 |
117-02 |
117-27 |
116-19 |
| S2 |
116-04 |
116-04 |
117-21 |
|
| S3 |
114-06 |
115-04 |
117-15 |
|
| S4 |
112-08 |
113-06 |
116-30 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-28 |
126-29 |
121-20 |
|
| R3 |
124-30 |
123-30 |
120-26 |
|
| R2 |
122-00 |
122-00 |
120-18 |
|
| R1 |
121-00 |
121-00 |
120-09 |
121-16 |
| PP |
119-01 |
119-01 |
119-01 |
119-09 |
| S1 |
118-02 |
118-02 |
119-24 |
118-18 |
| S2 |
116-03 |
116-03 |
119-15 |
|
| S3 |
113-04 |
115-03 |
119-07 |
|
| S4 |
110-06 |
112-05 |
118-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-02 |
117-03 |
2-31 |
2.5% |
1-19 |
1.3% |
31% |
False |
True |
253,604 |
| 10 |
120-02 |
117-02 |
2-31 |
2.5% |
1-15 |
1.3% |
31% |
False |
False |
242,309 |
| 20 |
123-01 |
117-02 |
5-30 |
5.0% |
1-14 |
1.2% |
16% |
False |
False |
232,826 |
| 40 |
123-02 |
117-02 |
6-00 |
5.1% |
1-11 |
1.1% |
16% |
False |
False |
218,868 |
| 60 |
123-02 |
114-22 |
8-12 |
7.1% |
1-12 |
1.2% |
40% |
False |
False |
184,458 |
| 80 |
123-02 |
113-16 |
9-18 |
8.1% |
1-14 |
1.2% |
47% |
False |
False |
138,465 |
| 100 |
123-02 |
112-15 |
10-20 |
9.0% |
1-12 |
1.2% |
52% |
False |
False |
110,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-07 |
|
2.618 |
124-02 |
|
1.618 |
122-05 |
|
1.000 |
120-30 |
|
0.618 |
120-07 |
|
HIGH |
119-01 |
|
0.618 |
118-09 |
|
0.500 |
118-02 |
|
0.382 |
117-27 |
|
LOW |
117-03 |
|
0.618 |
115-29 |
|
1.000 |
115-05 |
|
1.618 |
113-31 |
|
2.618 |
112-01 |
|
4.250 |
108-28 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
118-18 |
| PP |
118-01 |
118-12 |
| S1 |
118-01 |
118-06 |
|