ECBOT 30 Year Treasury Bond Future December 2009
| 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 |
120-03 |
121-02 |
0-31 |
0.8% |
119-01 |
| High |
121-02 |
122-02 |
0-31 |
0.8% |
121-01 |
| Low |
120-03 |
121-01 |
0-30 |
0.8% |
119-01 |
| Close |
121-02 |
122-01 |
0-31 |
0.8% |
120-03 |
| Range |
1-00 |
1-01 |
0-01 |
4.1% |
2-00 |
| ATR |
1-06 |
1-05 |
0-00 |
-0.9% |
0-00 |
| Volume |
426,425 |
493,175 |
66,750 |
15.7% |
1,346,861 |
|
| Daily Pivots for day following 25-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-25 |
124-13 |
122-19 |
|
| R3 |
123-24 |
123-13 |
122-10 |
|
| R2 |
122-23 |
122-23 |
122-07 |
|
| R1 |
122-12 |
122-12 |
122-04 |
122-18 |
| PP |
121-22 |
121-22 |
121-22 |
121-25 |
| S1 |
121-11 |
121-11 |
121-30 |
121-17 |
| S2 |
120-22 |
120-22 |
121-27 |
|
| S3 |
119-21 |
120-10 |
121-24 |
|
| S4 |
118-20 |
119-09 |
121-15 |
|
|
| 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 |
122-02 |
120-00 |
2-02 |
1.7% |
1-00 |
0.8% |
98% |
True |
False |
350,011 |
| 10 |
122-02 |
117-01 |
5-01 |
4.1% |
1-03 |
0.9% |
99% |
True |
False |
303,257 |
| 20 |
122-02 |
117-01 |
5-01 |
4.1% |
1-06 |
1.0% |
99% |
True |
False |
282,227 |
| 40 |
123-02 |
117-01 |
6-02 |
5.0% |
1-09 |
1.0% |
82% |
False |
False |
254,884 |
| 60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-08 |
1.0% |
82% |
False |
False |
233,703 |
| 80 |
123-02 |
113-16 |
9-18 |
7.8% |
1-10 |
1.1% |
89% |
False |
False |
193,098 |
| 100 |
123-02 |
113-16 |
9-18 |
7.8% |
1-12 |
1.1% |
89% |
False |
False |
154,542 |
| 120 |
123-02 |
110-08 |
12-26 |
10.5% |
1-11 |
1.1% |
92% |
False |
False |
128,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-13 |
|
2.618 |
124-23 |
|
1.618 |
123-23 |
|
1.000 |
123-02 |
|
0.618 |
122-22 |
|
HIGH |
122-02 |
|
0.618 |
121-21 |
|
0.500 |
121-17 |
|
0.382 |
121-13 |
|
LOW |
121-01 |
|
0.618 |
120-13 |
|
1.000 |
120-00 |
|
1.618 |
119-12 |
|
2.618 |
118-11 |
|
4.250 |
116-21 |
|
|
| Fisher Pivots for day following 25-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-27 |
121-22 |
| PP |
121-22 |
121-11 |
| S1 |
121-17 |
121-01 |
|