ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-26 |
119-08 |
0-14 |
0.4% |
122-11 |
| High |
119-19 |
120-08 |
0-21 |
0.5% |
122-24 |
| Low |
118-18 |
119-04 |
0-18 |
0.5% |
118-15 |
| Close |
119-04 |
119-21 |
0-17 |
0.4% |
118-26 |
| Range |
1-01 |
1-04 |
0-03 |
9.1% |
4-09 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.3% |
0-00 |
| Volume |
274,361 |
189,551 |
-84,810 |
-30.9% |
1,162,964 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-02 |
122-15 |
120-09 |
|
| R3 |
121-30 |
121-11 |
119-31 |
|
| R2 |
120-26 |
120-26 |
119-28 |
|
| R1 |
120-07 |
120-07 |
119-24 |
120-16 |
| PP |
119-22 |
119-22 |
119-22 |
119-26 |
| S1 |
119-03 |
119-03 |
119-18 |
119-12 |
| S2 |
118-18 |
118-18 |
119-14 |
|
| S3 |
117-14 |
117-31 |
119-11 |
|
| S4 |
116-10 |
116-27 |
119-01 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-27 |
130-04 |
121-05 |
|
| R3 |
128-18 |
125-27 |
120-00 |
|
| R2 |
124-09 |
124-09 |
119-19 |
|
| R1 |
121-18 |
121-18 |
119-07 |
120-25 |
| PP |
120-00 |
120-00 |
120-00 |
119-20 |
| S1 |
117-09 |
117-09 |
118-13 |
116-16 |
| S2 |
115-23 |
115-23 |
118-01 |
|
| S3 |
111-14 |
113-00 |
117-20 |
|
| S4 |
107-05 |
108-23 |
116-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-03 |
118-15 |
3-20 |
3.0% |
1-10 |
1.1% |
33% |
False |
False |
251,898 |
| 10 |
123-00 |
118-15 |
4-17 |
3.8% |
1-06 |
1.0% |
26% |
False |
False |
247,541 |
| 20 |
123-00 |
116-16 |
6-16 |
5.4% |
1-05 |
1.0% |
49% |
False |
False |
132,585 |
| 40 |
123-00 |
116-16 |
6-16 |
5.4% |
1-04 |
0.9% |
49% |
False |
False |
66,792 |
| 60 |
123-03 |
116-16 |
6-19 |
5.5% |
1-04 |
0.9% |
48% |
False |
False |
44,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-01 |
|
2.618 |
123-06 |
|
1.618 |
122-02 |
|
1.000 |
121-12 |
|
0.618 |
120-30 |
|
HIGH |
120-08 |
|
0.618 |
119-26 |
|
0.500 |
119-22 |
|
0.382 |
119-18 |
|
LOW |
119-04 |
|
0.618 |
118-14 |
|
1.000 |
118-00 |
|
1.618 |
117-10 |
|
2.618 |
116-06 |
|
4.250 |
114-11 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-18 |
| PP |
119-22 |
119-16 |
| S1 |
119-21 |
119-14 |
|