ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-03 |
119-00 |
0-30 |
0.8% |
119-02 |
| High |
119-01 |
120-00 |
1-00 |
0.8% |
121-00 |
| Low |
118-02 |
119-00 |
0-31 |
0.8% |
118-01 |
| Close |
118-02 |
120-00 |
1-30 |
1.6% |
118-03 |
| Range |
0-31 |
1-00 |
0-01 |
3.2% |
2-31 |
| ATR |
1-07 |
1-09 |
0-02 |
4.3% |
0-00 |
| Volume |
9,892 |
14,424 |
4,532 |
45.8% |
92,036 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
122-11 |
120-18 |
|
| R3 |
121-22 |
121-11 |
120-09 |
|
| R2 |
120-22 |
120-22 |
120-06 |
|
| R1 |
120-11 |
120-11 |
120-03 |
120-16 |
| PP |
119-22 |
119-22 |
119-22 |
119-24 |
| S1 |
119-11 |
119-11 |
119-29 |
119-16 |
| S2 |
118-21 |
118-21 |
119-26 |
|
| S3 |
117-21 |
118-11 |
119-23 |
|
| S4 |
116-21 |
117-10 |
119-14 |
|
|
| 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 |
120-00 |
118-01 |
2-00 |
1.7% |
0-31 |
0.8% |
100% |
True |
False |
9,120 |
| 10 |
121-00 |
118-01 |
3-00 |
2.5% |
1-06 |
1.0% |
66% |
False |
False |
15,485 |
| 20 |
123-02 |
118-01 |
5-01 |
4.2% |
1-04 |
0.9% |
39% |
False |
False |
136,828 |
| 40 |
123-02 |
117-01 |
6-01 |
5.0% |
1-07 |
1.0% |
49% |
False |
False |
194,653 |
| 60 |
123-02 |
117-01 |
6-02 |
5.0% |
1-07 |
1.0% |
49% |
False |
False |
202,521 |
| 80 |
123-02 |
117-01 |
6-02 |
5.0% |
1-08 |
1.0% |
49% |
False |
False |
201,900 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-10 |
1.1% |
68% |
False |
False |
164,375 |
| 120 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
68% |
False |
False |
137,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-21 |
|
1.618 |
121-21 |
|
1.000 |
121-01 |
|
0.618 |
120-20 |
|
HIGH |
120-00 |
|
0.618 |
119-20 |
|
0.500 |
119-16 |
|
0.382 |
119-13 |
|
LOW |
119-00 |
|
0.618 |
118-12 |
|
1.000 |
118-00 |
|
1.618 |
117-12 |
|
2.618 |
116-12 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-27 |
119-22 |
| PP |
119-22 |
119-11 |
| S1 |
119-16 |
119-01 |
|