ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
116-12 |
116-10 |
-0-02 |
-0.1% |
117-20 |
| High |
116-17 |
116-10 |
-0-07 |
-0.2% |
118-18 |
| Low |
116-08 |
115-29 |
-0-11 |
-0.3% |
115-27 |
| Close |
116-18 |
116-03 |
-0-15 |
-0.4% |
116-12 |
| Range |
0-09 |
0-13 |
0-04 |
44.4% |
2-23 |
| ATR |
0-25 |
0-25 |
0-00 |
-1.1% |
0-00 |
| Volume |
14 |
1 |
-13 |
-92.9% |
17 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-10 |
117-04 |
116-10 |
|
| R3 |
116-29 |
116-23 |
116-07 |
|
| R2 |
116-16 |
116-16 |
116-05 |
|
| R1 |
116-10 |
116-10 |
116-04 |
116-06 |
| PP |
116-03 |
116-03 |
116-03 |
116-02 |
| S1 |
115-29 |
115-29 |
116-02 |
115-26 |
| S2 |
115-22 |
115-22 |
116-01 |
|
| S3 |
115-09 |
115-16 |
115-31 |
|
| S4 |
114-28 |
115-03 |
115-28 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-03 |
123-14 |
117-28 |
|
| R3 |
122-12 |
120-23 |
117-04 |
|
| R2 |
119-21 |
119-21 |
116-28 |
|
| R1 |
118-00 |
118-00 |
116-20 |
117-15 |
| PP |
116-30 |
116-30 |
116-30 |
116-21 |
| S1 |
115-09 |
115-09 |
116-04 |
114-24 |
| S2 |
114-07 |
114-07 |
115-28 |
|
| S3 |
111-16 |
112-18 |
115-20 |
|
| S4 |
108-25 |
109-27 |
114-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-01 |
|
2.618 |
117-12 |
|
1.618 |
116-31 |
|
1.000 |
116-23 |
|
0.618 |
116-18 |
|
HIGH |
116-10 |
|
0.618 |
116-05 |
|
0.500 |
116-04 |
|
0.382 |
116-02 |
|
LOW |
115-29 |
|
0.618 |
115-21 |
|
1.000 |
115-16 |
|
1.618 |
115-08 |
|
2.618 |
114-27 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-04 |
116-08 |
| PP |
116-03 |
116-06 |
| S1 |
116-03 |
116-05 |
|