ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
119-00 |
0-00 |
0.0% |
119-02 |
| High |
119-01 |
119-01 |
0-00 |
0.0% |
121-00 |
| Low |
118-01 |
118-02 |
0-02 |
0.0% |
118-01 |
| Close |
118-03 |
119-00 |
0-29 |
0.8% |
118-03 |
| Range |
1-00 |
0-30 |
-0-02 |
-5.0% |
2-31 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.8% |
0-00 |
| Volume |
12,386 |
3,112 |
-9,274 |
-74.9% |
92,036 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
121-08 |
119-17 |
|
| R3 |
120-20 |
120-09 |
119-09 |
|
| R2 |
119-21 |
119-21 |
119-06 |
|
| R1 |
119-11 |
119-11 |
119-03 |
119-16 |
| PP |
118-23 |
118-23 |
118-23 |
118-25 |
| S1 |
118-12 |
118-12 |
118-30 |
118-17 |
| S2 |
117-24 |
117-24 |
118-27 |
|
| S3 |
116-26 |
117-14 |
118-24 |
|
| S4 |
115-27 |
116-15 |
118-16 |
|
|
| 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% |
33% |
False |
False |
13,391 |
| 10 |
123-01 |
118-01 |
5-00 |
4.2% |
1-09 |
1.1% |
20% |
False |
False |
31,537 |
| 20 |
123-02 |
118-01 |
5-01 |
4.2% |
1-05 |
1.0% |
20% |
False |
False |
174,718 |
| 40 |
123-02 |
117-01 |
6-01 |
5.1% |
1-08 |
1.0% |
33% |
False |
False |
207,967 |
| 60 |
123-02 |
117-01 |
6-02 |
5.1% |
1-07 |
1.0% |
33% |
False |
False |
210,965 |
| 80 |
123-02 |
116-30 |
6-04 |
5.2% |
1-09 |
1.1% |
34% |
False |
False |
203,807 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-10 |
1.1% |
58% |
False |
False |
164,080 |
| 120 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
58% |
False |
False |
136,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-03 |
|
2.618 |
121-17 |
|
1.618 |
120-18 |
|
1.000 |
119-31 |
|
0.618 |
119-20 |
|
HIGH |
119-01 |
|
0.618 |
118-21 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-02 |
|
0.618 |
117-16 |
|
1.000 |
117-04 |
|
1.618 |
116-17 |
|
2.618 |
115-19 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-27 |
119-01 |
| PP |
118-23 |
119-01 |
| S1 |
118-18 |
119-00 |
|