ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
117-18 |
116-30 |
-0-20 |
-0.5% |
121-04 |
| High |
118-06 |
116-30 |
-1-08 |
-1.1% |
121-04 |
| Low |
117-10 |
116-24 |
-0-18 |
-0.5% |
117-06 |
| Close |
117-25 |
116-30 |
-0-27 |
-0.7% |
117-10 |
| Range |
0-28 |
0-06 |
-0-22 |
-78.6% |
3-30 |
| ATR |
|
|
|
|
|
| Volume |
6 |
1 |
-5 |
-83.3% |
51 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-14 |
117-12 |
117-01 |
|
| R3 |
117-08 |
117-06 |
117-00 |
|
| R2 |
117-02 |
117-02 |
116-31 |
|
| R1 |
117-00 |
117-00 |
116-31 |
117-01 |
| PP |
116-28 |
116-28 |
116-28 |
116-28 |
| S1 |
116-26 |
116-26 |
116-29 |
116-27 |
| S2 |
116-22 |
116-22 |
116-29 |
|
| S3 |
116-16 |
116-20 |
116-28 |
|
| S4 |
116-10 |
116-14 |
116-27 |
|
|
| 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 |
117-24 |
|
2.618 |
117-14 |
|
1.618 |
117-08 |
|
1.000 |
117-04 |
|
0.618 |
117-02 |
|
HIGH |
116-30 |
|
0.618 |
116-28 |
|
0.500 |
116-27 |
|
0.382 |
116-26 |
|
LOW |
116-24 |
|
0.618 |
116-20 |
|
1.000 |
116-18 |
|
1.618 |
116-14 |
|
2.618 |
116-08 |
|
4.250 |
115-30 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-29 |
117-21 |
| PP |
116-28 |
117-13 |
| S1 |
116-27 |
117-06 |
|