ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-08 |
119-21 |
0-13 |
0.3% |
122-11 |
| High |
120-08 |
119-27 |
-0-13 |
-0.3% |
122-24 |
| Low |
119-04 |
118-20 |
-0-16 |
-0.4% |
118-15 |
| Close |
119-21 |
119-09 |
-0-12 |
-0.3% |
118-26 |
| Range |
1-04 |
1-07 |
0-03 |
8.3% |
4-09 |
| ATR |
1-06 |
1-06 |
0-00 |
0.3% |
0-00 |
| Volume |
189,551 |
212,310 |
22,759 |
12.0% |
1,162,964 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-10 |
119-30 |
|
| R3 |
121-22 |
121-03 |
119-20 |
|
| R2 |
120-15 |
120-15 |
119-16 |
|
| R1 |
119-28 |
119-28 |
119-13 |
119-18 |
| PP |
119-08 |
119-08 |
119-08 |
119-03 |
| S1 |
118-21 |
118-21 |
119-05 |
118-11 |
| S2 |
118-01 |
118-01 |
119-02 |
|
| S3 |
116-26 |
117-14 |
118-30 |
|
| S4 |
115-19 |
116-07 |
118-20 |
|
|
| 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 |
121-12 |
118-15 |
2-29 |
2.4% |
1-12 |
1.1% |
28% |
False |
False |
246,756 |
| 10 |
123-00 |
118-15 |
4-17 |
3.8% |
1-07 |
1.0% |
18% |
False |
False |
246,461 |
| 20 |
123-00 |
116-16 |
6-16 |
5.4% |
1-05 |
1.0% |
43% |
False |
False |
142,755 |
| 40 |
123-00 |
116-16 |
6-16 |
5.4% |
1-04 |
1.0% |
43% |
False |
False |
72,096 |
| 60 |
123-03 |
116-16 |
6-19 |
5.5% |
1-04 |
1.0% |
42% |
False |
False |
48,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-01 |
|
2.618 |
123-01 |
|
1.618 |
121-26 |
|
1.000 |
121-02 |
|
0.618 |
120-19 |
|
HIGH |
119-27 |
|
0.618 |
119-12 |
|
0.500 |
119-08 |
|
0.382 |
119-03 |
|
LOW |
118-20 |
|
0.618 |
117-28 |
|
1.000 |
117-13 |
|
1.618 |
116-21 |
|
2.618 |
115-14 |
|
4.250 |
113-14 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-08 |
119-13 |
| PP |
119-08 |
119-12 |
| S1 |
119-08 |
119-10 |
|