ECBOT 30 Year Treasury Bond Future June 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 |
114-16 |
113-16 |
-1-00 |
-0.9% |
115-18 |
| High |
114-16 |
113-22 |
-0-26 |
-0.7% |
115-23 |
| Low |
114-16 |
113-15 |
-1-01 |
-0.9% |
114-14 |
| Close |
113-25 |
113-17 |
-0-08 |
-0.2% |
113-25 |
| Range |
0-00 |
0-07 |
0-07 |
|
1-09 |
| ATR |
0-25 |
0-24 |
-0-01 |
-4.3% |
0-00 |
| Volume |
0 |
22 |
22 |
|
24 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-07 |
114-03 |
113-21 |
|
| R3 |
114-00 |
113-28 |
113-19 |
|
| R2 |
113-25 |
113-25 |
113-18 |
|
| R1 |
113-21 |
113-21 |
113-18 |
113-23 |
| PP |
113-18 |
113-18 |
113-18 |
113-19 |
| S1 |
113-14 |
113-14 |
113-16 |
113-16 |
| S2 |
113-11 |
113-11 |
113-16 |
|
| S3 |
113-04 |
113-07 |
113-15 |
|
| S4 |
112-29 |
113-00 |
113-13 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
117-13 |
114-16 |
|
| R3 |
117-07 |
116-04 |
114-04 |
|
| R2 |
115-30 |
115-30 |
114-01 |
|
| R1 |
114-27 |
114-27 |
113-29 |
114-24 |
| PP |
114-21 |
114-21 |
114-21 |
114-19 |
| S1 |
113-18 |
113-18 |
113-21 |
113-15 |
| S2 |
113-12 |
113-12 |
113-17 |
|
| S3 |
112-03 |
112-09 |
113-14 |
|
| S4 |
110-26 |
111-00 |
113-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-20 |
|
2.618 |
114-08 |
|
1.618 |
114-01 |
|
1.000 |
113-29 |
|
0.618 |
113-26 |
|
HIGH |
113-22 |
|
0.618 |
113-19 |
|
0.500 |
113-18 |
|
0.382 |
113-18 |
|
LOW |
113-15 |
|
0.618 |
113-11 |
|
1.000 |
113-08 |
|
1.618 |
113-04 |
|
2.618 |
112-29 |
|
4.250 |
112-17 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
114-06 |
| PP |
113-18 |
113-31 |
| S1 |
113-18 |
113-24 |
|