ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
119-25 |
119-13 |
-0-12 |
-0.3% |
118-09 |
| High |
119-25 |
119-22 |
-0-03 |
-0.1% |
119-19 |
| Low |
118-29 |
118-05 |
-0-24 |
-0.6% |
117-05 |
| Close |
119-03 |
118-11 |
-0-24 |
-0.6% |
119-16 |
| Range |
0-28 |
1-17 |
0-21 |
75.0% |
2-14 |
| ATR |
1-05 |
1-06 |
0-01 |
2.3% |
0-00 |
| Volume |
759 |
1,156 |
397 |
52.3% |
3,925 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-10 |
122-12 |
119-06 |
|
| R3 |
121-25 |
120-27 |
118-24 |
|
| R2 |
120-08 |
120-08 |
118-20 |
|
| R1 |
119-10 |
119-10 |
118-15 |
119-00 |
| PP |
118-23 |
118-23 |
118-23 |
118-19 |
| S1 |
117-25 |
117-25 |
118-07 |
117-16 |
| S2 |
117-06 |
117-06 |
118-02 |
|
| S3 |
115-21 |
116-08 |
117-30 |
|
| S4 |
114-04 |
114-23 |
117-16 |
|
|
| Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-02 |
125-07 |
120-27 |
|
| R3 |
123-20 |
122-25 |
120-05 |
|
| R2 |
121-06 |
121-06 |
119-30 |
|
| R1 |
120-11 |
120-11 |
119-23 |
120-24 |
| PP |
118-24 |
118-24 |
118-24 |
118-31 |
| S1 |
117-29 |
117-29 |
119-09 |
118-10 |
| S2 |
116-10 |
116-10 |
119-02 |
|
| S3 |
113-28 |
115-15 |
118-27 |
|
| S4 |
111-14 |
113-01 |
118-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-06 |
|
2.618 |
123-22 |
|
1.618 |
122-05 |
|
1.000 |
121-07 |
|
0.618 |
120-20 |
|
HIGH |
119-22 |
|
0.618 |
119-03 |
|
0.500 |
118-30 |
|
0.382 |
118-24 |
|
LOW |
118-05 |
|
0.618 |
117-07 |
|
1.000 |
116-20 |
|
1.618 |
115-22 |
|
2.618 |
114-05 |
|
4.250 |
111-21 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
118-31 |
| PP |
118-23 |
118-24 |
| S1 |
118-17 |
118-18 |
|