ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
119-00 |
-1-00 |
-0.8% |
119-02 |
| High |
120-01 |
119-01 |
-1-00 |
-0.8% |
121-00 |
| Low |
118-03 |
118-01 |
-0-02 |
-0.1% |
118-01 |
| Close |
119-01 |
118-03 |
-0-30 |
-0.8% |
118-03 |
| Range |
1-30 |
1-00 |
-0-30 |
-48.5% |
2-31 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.6% |
0-00 |
| Volume |
25,922 |
12,386 |
-13,536 |
-52.2% |
92,036 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-12 |
120-24 |
118-21 |
|
| R3 |
120-12 |
119-24 |
118-12 |
|
| R2 |
119-12 |
119-12 |
118-09 |
|
| R1 |
118-24 |
118-24 |
118-06 |
118-18 |
| PP |
118-12 |
118-12 |
118-12 |
118-09 |
| S1 |
117-24 |
117-24 |
118-00 |
117-18 |
| S2 |
117-12 |
117-12 |
117-29 |
|
| S3 |
116-12 |
116-23 |
117-26 |
|
| S4 |
115-12 |
115-23 |
117-17 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-31 |
126-00 |
119-23 |
|
| R3 |
125-00 |
123-01 |
118-29 |
|
| R2 |
122-01 |
122-01 |
118-20 |
|
| R1 |
120-02 |
120-02 |
118-12 |
119-18 |
| PP |
119-01 |
119-01 |
119-01 |
118-25 |
| S1 |
117-02 |
117-02 |
117-26 |
116-18 |
| S2 |
116-02 |
116-02 |
117-17 |
|
| S3 |
113-03 |
114-03 |
117-09 |
|
| S4 |
110-03 |
111-04 |
116-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
118-01 |
2-31 |
2.5% |
1-06 |
1.0% |
2% |
False |
True |
18,407 |
| 10 |
123-01 |
118-01 |
5-00 |
4.2% |
1-09 |
1.1% |
1% |
False |
True |
51,360 |
| 20 |
123-02 |
118-01 |
5-01 |
4.3% |
1-05 |
1.0% |
1% |
False |
True |
194,525 |
| 40 |
123-02 |
117-01 |
6-01 |
5.1% |
1-08 |
1.1% |
18% |
False |
False |
214,466 |
| 60 |
123-02 |
117-01 |
6-02 |
5.1% |
1-07 |
1.0% |
18% |
False |
False |
214,423 |
| 80 |
123-02 |
116-30 |
6-04 |
5.2% |
1-09 |
1.1% |
19% |
False |
False |
204,220 |
| 100 |
123-02 |
113-16 |
9-18 |
8.1% |
1-11 |
1.1% |
48% |
False |
False |
164,060 |
| 120 |
123-02 |
113-16 |
9-18 |
8.1% |
1-11 |
1.1% |
48% |
False |
False |
136,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-09 |
|
2.618 |
121-21 |
|
1.618 |
120-21 |
|
1.000 |
120-01 |
|
0.618 |
119-21 |
|
HIGH |
119-01 |
|
0.618 |
118-21 |
|
0.500 |
118-17 |
|
0.382 |
118-13 |
|
LOW |
118-01 |
|
0.618 |
117-13 |
|
1.000 |
117-01 |
|
1.618 |
116-13 |
|
2.618 |
115-13 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
119-02 |
| PP |
118-12 |
118-23 |
| S1 |
118-08 |
118-13 |
|