ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
119-01 |
0-00 |
0.0% |
119-02 |
| High |
119-01 |
119-01 |
0-00 |
0.0% |
121-00 |
| Low |
118-02 |
118-01 |
-0-01 |
0.0% |
118-01 |
| Close |
119-00 |
118-02 |
-0-30 |
-0.8% |
118-03 |
| Range |
0-30 |
0-31 |
0-01 |
2.3% |
2-31 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.6% |
0-00 |
| Volume |
3,112 |
5,788 |
2,676 |
86.0% |
92,036 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-10 |
120-21 |
118-19 |
|
| R3 |
120-10 |
119-22 |
118-11 |
|
| R2 |
119-11 |
119-11 |
118-08 |
|
| R1 |
118-23 |
118-23 |
118-05 |
118-17 |
| PP |
118-12 |
118-12 |
118-12 |
118-09 |
| S1 |
117-24 |
117-24 |
117-31 |
117-18 |
| S2 |
117-13 |
117-13 |
117-28 |
|
| S3 |
116-14 |
116-24 |
117-26 |
|
| S4 |
115-14 |
115-25 |
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 |
120-02 |
118-01 |
2-01 |
1.7% |
1-06 |
1.0% |
2% |
False |
False |
12,329 |
| 10 |
122-02 |
118-01 |
4-02 |
3.4% |
1-09 |
1.1% |
1% |
False |
False |
23,245 |
| 20 |
123-02 |
118-01 |
5-01 |
4.3% |
1-04 |
1.0% |
1% |
False |
False |
164,177 |
| 40 |
123-02 |
117-01 |
6-01 |
5.1% |
1-08 |
1.1% |
17% |
False |
False |
203,345 |
| 60 |
123-02 |
117-01 |
6-02 |
5.1% |
1-07 |
1.0% |
17% |
False |
False |
208,705 |
| 80 |
123-02 |
116-30 |
6-04 |
5.2% |
1-08 |
1.1% |
18% |
False |
False |
203,630 |
| 100 |
123-02 |
113-16 |
9-18 |
8.1% |
1-11 |
1.1% |
48% |
False |
False |
164,134 |
| 120 |
123-02 |
113-16 |
9-18 |
8.1% |
1-11 |
1.1% |
48% |
False |
False |
136,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-05 |
|
2.618 |
121-18 |
|
1.618 |
120-19 |
|
1.000 |
120-00 |
|
0.618 |
119-20 |
|
HIGH |
119-01 |
|
0.618 |
118-21 |
|
0.500 |
118-17 |
|
0.382 |
118-13 |
|
LOW |
118-01 |
|
0.618 |
117-14 |
|
1.000 |
117-02 |
|
1.618 |
116-15 |
|
2.618 |
115-16 |
|
4.250 |
113-29 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
118-17 |
| PP |
118-12 |
118-12 |
| S1 |
118-07 |
118-07 |
|