ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
120-05 |
118-26 |
-1-11 |
-1.1% |
122-11 |
| High |
120-12 |
119-19 |
-0-25 |
-0.6% |
122-24 |
| Low |
118-15 |
118-18 |
0-03 |
0.1% |
118-15 |
| Close |
118-26 |
119-04 |
0-10 |
0.3% |
118-26 |
| Range |
1-29 |
1-01 |
-0-28 |
-45.9% |
4-09 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.9% |
0-00 |
| Volume |
291,908 |
274,361 |
-17,547 |
-6.0% |
1,162,964 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
121-22 |
119-22 |
|
| R3 |
121-05 |
120-21 |
119-13 |
|
| R2 |
120-04 |
120-04 |
119-10 |
|
| R1 |
119-20 |
119-20 |
119-07 |
119-28 |
| PP |
119-03 |
119-03 |
119-03 |
119-07 |
| S1 |
118-19 |
118-19 |
119-01 |
118-27 |
| S2 |
118-02 |
118-02 |
118-30 |
|
| S3 |
117-01 |
117-18 |
118-27 |
|
| S4 |
116-00 |
116-17 |
118-18 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-27 |
130-04 |
121-05 |
|
| R3 |
128-18 |
125-27 |
120-00 |
|
| R2 |
124-09 |
124-09 |
119-19 |
|
| R1 |
121-18 |
121-18 |
119-07 |
120-25 |
| PP |
120-00 |
120-00 |
120-00 |
119-20 |
| S1 |
117-09 |
117-09 |
118-13 |
116-16 |
| S2 |
115-23 |
115-23 |
118-01 |
|
| S3 |
111-14 |
113-00 |
117-20 |
|
| S4 |
107-05 |
108-23 |
116-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-21 |
118-15 |
4-06 |
3.5% |
1-10 |
1.1% |
16% |
False |
False |
255,939 |
| 10 |
123-00 |
118-15 |
4-17 |
3.8% |
1-06 |
1.0% |
14% |
False |
False |
234,854 |
| 20 |
123-00 |
116-16 |
6-16 |
5.5% |
1-05 |
1.0% |
40% |
False |
False |
123,199 |
| 40 |
123-00 |
116-16 |
6-16 |
5.5% |
1-04 |
0.9% |
40% |
False |
False |
62,092 |
| 60 |
123-03 |
116-16 |
6-19 |
5.5% |
1-03 |
0.9% |
40% |
False |
False |
41,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-31 |
|
2.618 |
122-09 |
|
1.618 |
121-08 |
|
1.000 |
120-20 |
|
0.618 |
120-07 |
|
HIGH |
119-19 |
|
0.618 |
119-06 |
|
0.500 |
119-02 |
|
0.382 |
118-31 |
|
LOW |
118-18 |
|
0.618 |
117-30 |
|
1.000 |
117-17 |
|
1.618 |
116-29 |
|
2.618 |
115-28 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
119-30 |
| PP |
119-03 |
119-21 |
| S1 |
119-02 |
119-12 |
|