ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
121-18 |
121-11 |
-0-07 |
-0.2% |
120-04 |
| High |
122-03 |
121-12 |
-0-23 |
-0.6% |
123-00 |
| Low |
121-07 |
119-26 |
-1-13 |
-1.2% |
119-12 |
| Close |
121-07 |
120-06 |
-1-01 |
-0.9% |
122-20 |
| Range |
0-28 |
1-18 |
0-22 |
78.6% |
3-20 |
| ATR |
1-03 |
1-04 |
0-01 |
3.0% |
0-00 |
| Volume |
238,020 |
265,654 |
27,634 |
11.6% |
911,217 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-05 |
124-07 |
121-02 |
|
| R3 |
123-19 |
122-21 |
120-20 |
|
| R2 |
122-01 |
122-01 |
120-15 |
|
| R1 |
121-03 |
121-03 |
120-11 |
120-25 |
| PP |
120-15 |
120-15 |
120-15 |
120-10 |
| S1 |
119-17 |
119-17 |
120-01 |
119-07 |
| S2 |
118-29 |
118-29 |
119-29 |
|
| S3 |
117-11 |
117-31 |
119-24 |
|
| S4 |
115-25 |
116-13 |
119-10 |
|
|
| 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 |
119-26 |
3-06 |
2.7% |
1-04 |
0.9% |
12% |
False |
True |
233,641 |
| 10 |
123-00 |
119-12 |
3-20 |
3.0% |
1-02 |
0.9% |
22% |
False |
False |
185,115 |
| 20 |
123-00 |
116-16 |
6-16 |
5.4% |
1-03 |
0.9% |
57% |
False |
False |
95,107 |
| 40 |
123-00 |
116-16 |
6-16 |
5.4% |
1-05 |
1.0% |
57% |
False |
False |
47,942 |
| 60 |
123-03 |
116-16 |
6-19 |
5.5% |
1-04 |
0.9% |
56% |
False |
False |
31,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-00 |
|
2.618 |
125-15 |
|
1.618 |
123-29 |
|
1.000 |
122-30 |
|
0.618 |
122-11 |
|
HIGH |
121-12 |
|
0.618 |
120-25 |
|
0.500 |
120-19 |
|
0.382 |
120-13 |
|
LOW |
119-26 |
|
0.618 |
118-27 |
|
1.000 |
118-08 |
|
1.618 |
117-09 |
|
2.618 |
115-23 |
|
4.250 |
113-06 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-19 |
121-08 |
| PP |
120-15 |
120-28 |
| S1 |
120-10 |
120-17 |
|