ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-29 |
115-10 |
-0-19 |
-0.5% |
118-10 |
| High |
116-03 |
115-12 |
-0-23 |
-0.6% |
118-14 |
| Low |
115-03 |
114-26 |
-0-09 |
-0.2% |
115-03 |
| Close |
115-07 |
115-00 |
-0-07 |
-0.2% |
115-07 |
| Range |
1-00 |
0-18 |
-0-14 |
-43.8% |
3-11 |
| ATR |
1-05 |
1-04 |
-0-01 |
-3.7% |
0-00 |
| Volume |
106,431 |
40,558 |
-65,873 |
-61.9% |
650,857 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
116-14 |
115-10 |
|
| R3 |
116-06 |
115-28 |
115-05 |
|
| R2 |
115-20 |
115-20 |
115-03 |
|
| R1 |
115-10 |
115-10 |
115-02 |
115-06 |
| PP |
115-02 |
115-02 |
115-02 |
115-00 |
| S1 |
114-24 |
114-24 |
114-30 |
114-20 |
| S2 |
114-16 |
114-16 |
114-29 |
|
| S3 |
113-30 |
114-06 |
114-27 |
|
| S4 |
113-12 |
113-20 |
114-22 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-09 |
124-03 |
117-02 |
|
| R3 |
122-30 |
120-24 |
116-04 |
|
| R2 |
119-19 |
119-19 |
115-27 |
|
| R1 |
117-13 |
117-13 |
115-17 |
116-26 |
| PP |
116-08 |
116-08 |
116-08 |
115-31 |
| S1 |
114-02 |
114-02 |
114-29 |
113-16 |
| S2 |
112-29 |
112-29 |
114-19 |
|
| S3 |
109-18 |
110-23 |
114-10 |
|
| S4 |
106-07 |
107-12 |
113-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-14 |
114-26 |
3-20 |
3.2% |
1-02 |
0.9% |
5% |
False |
True |
138,283 |
| 10 |
119-08 |
114-26 |
4-14 |
3.9% |
1-02 |
0.9% |
4% |
False |
True |
171,104 |
| 20 |
122-24 |
114-26 |
7-30 |
6.9% |
1-04 |
1.0% |
2% |
False |
True |
201,578 |
| 40 |
123-00 |
114-26 |
8-06 |
7.1% |
1-04 |
1.0% |
2% |
False |
True |
126,657 |
| 60 |
123-03 |
114-26 |
8-09 |
7.2% |
1-04 |
1.0% |
2% |
False |
True |
84,653 |
| 80 |
123-03 |
114-26 |
8-09 |
7.2% |
1-03 |
1.0% |
2% |
False |
True |
63,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-24 |
|
2.618 |
116-27 |
|
1.618 |
116-09 |
|
1.000 |
115-30 |
|
0.618 |
115-23 |
|
HIGH |
115-12 |
|
0.618 |
115-05 |
|
0.500 |
115-03 |
|
0.382 |
115-01 |
|
LOW |
114-26 |
|
0.618 |
114-15 |
|
1.000 |
114-08 |
|
1.618 |
113-29 |
|
2.618 |
113-11 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-03 |
115-24 |
| PP |
115-02 |
115-16 |
| S1 |
115-01 |
115-08 |
|