ECBOT 30 Year Treasury Bond Future March 2010
| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
118-31 |
118-10 |
-0-21 |
-0.6% |
117-21 |
| High |
119-08 |
118-14 |
-0-26 |
-0.7% |
119-08 |
| Low |
118-03 |
116-21 |
-1-14 |
-1.2% |
117-06 |
| Close |
118-08 |
116-28 |
-1-12 |
-1.2% |
118-08 |
| Range |
1-05 |
1-25 |
0-20 |
54.1% |
2-02 |
| ATR |
1-05 |
1-07 |
0-01 |
3.8% |
0-00 |
| Volume |
208,945 |
174,878 |
-34,067 |
-16.3% |
1,019,629 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
121-18 |
117-27 |
|
| R3 |
120-28 |
119-25 |
117-12 |
|
| R2 |
119-03 |
119-03 |
117-06 |
|
| R1 |
118-00 |
118-00 |
117-01 |
117-21 |
| PP |
117-10 |
117-10 |
117-10 |
117-05 |
| S1 |
116-07 |
116-07 |
116-23 |
115-28 |
| S2 |
115-17 |
115-17 |
116-18 |
|
| S3 |
113-24 |
114-14 |
116-12 |
|
| S4 |
111-31 |
112-21 |
115-29 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-13 |
123-13 |
119-12 |
|
| R3 |
122-11 |
121-11 |
118-26 |
|
| R2 |
120-09 |
120-09 |
118-20 |
|
| R1 |
119-09 |
119-09 |
118-14 |
119-25 |
| PP |
118-07 |
118-07 |
118-07 |
118-16 |
| S1 |
117-07 |
117-07 |
118-02 |
117-23 |
| S2 |
116-05 |
116-05 |
117-28 |
|
| S3 |
114-03 |
115-05 |
117-22 |
|
| S4 |
112-01 |
113-03 |
117-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-08 |
116-21 |
2-19 |
2.2% |
1-08 |
1.1% |
8% |
False |
True |
183,225 |
| 10 |
120-08 |
116-21 |
3-19 |
3.1% |
1-06 |
1.0% |
6% |
False |
True |
207,770 |
| 20 |
123-00 |
116-21 |
6-11 |
5.4% |
1-06 |
1.0% |
3% |
False |
True |
221,312 |
| 40 |
123-00 |
116-16 |
6-16 |
5.6% |
1-06 |
1.0% |
6% |
False |
False |
113,824 |
| 60 |
123-03 |
116-16 |
6-19 |
5.6% |
1-05 |
1.0% |
6% |
False |
False |
76,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-00 |
|
2.618 |
123-03 |
|
1.618 |
121-10 |
|
1.000 |
120-07 |
|
0.618 |
119-17 |
|
HIGH |
118-14 |
|
0.618 |
117-24 |
|
0.500 |
117-18 |
|
0.382 |
117-11 |
|
LOW |
116-21 |
|
0.618 |
115-18 |
|
1.000 |
114-28 |
|
1.618 |
113-25 |
|
2.618 |
112-00 |
|
4.250 |
109-03 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-18 |
117-30 |
| PP |
117-10 |
117-19 |
| S1 |
117-03 |
117-08 |
|