ECBOT 30 Year Treasury Bond Future March 2010
| 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 |
119-21 |
119-02 |
-0-19 |
-0.5% |
122-11 |
| High |
119-27 |
119-12 |
-0-15 |
-0.4% |
122-24 |
| Low |
118-20 |
117-28 |
-0-24 |
-0.6% |
118-15 |
| Close |
119-09 |
118-13 |
-0-28 |
-0.7% |
118-26 |
| Range |
1-07 |
1-16 |
0-09 |
23.1% |
4-09 |
| ATR |
1-06 |
1-06 |
0-01 |
2.0% |
0-00 |
| Volume |
212,310 |
231,145 |
18,835 |
8.9% |
1,162,964 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-02 |
122-07 |
119-07 |
|
| R3 |
121-18 |
120-23 |
118-26 |
|
| R2 |
120-02 |
120-02 |
118-22 |
|
| R1 |
119-07 |
119-07 |
118-17 |
118-28 |
| PP |
118-18 |
118-18 |
118-18 |
118-12 |
| S1 |
117-23 |
117-23 |
118-09 |
117-12 |
| S2 |
117-02 |
117-02 |
118-04 |
|
| S3 |
115-18 |
116-07 |
118-00 |
|
| S4 |
114-02 |
114-23 |
117-19 |
|
|
| 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 |
120-12 |
117-28 |
2-16 |
2.1% |
1-11 |
1.1% |
21% |
False |
True |
239,855 |
| 10 |
123-00 |
117-28 |
5-04 |
4.3% |
1-08 |
1.0% |
10% |
False |
True |
236,748 |
| 20 |
123-00 |
116-16 |
6-16 |
5.5% |
1-06 |
1.0% |
29% |
False |
False |
154,131 |
| 40 |
123-00 |
116-16 |
6-16 |
5.5% |
1-05 |
1.0% |
29% |
False |
False |
77,871 |
| 60 |
123-03 |
116-16 |
6-19 |
5.6% |
1-04 |
1.0% |
29% |
False |
False |
51,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-24 |
|
2.618 |
123-10 |
|
1.618 |
121-26 |
|
1.000 |
120-28 |
|
0.618 |
120-10 |
|
HIGH |
119-12 |
|
0.618 |
118-26 |
|
0.500 |
118-20 |
|
0.382 |
118-14 |
|
LOW |
117-28 |
|
0.618 |
116-30 |
|
1.000 |
116-12 |
|
1.618 |
115-14 |
|
2.618 |
113-30 |
|
4.250 |
111-16 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-20 |
119-02 |
| PP |
118-18 |
118-27 |
| S1 |
118-15 |
118-20 |
|