ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
115-29 |
-0-03 |
-0.1% |
117-21 |
| High |
116-21 |
116-03 |
-0-18 |
-0.5% |
119-08 |
| Low |
115-25 |
115-03 |
-0-22 |
-0.6% |
117-06 |
| Close |
115-30 |
115-07 |
-0-23 |
-0.6% |
118-08 |
| Range |
0-28 |
1-00 |
0-04 |
14.3% |
2-02 |
| ATR |
1-06 |
1-05 |
0-00 |
-1.0% |
0-00 |
| Volume |
182,778 |
106,431 |
-76,347 |
-41.8% |
1,019,629 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-15 |
117-27 |
115-25 |
|
| R3 |
117-15 |
116-27 |
115-16 |
|
| R2 |
116-15 |
116-15 |
115-13 |
|
| R1 |
115-27 |
115-27 |
115-10 |
115-21 |
| PP |
115-15 |
115-15 |
115-15 |
115-12 |
| S1 |
114-27 |
114-27 |
115-04 |
114-21 |
| S2 |
114-15 |
114-15 |
115-01 |
|
| S3 |
113-15 |
113-27 |
114-30 |
|
| S4 |
112-15 |
112-27 |
114-21 |
|
|
| 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 |
115-03 |
4-05 |
3.6% |
1-06 |
1.0% |
3% |
False |
True |
171,960 |
| 10 |
119-08 |
115-03 |
4-05 |
3.6% |
1-04 |
1.0% |
3% |
False |
True |
192,067 |
| 20 |
123-00 |
115-03 |
7-29 |
6.9% |
1-06 |
1.0% |
2% |
False |
True |
214,408 |
| 40 |
123-00 |
115-03 |
7-29 |
6.9% |
1-05 |
1.0% |
2% |
False |
True |
125,684 |
| 60 |
123-03 |
115-03 |
8-00 |
6.9% |
1-05 |
1.0% |
2% |
False |
True |
83,978 |
| 80 |
123-03 |
115-03 |
8-00 |
6.9% |
1-03 |
0.9% |
2% |
False |
True |
62,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-11 |
|
2.618 |
118-23 |
|
1.618 |
117-23 |
|
1.000 |
117-03 |
|
0.618 |
116-23 |
|
HIGH |
116-03 |
|
0.618 |
115-23 |
|
0.500 |
115-19 |
|
0.382 |
115-15 |
|
LOW |
115-03 |
|
0.618 |
114-15 |
|
1.000 |
114-03 |
|
1.618 |
113-15 |
|
2.618 |
112-15 |
|
4.250 |
110-27 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-19 |
116-02 |
| PP |
115-15 |
115-25 |
| S1 |
115-11 |
115-16 |
|