ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 23-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2009 |
23-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-02 |
0-00 |
0.0% |
119-01 |
| High |
121-01 |
121-00 |
-0-01 |
0.0% |
121-01 |
| Low |
120-01 |
120-00 |
-0-01 |
0.0% |
119-01 |
| Close |
120-03 |
120-03 |
0-00 |
0.0% |
120-03 |
| Range |
0-31 |
1-00 |
0-01 |
1.9% |
2-00 |
| ATR |
1-07 |
1-06 |
0-00 |
-1.3% |
0-00 |
| Volume |
301,307 |
271,487 |
-29,820 |
-9.9% |
1,346,861 |
|
| Daily Pivots for day following 23-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
122-23 |
120-20 |
|
| R3 |
122-12 |
121-23 |
120-12 |
|
| R2 |
121-12 |
121-12 |
120-09 |
|
| R1 |
120-23 |
120-23 |
120-06 |
121-02 |
| PP |
120-12 |
120-12 |
120-12 |
120-17 |
| S1 |
119-23 |
119-23 |
120-00 |
120-02 |
| S2 |
119-12 |
119-12 |
119-29 |
|
| S3 |
118-12 |
118-23 |
119-26 |
|
| S4 |
117-12 |
117-23 |
119-17 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-02 |
125-02 |
121-06 |
|
| R3 |
124-02 |
123-02 |
120-20 |
|
| R2 |
122-02 |
122-02 |
120-15 |
|
| R1 |
121-02 |
121-02 |
120-09 |
121-18 |
| PP |
120-02 |
120-02 |
120-02 |
120-10 |
| S1 |
119-02 |
119-02 |
119-29 |
119-18 |
| S2 |
118-02 |
118-02 |
119-23 |
|
| S3 |
116-01 |
117-02 |
119-17 |
|
| S4 |
114-01 |
115-02 |
119-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-01 |
120-00 |
1-01 |
0.9% |
1-00 |
0.8% |
8% |
False |
True |
280,350 |
| 10 |
121-01 |
117-01 |
4-00 |
3.3% |
1-03 |
0.9% |
76% |
False |
False |
257,655 |
| 20 |
121-01 |
117-01 |
4-00 |
3.3% |
1-08 |
1.0% |
76% |
False |
False |
260,127 |
| 40 |
123-02 |
117-01 |
6-02 |
5.0% |
1-08 |
1.0% |
51% |
False |
False |
240,014 |
| 60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-09 |
1.1% |
51% |
False |
False |
225,586 |
| 80 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
69% |
False |
False |
181,631 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.1% |
69% |
False |
False |
145,349 |
| 120 |
123-02 |
110-08 |
12-26 |
10.7% |
1-11 |
1.1% |
77% |
False |
False |
121,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-08 |
|
2.618 |
123-20 |
|
1.618 |
122-20 |
|
1.000 |
122-00 |
|
0.618 |
121-20 |
|
HIGH |
121-00 |
|
0.618 |
120-20 |
|
0.500 |
120-16 |
|
0.382 |
120-12 |
|
LOW |
120-00 |
|
0.618 |
119-12 |
|
1.000 |
119-00 |
|
1.618 |
118-12 |
|
2.618 |
117-12 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 23-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-16 |
120-17 |
| PP |
120-12 |
120-12 |
| S1 |
120-07 |
120-07 |
|