ECBOT 30 Year Treasury Bond Future June 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 |
117-20 |
117-31 |
0-11 |
0.3% |
121-04 |
| High |
117-29 |
118-18 |
0-21 |
0.6% |
121-04 |
| Low |
117-08 |
117-31 |
0-23 |
0.6% |
117-06 |
| Close |
117-20 |
118-05 |
0-17 |
0.5% |
117-10 |
| Range |
0-21 |
0-19 |
-0-02 |
-9.5% |
3-30 |
| ATR |
|
|
|
|
|
| Volume |
5 |
5 |
0 |
0.0% |
51 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-00 |
119-22 |
118-15 |
|
| R3 |
119-13 |
119-03 |
118-10 |
|
| R2 |
118-26 |
118-26 |
118-08 |
|
| R1 |
118-16 |
118-16 |
118-07 |
118-21 |
| PP |
118-07 |
118-07 |
118-07 |
118-10 |
| S1 |
117-29 |
117-29 |
118-03 |
118-02 |
| S2 |
117-20 |
117-20 |
118-02 |
|
| S3 |
117-01 |
117-10 |
118-00 |
|
| S4 |
116-14 |
116-23 |
117-27 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-11 |
127-25 |
119-15 |
|
| R3 |
126-13 |
123-27 |
118-13 |
|
| R2 |
122-15 |
122-15 |
118-01 |
|
| R1 |
119-29 |
119-29 |
117-22 |
119-07 |
| PP |
118-17 |
118-17 |
118-17 |
118-06 |
| S1 |
115-31 |
115-31 |
116-30 |
115-09 |
| S2 |
114-19 |
114-19 |
116-19 |
|
| S3 |
110-21 |
112-01 |
116-07 |
|
| S4 |
106-23 |
108-03 |
115-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-03 |
|
2.618 |
120-04 |
|
1.618 |
119-17 |
|
1.000 |
119-05 |
|
0.618 |
118-30 |
|
HIGH |
118-18 |
|
0.618 |
118-11 |
|
0.500 |
118-08 |
|
0.382 |
118-06 |
|
LOW |
117-31 |
|
0.618 |
117-19 |
|
1.000 |
117-12 |
|
1.618 |
117-00 |
|
2.618 |
116-13 |
|
4.250 |
115-14 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
118-04 |
| PP |
118-07 |
118-02 |
| S1 |
118-06 |
118-00 |
|