ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-31 |
117-18 |
-0-13 |
-0.3% |
121-04 |
| High |
118-18 |
118-06 |
-0-12 |
-0.3% |
121-04 |
| Low |
117-31 |
117-10 |
-0-21 |
-0.6% |
117-06 |
| Close |
118-05 |
117-25 |
-0-12 |
-0.3% |
117-10 |
| Range |
0-19 |
0-28 |
0-09 |
47.4% |
3-30 |
| ATR |
|
|
|
|
|
| Volume |
5 |
6 |
1 |
20.0% |
51 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-12 |
119-31 |
118-08 |
|
| R3 |
119-16 |
119-03 |
118-01 |
|
| R2 |
118-20 |
118-20 |
117-30 |
|
| R1 |
118-07 |
118-07 |
117-28 |
118-14 |
| PP |
117-24 |
117-24 |
117-24 |
117-28 |
| S1 |
117-11 |
117-11 |
117-22 |
117-18 |
| S2 |
116-28 |
116-28 |
117-20 |
|
| S3 |
116-00 |
116-15 |
117-17 |
|
| S4 |
115-04 |
115-19 |
117-10 |
|
|
| 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 |
121-29 |
|
2.618 |
120-15 |
|
1.618 |
119-19 |
|
1.000 |
119-02 |
|
0.618 |
118-23 |
|
HIGH |
118-06 |
|
0.618 |
117-27 |
|
0.500 |
117-24 |
|
0.382 |
117-21 |
|
LOW |
117-10 |
|
0.618 |
116-25 |
|
1.000 |
116-14 |
|
1.618 |
115-29 |
|
2.618 |
115-01 |
|
4.250 |
113-19 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-25 |
117-29 |
| PP |
117-24 |
117-28 |
| S1 |
117-24 |
117-26 |
|