ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122-01 |
122-00 |
-0-01 |
0.0% |
120-02 |
| High |
122-02 |
122-00 |
-0-02 |
-0.1% |
123-02 |
| Low |
121-03 |
120-02 |
-1-01 |
-0.9% |
120-00 |
| Close |
121-03 |
120-03 |
-1-00 |
-0.8% |
123-01 |
| Range |
1-00 |
1-30 |
0-31 |
97.8% |
3-02 |
| ATR |
1-04 |
1-06 |
0-02 |
5.2% |
0-00 |
| Volume |
71,782 |
30,142 |
-41,640 |
-58.0% |
1,630,786 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-18 |
125-09 |
121-05 |
|
| R3 |
124-20 |
123-11 |
120-20 |
|
| R2 |
122-21 |
122-21 |
120-15 |
|
| R1 |
121-12 |
121-12 |
120-09 |
121-02 |
| PP |
120-23 |
120-23 |
120-23 |
120-18 |
| S1 |
119-14 |
119-14 |
119-29 |
119-03 |
| S2 |
118-25 |
118-25 |
119-24 |
|
| S3 |
116-27 |
117-16 |
119-18 |
|
| S4 |
114-28 |
115-17 |
119-01 |
|
|
| 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 |
120-02 |
3-00 |
2.5% |
1-06 |
1.0% |
1% |
False |
True |
166,333 |
| 10 |
123-02 |
120-00 |
3-02 |
2.5% |
1-03 |
0.9% |
3% |
False |
False |
258,172 |
| 20 |
123-02 |
117-01 |
6-01 |
5.0% |
1-03 |
0.9% |
51% |
False |
False |
260,410 |
| 40 |
123-02 |
117-01 |
6-01 |
5.0% |
1-08 |
1.1% |
51% |
False |
False |
246,618 |
| 60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-08 |
1.0% |
51% |
False |
False |
232,715 |
| 80 |
123-02 |
114-22 |
8-12 |
7.0% |
1-09 |
1.1% |
64% |
False |
False |
203,446 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-12 |
1.1% |
69% |
False |
False |
162,854 |
| 120 |
123-02 |
112-15 |
10-20 |
8.8% |
1-11 |
1.1% |
72% |
False |
False |
135,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-09 |
|
2.618 |
127-03 |
|
1.618 |
125-05 |
|
1.000 |
123-31 |
|
0.618 |
123-07 |
|
HIGH |
122-00 |
|
0.618 |
121-09 |
|
0.500 |
121-01 |
|
0.382 |
120-26 |
|
LOW |
120-02 |
|
0.618 |
118-27 |
|
1.000 |
118-04 |
|
1.618 |
116-29 |
|
2.618 |
114-31 |
|
4.250 |
111-25 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-01 |
121-18 |
| PP |
120-23 |
121-02 |
| S1 |
120-13 |
120-19 |
|