ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
117-21 |
-0-18 |
-0.5% |
118-26 |
| High |
118-11 |
118-07 |
-0-04 |
-0.1% |
120-08 |
| Low |
117-05 |
117-17 |
0-12 |
0.3% |
117-05 |
| Close |
117-27 |
118-01 |
0-06 |
0.2% |
117-27 |
| Range |
1-06 |
0-22 |
-0-16 |
-42.1% |
3-03 |
| ATR |
1-07 |
1-05 |
-0-01 |
-3.1% |
0-00 |
| Volume |
250,193 |
278,380 |
28,187 |
11.3% |
1,157,560 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-00 |
119-22 |
118-13 |
|
| R3 |
119-10 |
119-00 |
118-07 |
|
| R2 |
118-20 |
118-20 |
118-05 |
|
| R1 |
118-10 |
118-10 |
118-03 |
118-15 |
| PP |
117-30 |
117-30 |
117-30 |
118-00 |
| S1 |
117-20 |
117-20 |
117-31 |
117-25 |
| S2 |
117-08 |
117-08 |
117-29 |
|
| S3 |
116-18 |
116-30 |
117-27 |
|
| S4 |
115-28 |
116-08 |
117-21 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-22 |
125-28 |
119-17 |
|
| R3 |
124-19 |
122-25 |
118-22 |
|
| R2 |
121-16 |
121-16 |
118-13 |
|
| R1 |
119-22 |
119-22 |
118-04 |
119-02 |
| PP |
118-13 |
118-13 |
118-13 |
118-03 |
| S1 |
116-19 |
116-19 |
117-18 |
115-30 |
| S2 |
115-10 |
115-10 |
117-09 |
|
| S3 |
112-07 |
113-16 |
117-00 |
|
| S4 |
109-04 |
110-13 |
116-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-08 |
117-05 |
3-03 |
2.6% |
1-05 |
1.0% |
28% |
False |
False |
232,315 |
| 10 |
122-21 |
117-05 |
5-16 |
4.7% |
1-07 |
1.0% |
16% |
False |
False |
244,127 |
| 20 |
123-00 |
117-05 |
5-27 |
5.0% |
1-04 |
1.0% |
15% |
False |
False |
180,321 |
| 40 |
123-00 |
116-16 |
6-16 |
5.5% |
1-05 |
1.0% |
24% |
False |
False |
91,074 |
| 60 |
123-03 |
116-16 |
6-19 |
5.6% |
1-04 |
1.0% |
23% |
False |
False |
60,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
120-01 |
|
1.618 |
119-11 |
|
1.000 |
118-29 |
|
0.618 |
118-21 |
|
HIGH |
118-07 |
|
0.618 |
117-31 |
|
0.500 |
117-28 |
|
0.382 |
117-25 |
|
LOW |
117-17 |
|
0.618 |
117-03 |
|
1.000 |
116-27 |
|
1.618 |
116-13 |
|
2.618 |
115-23 |
|
4.250 |
114-20 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
118-08 |
| PP |
117-30 |
118-06 |
| S1 |
117-28 |
118-04 |
|