ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
120-01 |
120-00 |
-0-01 |
0.0% |
122-03 |
| High |
120-02 |
120-01 |
-0-01 |
0.0% |
123-01 |
| Low |
119-02 |
118-03 |
-1-00 |
-0.8% |
119-01 |
| Close |
120-01 |
119-01 |
-0-31 |
-0.8% |
119-02 |
| Range |
1-00 |
1-30 |
0-30 |
94.7% |
4-00 |
| ATR |
1-08 |
1-10 |
0-02 |
3.9% |
0-00 |
| Volume |
14,441 |
25,922 |
11,481 |
79.5% |
421,567 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-29 |
123-29 |
120-04 |
|
| R3 |
122-30 |
121-31 |
119-18 |
|
| R2 |
121-00 |
121-00 |
119-13 |
|
| R1 |
120-01 |
120-01 |
119-07 |
119-17 |
| PP |
119-02 |
119-02 |
119-02 |
118-26 |
| S1 |
118-02 |
118-02 |
118-28 |
117-19 |
| S2 |
117-03 |
117-03 |
118-22 |
|
| S3 |
115-05 |
116-04 |
118-16 |
|
| S4 |
113-07 |
114-06 |
117-31 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-13 |
129-24 |
121-09 |
|
| R3 |
128-13 |
125-24 |
120-05 |
|
| R2 |
124-12 |
124-12 |
119-26 |
|
| R1 |
121-23 |
121-23 |
119-14 |
121-02 |
| PP |
120-12 |
120-12 |
120-12 |
120-01 |
| S1 |
117-23 |
117-23 |
118-22 |
117-02 |
| S2 |
116-12 |
116-12 |
118-11 |
|
| S3 |
112-12 |
113-23 |
117-31 |
|
| S4 |
108-12 |
109-23 |
116-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
118-03 |
2-30 |
2.5% |
1-12 |
1.2% |
33% |
False |
True |
21,849 |
| 10 |
123-02 |
118-03 |
4-31 |
4.2% |
1-09 |
1.1% |
19% |
False |
True |
94,091 |
| 20 |
123-02 |
117-01 |
6-01 |
5.1% |
1-06 |
1.0% |
33% |
False |
False |
198,674 |
| 40 |
123-02 |
117-01 |
6-01 |
5.1% |
1-08 |
1.0% |
33% |
False |
False |
221,189 |
| 60 |
123-02 |
117-01 |
6-02 |
5.1% |
1-08 |
1.0% |
33% |
False |
False |
218,308 |
| 80 |
123-02 |
116-30 |
6-04 |
5.2% |
1-09 |
1.1% |
34% |
False |
False |
204,525 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
58% |
False |
False |
163,940 |
| 120 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
58% |
False |
False |
136,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-10 |
|
2.618 |
125-04 |
|
1.618 |
123-06 |
|
1.000 |
121-31 |
|
0.618 |
121-08 |
|
HIGH |
120-01 |
|
0.618 |
119-09 |
|
0.500 |
119-02 |
|
0.382 |
118-26 |
|
LOW |
118-03 |
|
0.618 |
116-28 |
|
1.000 |
116-04 |
|
1.618 |
114-30 |
|
2.618 |
113-00 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
119-17 |
| PP |
119-02 |
119-12 |
| S1 |
119-01 |
119-07 |
|