ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
120-01 |
1-01 |
0.9% |
119-00 |
| High |
120-00 |
120-01 |
0-01 |
0.0% |
120-01 |
| Low |
119-00 |
119-01 |
0-01 |
0.0% |
118-01 |
| Close |
120-00 |
119-01 |
-0-31 |
-0.8% |
119-01 |
| Range |
1-00 |
1-00 |
0-00 |
-0.9% |
2-00 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
14,424 |
10,553 |
-3,871 |
-26.8% |
43,769 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-22 |
119-19 |
|
| R3 |
121-12 |
120-22 |
119-10 |
|
| R2 |
120-12 |
120-12 |
119-07 |
|
| R1 |
119-23 |
119-23 |
119-04 |
119-17 |
| PP |
119-12 |
119-12 |
119-12 |
119-09 |
| S1 |
118-23 |
118-23 |
118-30 |
118-17 |
| S2 |
118-12 |
118-12 |
118-28 |
|
| S3 |
117-12 |
117-23 |
118-25 |
|
| S4 |
116-12 |
116-23 |
118-16 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-00 |
124-01 |
120-04 |
|
| R3 |
123-01 |
122-01 |
119-19 |
|
| R2 |
121-01 |
121-01 |
119-13 |
|
| R1 |
120-01 |
120-01 |
119-07 |
120-17 |
| PP |
119-01 |
119-01 |
119-01 |
119-09 |
| S1 |
118-02 |
118-02 |
118-28 |
118-17 |
| S2 |
117-02 |
117-02 |
118-22 |
|
| S3 |
115-02 |
116-02 |
118-16 |
|
| S4 |
113-02 |
114-02 |
117-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-01 |
118-01 |
2-00 |
1.7% |
0-31 |
0.8% |
50% |
True |
False |
8,753 |
| 10 |
121-00 |
118-01 |
2-31 |
2.5% |
1-03 |
0.9% |
34% |
False |
False |
13,580 |
| 20 |
123-02 |
118-01 |
5-01 |
4.2% |
1-04 |
1.0% |
20% |
False |
False |
124,473 |
| 40 |
123-02 |
117-01 |
6-01 |
5.1% |
1-07 |
1.0% |
33% |
False |
False |
188,822 |
| 60 |
123-02 |
117-01 |
6-02 |
5.1% |
1-07 |
1.0% |
33% |
False |
False |
198,509 |
| 80 |
123-02 |
117-01 |
6-02 |
5.1% |
1-08 |
1.0% |
33% |
False |
False |
200,002 |
| 100 |
123-02 |
113-16 |
9-18 |
8.0% |
1-10 |
1.1% |
58% |
False |
False |
164,480 |
| 120 |
123-02 |
113-16 |
9-18 |
8.0% |
1-11 |
1.1% |
58% |
False |
False |
137,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-21 |
|
1.618 |
121-21 |
|
1.000 |
121-01 |
|
0.618 |
120-21 |
|
HIGH |
120-01 |
|
0.618 |
119-21 |
|
0.500 |
119-17 |
|
0.382 |
119-13 |
|
LOW |
119-01 |
|
0.618 |
118-13 |
|
1.000 |
118-01 |
|
1.618 |
117-14 |
|
2.618 |
116-14 |
|
4.250 |
114-26 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-17 |
119-01 |
| PP |
119-12 |
119-01 |
| S1 |
119-07 |
119-01 |
|