ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-10 |
115-03 |
-0-07 |
-0.2% |
118-10 |
| High |
115-12 |
115-17 |
0-05 |
0.1% |
118-14 |
| Low |
114-26 |
114-26 |
0-00 |
0.0% |
115-03 |
| Close |
115-00 |
115-13 |
0-13 |
0.4% |
115-07 |
| Range |
0-18 |
0-23 |
0-05 |
27.8% |
3-11 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.5% |
0-00 |
| Volume |
40,558 |
81,929 |
41,371 |
102.0% |
650,857 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-13 |
117-04 |
115-26 |
|
| R3 |
116-22 |
116-13 |
115-19 |
|
| R2 |
115-31 |
115-31 |
115-17 |
|
| R1 |
115-22 |
115-22 |
115-15 |
115-26 |
| PP |
115-08 |
115-08 |
115-08 |
115-10 |
| S1 |
114-31 |
114-31 |
115-11 |
115-04 |
| S2 |
114-17 |
114-17 |
115-09 |
|
| S3 |
113-26 |
114-08 |
115-07 |
|
| S4 |
113-03 |
113-17 |
115-00 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-09 |
124-03 |
117-02 |
|
| R3 |
122-30 |
120-24 |
116-04 |
|
| R2 |
119-19 |
119-19 |
115-27 |
|
| R1 |
117-13 |
117-13 |
115-17 |
116-26 |
| PP |
116-08 |
116-08 |
116-08 |
115-31 |
| S1 |
114-02 |
114-02 |
114-29 |
113-16 |
| S2 |
112-29 |
112-29 |
114-19 |
|
| S3 |
109-18 |
110-23 |
114-10 |
|
| S4 |
106-07 |
107-12 |
113-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-00 |
114-26 |
2-06 |
1.9% |
0-27 |
0.7% |
27% |
False |
True |
119,693 |
| 10 |
119-08 |
114-26 |
4-14 |
3.8% |
1-02 |
0.9% |
13% |
False |
True |
151,459 |
| 20 |
122-21 |
114-26 |
7-27 |
6.8% |
1-04 |
1.0% |
8% |
False |
True |
197,793 |
| 40 |
123-00 |
114-26 |
8-06 |
7.1% |
1-04 |
1.0% |
7% |
False |
True |
128,688 |
| 60 |
123-00 |
114-26 |
8-06 |
7.1% |
1-04 |
1.0% |
7% |
False |
True |
86,013 |
| 80 |
123-03 |
114-26 |
8-09 |
7.2% |
1-03 |
0.9% |
7% |
False |
True |
64,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-19 |
|
2.618 |
117-13 |
|
1.618 |
116-22 |
|
1.000 |
116-08 |
|
0.618 |
115-31 |
|
HIGH |
115-17 |
|
0.618 |
115-08 |
|
0.500 |
115-06 |
|
0.382 |
115-03 |
|
LOW |
114-26 |
|
0.618 |
114-12 |
|
1.000 |
114-03 |
|
1.618 |
113-21 |
|
2.618 |
112-30 |
|
4.250 |
111-24 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-10 |
115-14 |
| PP |
115-08 |
115-14 |
| S1 |
115-06 |
115-14 |
|