ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 27-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2009 |
27-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
121-05 |
121-20 |
0-15 |
0.4% |
120-04 |
| High |
121-29 |
123-00 |
1-03 |
0.9% |
123-00 |
| Low |
120-19 |
121-20 |
1-01 |
0.9% |
119-12 |
| Close |
121-18 |
122-20 |
1-02 |
0.9% |
122-20 |
| Range |
1-10 |
1-12 |
0-02 |
4.8% |
3-20 |
| ATR |
1-04 |
1-05 |
0-01 |
2.0% |
0-00 |
| Volume |
328,279 |
297,153 |
-31,126 |
-9.5% |
911,217 |
|
| Daily Pivots for day following 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-17 |
125-31 |
123-12 |
|
| R3 |
125-05 |
124-19 |
123-00 |
|
| R2 |
123-25 |
123-25 |
122-28 |
|
| R1 |
123-07 |
123-07 |
122-24 |
123-16 |
| PP |
122-13 |
122-13 |
122-13 |
122-18 |
| S1 |
121-27 |
121-27 |
122-16 |
122-04 |
| S2 |
121-01 |
121-01 |
122-12 |
|
| S3 |
119-21 |
120-15 |
122-08 |
|
| S4 |
118-09 |
119-03 |
121-28 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-17 |
131-07 |
124-20 |
|
| R3 |
128-29 |
127-19 |
123-20 |
|
| R2 |
125-09 |
125-09 |
123-09 |
|
| R1 |
123-31 |
123-31 |
122-31 |
124-20 |
| PP |
121-21 |
121-21 |
121-21 |
122-00 |
| S1 |
120-11 |
120-11 |
122-09 |
121-00 |
| S2 |
118-01 |
118-01 |
121-31 |
|
| S3 |
114-13 |
116-23 |
121-20 |
|
| S4 |
110-25 |
113-03 |
120-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-00 |
119-12 |
3-20 |
3.0% |
1-02 |
0.9% |
90% |
True |
False |
193,683 |
| 10 |
123-00 |
117-31 |
5-01 |
4.1% |
1-02 |
0.9% |
93% |
True |
False |
101,174 |
| 20 |
123-00 |
116-16 |
6-16 |
5.3% |
1-04 |
0.9% |
94% |
True |
False |
51,737 |
| 40 |
123-03 |
116-16 |
6-19 |
5.4% |
1-04 |
0.9% |
93% |
False |
False |
26,191 |
| 60 |
123-03 |
116-16 |
6-19 |
5.4% |
1-03 |
0.9% |
93% |
False |
False |
17,467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-27 |
|
2.618 |
126-19 |
|
1.618 |
125-07 |
|
1.000 |
124-12 |
|
0.618 |
123-27 |
|
HIGH |
123-00 |
|
0.618 |
122-15 |
|
0.500 |
122-10 |
|
0.382 |
122-05 |
|
LOW |
121-20 |
|
0.618 |
120-25 |
|
1.000 |
120-08 |
|
1.618 |
119-13 |
|
2.618 |
118-01 |
|
4.250 |
115-25 |
|
|
| Fisher Pivots for day following 27-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-17 |
122-10 |
| PP |
122-13 |
121-31 |
| S1 |
122-10 |
121-20 |
|