ECBOT 30 Year Treasury Bond Future March 2010
| 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 |
119-13 |
118-14 |
-0-31 |
-0.8% |
118-09 |
| High |
119-22 |
118-14 |
-1-08 |
-1.0% |
119-19 |
| Low |
118-05 |
117-04 |
-1-01 |
-0.9% |
117-05 |
| Close |
118-11 |
117-10 |
-1-01 |
-0.9% |
119-16 |
| Range |
1-17 |
1-10 |
-0-07 |
-14.3% |
2-14 |
| ATR |
1-06 |
1-06 |
0-00 |
0.8% |
0-00 |
| Volume |
1,156 |
1,036 |
-120 |
-10.4% |
3,925 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
120-24 |
118-01 |
|
| R3 |
120-08 |
119-14 |
117-22 |
|
| R2 |
118-30 |
118-30 |
117-18 |
|
| R1 |
118-04 |
118-04 |
117-14 |
117-28 |
| PP |
117-20 |
117-20 |
117-20 |
117-16 |
| S1 |
116-26 |
116-26 |
117-06 |
116-18 |
| S2 |
116-10 |
116-10 |
117-02 |
|
| S3 |
115-00 |
115-16 |
116-30 |
|
| S4 |
113-22 |
114-06 |
116-19 |
|
|
| 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 |
124-00 |
|
2.618 |
121-28 |
|
1.618 |
120-18 |
|
1.000 |
119-24 |
|
0.618 |
119-08 |
|
HIGH |
118-14 |
|
0.618 |
117-30 |
|
0.500 |
117-25 |
|
0.382 |
117-20 |
|
LOW |
117-04 |
|
0.618 |
116-10 |
|
1.000 |
115-26 |
|
1.618 |
115-00 |
|
2.618 |
113-22 |
|
4.250 |
111-18 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-25 |
118-14 |
| PP |
117-20 |
118-02 |
| S1 |
117-15 |
117-22 |
|