ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-28 |
116-00 |
-0-28 |
-0.7% |
117-21 |
| High |
117-00 |
116-21 |
-0-11 |
-0.3% |
119-08 |
| Low |
115-30 |
115-25 |
-0-05 |
-0.1% |
117-06 |
| Close |
116-03 |
115-30 |
-0-05 |
-0.1% |
118-08 |
| Range |
1-02 |
0-28 |
-0-06 |
-17.6% |
2-02 |
| ATR |
1-06 |
1-06 |
-0-01 |
-1.9% |
0-00 |
| Volume |
186,770 |
182,778 |
-3,992 |
-2.1% |
1,019,629 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
118-07 |
116-13 |
|
| R3 |
117-28 |
117-11 |
116-06 |
|
| R2 |
117-00 |
117-00 |
116-03 |
|
| R1 |
116-15 |
116-15 |
116-01 |
116-10 |
| PP |
116-04 |
116-04 |
116-04 |
116-01 |
| S1 |
115-19 |
115-19 |
115-27 |
115-14 |
| S2 |
115-08 |
115-08 |
115-25 |
|
| S3 |
114-12 |
114-23 |
115-22 |
|
| S4 |
113-16 |
113-27 |
115-15 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-13 |
123-13 |
119-12 |
|
| R3 |
122-11 |
121-11 |
118-26 |
|
| R2 |
120-09 |
120-09 |
118-20 |
|
| R1 |
119-09 |
119-09 |
118-14 |
119-25 |
| PP |
118-07 |
118-07 |
118-07 |
118-16 |
| S1 |
117-07 |
117-07 |
118-02 |
117-23 |
| S2 |
116-05 |
116-05 |
117-28 |
|
| S3 |
114-03 |
115-05 |
117-22 |
|
| S4 |
112-01 |
113-03 |
117-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-08 |
115-25 |
3-15 |
3.0% |
1-09 |
1.1% |
5% |
False |
True |
186,535 |
| 10 |
119-12 |
115-25 |
3-19 |
3.1% |
1-05 |
1.0% |
4% |
False |
True |
204,539 |
| 20 |
123-00 |
115-25 |
7-07 |
6.2% |
1-06 |
1.0% |
2% |
False |
True |
225,500 |
| 40 |
123-00 |
115-25 |
7-07 |
6.2% |
1-05 |
1.0% |
2% |
False |
True |
123,037 |
| 60 |
123-03 |
115-25 |
7-10 |
6.3% |
1-05 |
1.0% |
2% |
False |
True |
82,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-12 |
|
2.618 |
118-30 |
|
1.618 |
118-02 |
|
1.000 |
117-17 |
|
0.618 |
117-06 |
|
HIGH |
116-21 |
|
0.618 |
116-10 |
|
0.500 |
116-07 |
|
0.382 |
116-04 |
|
LOW |
115-25 |
|
0.618 |
115-08 |
|
1.000 |
114-29 |
|
1.618 |
114-12 |
|
2.618 |
113-16 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-07 |
117-04 |
| PP |
116-04 |
116-23 |
| S1 |
116-01 |
116-10 |
|