ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
120-02 |
1-01 |
0.9% |
118-01 |
| High |
120-03 |
121-01 |
0-30 |
0.8% |
119-02 |
| Low |
119-01 |
120-00 |
1-00 |
0.8% |
117-01 |
| Close |
120-03 |
121-00 |
0-30 |
0.8% |
119-01 |
| Range |
1-02 |
1-00 |
-0-02 |
-5.0% |
2-01 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.6% |
0-00 |
| Volume |
216,598 |
313,893 |
97,295 |
44.9% |
1,328,206 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-22 |
123-12 |
121-18 |
|
| R3 |
122-22 |
122-11 |
121-09 |
|
| R2 |
121-22 |
121-22 |
121-06 |
|
| R1 |
121-11 |
121-11 |
121-03 |
121-17 |
| PP |
120-22 |
120-22 |
120-22 |
120-25 |
| S1 |
120-11 |
120-11 |
120-29 |
120-16 |
| S2 |
119-22 |
119-22 |
120-26 |
|
| S3 |
118-21 |
119-11 |
120-23 |
|
| S4 |
117-21 |
118-10 |
120-14 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-24 |
120-05 |
|
| R3 |
122-13 |
121-24 |
119-19 |
|
| R2 |
120-13 |
120-13 |
119-13 |
|
| R1 |
119-23 |
119-23 |
119-07 |
120-02 |
| PP |
118-12 |
118-12 |
118-12 |
118-17 |
| S1 |
117-22 |
117-22 |
118-27 |
118-01 |
| S2 |
116-11 |
116-11 |
118-22 |
|
| S3 |
114-11 |
115-22 |
118-16 |
|
| S4 |
112-10 |
113-21 |
117-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-01 |
117-01 |
4-00 |
3.3% |
1-07 |
1.0% |
100% |
True |
False |
258,778 |
| 10 |
121-01 |
117-01 |
4-00 |
3.3% |
1-06 |
1.0% |
100% |
True |
False |
262,214 |
| 20 |
121-01 |
117-01 |
4-00 |
3.3% |
1-09 |
1.1% |
100% |
True |
False |
250,312 |
| 40 |
123-02 |
117-01 |
6-02 |
5.0% |
1-09 |
1.0% |
66% |
False |
False |
234,481 |
| 60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-09 |
1.1% |
66% |
False |
False |
221,371 |
| 80 |
123-02 |
113-16 |
9-18 |
7.9% |
1-12 |
1.1% |
78% |
False |
False |
168,046 |
| 100 |
123-02 |
113-16 |
9-18 |
7.9% |
1-12 |
1.1% |
78% |
False |
False |
134,476 |
| 120 |
123-02 |
110-08 |
12-26 |
10.6% |
1-11 |
1.1% |
84% |
False |
False |
112,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-10 |
|
2.618 |
123-21 |
|
1.618 |
122-21 |
|
1.000 |
122-01 |
|
0.618 |
121-21 |
|
HIGH |
121-01 |
|
0.618 |
120-20 |
|
0.500 |
120-17 |
|
0.382 |
120-13 |
|
LOW |
120-00 |
|
0.618 |
119-13 |
|
1.000 |
119-00 |
|
1.618 |
118-12 |
|
2.618 |
117-12 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-27 |
120-17 |
| PP |
120-22 |
120-01 |
| S1 |
120-17 |
119-18 |
|