ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
120-01 |
0-01 |
0.0% |
122-03 |
| High |
121-00 |
120-02 |
-0-30 |
-0.8% |
123-01 |
| Low |
120-00 |
119-02 |
-0-30 |
-0.8% |
119-01 |
| Close |
120-02 |
120-01 |
-0-01 |
0.0% |
119-02 |
| Range |
1-00 |
1-00 |
0-00 |
-0.3% |
4-00 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
11,098 |
14,441 |
3,343 |
30.1% |
421,567 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
122-12 |
120-18 |
|
| R3 |
121-23 |
121-12 |
120-10 |
|
| R2 |
120-23 |
120-23 |
120-07 |
|
| R1 |
120-12 |
120-12 |
120-04 |
120-01 |
| PP |
119-23 |
119-23 |
119-23 |
119-18 |
| S1 |
119-12 |
119-12 |
119-30 |
119-01 |
| S2 |
118-23 |
118-23 |
119-27 |
|
| S3 |
117-23 |
118-12 |
119-24 |
|
| S4 |
116-23 |
117-12 |
119-15 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-13 |
129-24 |
121-09 |
|
| R3 |
128-13 |
125-24 |
120-05 |
|
| R2 |
124-12 |
124-12 |
119-26 |
|
| R1 |
121-23 |
121-23 |
119-14 |
121-02 |
| PP |
120-12 |
120-12 |
120-12 |
120-01 |
| S1 |
117-23 |
117-23 |
118-22 |
117-02 |
| S2 |
116-12 |
116-12 |
118-11 |
|
| S3 |
112-12 |
113-23 |
117-31 |
|
| S4 |
108-12 |
109-23 |
116-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-00 |
119-01 |
2-31 |
2.5% |
1-12 |
1.2% |
33% |
False |
False |
22,693 |
| 10 |
123-02 |
119-01 |
4-01 |
3.4% |
1-06 |
1.0% |
25% |
False |
False |
140,816 |
| 20 |
123-02 |
117-01 |
6-01 |
5.0% |
1-05 |
1.0% |
50% |
False |
False |
210,817 |
| 40 |
123-02 |
117-01 |
6-01 |
5.0% |
1-07 |
1.0% |
50% |
False |
False |
225,250 |
| 60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-08 |
1.0% |
49% |
False |
False |
221,092 |
| 80 |
123-02 |
116-30 |
6-04 |
5.1% |
1-09 |
1.1% |
50% |
False |
False |
204,310 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
68% |
False |
False |
163,683 |
| 120 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
68% |
False |
False |
136,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-10 |
|
2.618 |
122-22 |
|
1.618 |
121-22 |
|
1.000 |
121-02 |
|
0.618 |
120-22 |
|
HIGH |
120-02 |
|
0.618 |
119-22 |
|
0.500 |
119-18 |
|
0.382 |
119-14 |
|
LOW |
119-02 |
|
0.618 |
118-14 |
|
1.000 |
118-02 |
|
1.618 |
117-14 |
|
2.618 |
116-14 |
|
4.250 |
114-26 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
120-01 |
| PP |
119-23 |
120-01 |
| S1 |
119-18 |
120-01 |
|