ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
122-21 |
121-18 |
-1-03 |
-0.9% |
120-04 |
| High |
122-21 |
122-03 |
-0-18 |
-0.5% |
123-00 |
| Low |
121-15 |
121-07 |
-0-08 |
-0.2% |
119-12 |
| Close |
121-20 |
121-07 |
-0-13 |
-0.3% |
122-20 |
| Range |
1-06 |
0-28 |
-0-10 |
-26.3% |
3-20 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.5% |
0-00 |
| Volume |
209,753 |
238,020 |
28,267 |
13.5% |
911,217 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-18 |
121-22 |
|
| R3 |
123-08 |
122-22 |
121-15 |
|
| R2 |
122-12 |
122-12 |
121-12 |
|
| R1 |
121-26 |
121-26 |
121-10 |
121-21 |
| PP |
121-16 |
121-16 |
121-16 |
121-14 |
| S1 |
120-30 |
120-30 |
121-04 |
120-25 |
| S2 |
120-20 |
120-20 |
121-02 |
|
| S3 |
119-24 |
120-02 |
120-31 |
|
| S4 |
118-28 |
119-06 |
120-24 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-17 |
131-07 |
124-20 |
|
| R3 |
128-29 |
127-19 |
123-20 |
|
| R2 |
125-09 |
125-09 |
123-09 |
|
| R1 |
123-31 |
123-31 |
122-31 |
124-20 |
| PP |
121-21 |
121-21 |
121-21 |
122-00 |
| S1 |
120-11 |
120-11 |
122-09 |
121-00 |
| S2 |
118-01 |
118-01 |
121-31 |
|
| S3 |
114-13 |
116-23 |
121-20 |
|
| S4 |
110-25 |
113-03 |
120-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-00 |
120-19 |
2-13 |
2.0% |
1-02 |
0.9% |
26% |
False |
False |
246,166 |
| 10 |
123-00 |
119-12 |
3-20 |
3.0% |
1-00 |
0.8% |
51% |
False |
False |
159,374 |
| 20 |
123-00 |
116-16 |
6-16 |
5.4% |
1-03 |
0.9% |
73% |
False |
False |
81,876 |
| 40 |
123-00 |
116-16 |
6-16 |
5.4% |
1-04 |
0.9% |
73% |
False |
False |
41,302 |
| 60 |
123-03 |
116-16 |
6-19 |
5.4% |
1-03 |
0.9% |
72% |
False |
False |
27,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-26 |
|
2.618 |
124-12 |
|
1.618 |
123-16 |
|
1.000 |
122-31 |
|
0.618 |
122-20 |
|
HIGH |
122-03 |
|
0.618 |
121-24 |
|
0.500 |
121-21 |
|
0.382 |
121-18 |
|
LOW |
121-07 |
|
0.618 |
120-22 |
|
1.000 |
120-11 |
|
1.618 |
119-26 |
|
2.618 |
118-30 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-21 |
122-00 |
| PP |
121-16 |
121-23 |
| S1 |
121-12 |
121-15 |
|