ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
123-01 |
122-01 |
-1-00 |
-0.8% |
120-02 |
| High |
123-01 |
122-02 |
-0-30 |
-0.8% |
123-02 |
| Low |
122-00 |
121-03 |
-0-30 |
-0.8% |
120-00 |
| Close |
122-01 |
121-03 |
-0-30 |
-0.8% |
123-01 |
| Range |
1-00 |
1-00 |
-0-01 |
-3.1% |
3-02 |
| ATR |
1-04 |
1-04 |
0-00 |
-1.0% |
0-00 |
| Volume |
88,702 |
71,782 |
-16,920 |
-19.1% |
1,630,786 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-23 |
121-20 |
|
| R3 |
123-12 |
122-24 |
121-12 |
|
| R2 |
122-13 |
122-13 |
121-09 |
|
| R1 |
121-24 |
121-24 |
121-06 |
121-19 |
| PP |
121-14 |
121-14 |
121-14 |
121-11 |
| S1 |
120-24 |
120-24 |
121-00 |
120-19 |
| S2 |
120-14 |
120-14 |
120-29 |
|
| S3 |
119-14 |
119-25 |
120-26 |
|
| S4 |
118-15 |
118-26 |
120-18 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-06 |
130-05 |
124-22 |
|
| R3 |
128-04 |
127-03 |
123-27 |
|
| R2 |
125-03 |
125-03 |
123-19 |
|
| R1 |
124-02 |
124-02 |
123-10 |
124-18 |
| PP |
122-01 |
122-01 |
122-01 |
122-09 |
| S1 |
121-00 |
121-00 |
122-24 |
121-16 |
| S2 |
118-31 |
118-31 |
122-15 |
|
| S3 |
115-29 |
117-30 |
122-06 |
|
| S4 |
112-28 |
114-28 |
121-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-02 |
121-01 |
2-01 |
1.7% |
1-00 |
0.8% |
3% |
False |
False |
258,940 |
| 10 |
123-02 |
120-00 |
3-02 |
2.5% |
1-00 |
0.8% |
36% |
False |
False |
280,898 |
| 20 |
123-02 |
117-01 |
6-01 |
5.0% |
1-03 |
0.9% |
67% |
False |
False |
271,556 |
| 40 |
123-02 |
117-01 |
6-01 |
5.0% |
1-08 |
1.0% |
67% |
False |
False |
251,070 |
| 60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-08 |
1.0% |
67% |
False |
False |
235,152 |
| 80 |
123-02 |
114-22 |
8-12 |
6.9% |
1-09 |
1.1% |
76% |
False |
False |
203,080 |
| 100 |
123-02 |
113-16 |
9-18 |
7.9% |
1-12 |
1.1% |
79% |
False |
False |
162,553 |
| 120 |
123-02 |
112-15 |
10-20 |
8.8% |
1-11 |
1.1% |
81% |
False |
False |
135,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-08 |
|
2.618 |
124-21 |
|
1.618 |
123-21 |
|
1.000 |
123-02 |
|
0.618 |
122-22 |
|
HIGH |
122-02 |
|
0.618 |
121-22 |
|
0.500 |
121-19 |
|
0.382 |
121-15 |
|
LOW |
121-03 |
|
0.618 |
120-16 |
|
1.000 |
120-04 |
|
1.618 |
119-16 |
|
2.618 |
118-17 |
|
4.250 |
116-29 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-19 |
122-02 |
| PP |
121-14 |
121-24 |
| S1 |
121-08 |
121-13 |
|