ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-08 |
115-24 |
-0-16 |
-0.4% |
117-20 |
| High |
116-16 |
117-13 |
0-29 |
0.8% |
118-18 |
| Low |
116-00 |
115-24 |
-0-08 |
-0.2% |
115-27 |
| Close |
115-31 |
117-14 |
1-15 |
1.3% |
116-12 |
| Range |
0-16 |
1-21 |
1-05 |
231.3% |
2-23 |
| ATR |
0-24 |
0-26 |
0-02 |
8.7% |
0-00 |
| Volume |
25 |
8 |
-17 |
-68.0% |
17 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-27 |
121-09 |
118-11 |
|
| R3 |
120-06 |
119-20 |
117-29 |
|
| R2 |
118-17 |
118-17 |
117-24 |
|
| R1 |
117-31 |
117-31 |
117-19 |
118-08 |
| PP |
116-28 |
116-28 |
116-28 |
117-00 |
| S1 |
116-10 |
116-10 |
117-09 |
116-19 |
| S2 |
115-07 |
115-07 |
117-04 |
|
| S3 |
113-18 |
114-21 |
116-31 |
|
| S4 |
111-29 |
113-00 |
116-17 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-03 |
123-14 |
117-28 |
|
| R3 |
122-12 |
120-23 |
117-04 |
|
| R2 |
119-21 |
119-21 |
116-28 |
|
| R1 |
118-00 |
118-00 |
116-20 |
117-15 |
| PP |
116-30 |
116-30 |
116-30 |
116-21 |
| S1 |
115-09 |
115-09 |
116-04 |
114-24 |
| S2 |
114-07 |
114-07 |
115-28 |
|
| S3 |
111-16 |
112-18 |
115-20 |
|
| S4 |
108-25 |
109-27 |
114-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-14 |
|
2.618 |
121-24 |
|
1.618 |
120-03 |
|
1.000 |
119-02 |
|
0.618 |
118-14 |
|
HIGH |
117-13 |
|
0.618 |
116-25 |
|
0.500 |
116-18 |
|
0.382 |
116-12 |
|
LOW |
115-24 |
|
0.618 |
114-23 |
|
1.000 |
114-03 |
|
1.618 |
113-02 |
|
2.618 |
111-13 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-05 |
117-05 |
| PP |
116-28 |
116-28 |
| S1 |
116-18 |
116-18 |
|