ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-24 |
117-20 |
1-28 |
1.6% |
116-12 |
| High |
117-13 |
117-20 |
0-07 |
0.2% |
117-20 |
| Low |
115-24 |
116-22 |
0-30 |
0.8% |
115-24 |
| Close |
117-14 |
116-24 |
-0-22 |
-0.6% |
116-24 |
| Range |
1-21 |
0-30 |
-0-23 |
-43.4% |
1-28 |
| ATR |
0-26 |
0-26 |
0-00 |
1.1% |
0-00 |
| Volume |
8 |
19 |
11 |
137.5% |
67 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-27 |
119-07 |
117-08 |
|
| R3 |
118-29 |
118-09 |
117-00 |
|
| R2 |
117-31 |
117-31 |
116-30 |
|
| R1 |
117-11 |
117-11 |
116-27 |
117-06 |
| PP |
117-01 |
117-01 |
117-01 |
116-30 |
| S1 |
116-13 |
116-13 |
116-21 |
116-08 |
| S2 |
116-03 |
116-03 |
116-18 |
|
| S3 |
115-05 |
115-15 |
116-16 |
|
| S4 |
114-07 |
114-17 |
116-08 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-11 |
121-13 |
117-25 |
|
| R3 |
120-15 |
119-17 |
117-08 |
|
| R2 |
118-19 |
118-19 |
117-03 |
|
| R1 |
117-21 |
117-21 |
116-30 |
118-04 |
| PP |
116-23 |
116-23 |
116-23 |
116-30 |
| S1 |
115-25 |
115-25 |
116-18 |
116-08 |
| S2 |
114-27 |
114-27 |
116-13 |
|
| S3 |
112-31 |
113-29 |
116-08 |
|
| S4 |
111-03 |
112-01 |
115-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-20 |
|
2.618 |
120-03 |
|
1.618 |
119-05 |
|
1.000 |
118-18 |
|
0.618 |
118-07 |
|
HIGH |
117-20 |
|
0.618 |
117-09 |
|
0.500 |
117-05 |
|
0.382 |
117-01 |
|
LOW |
116-22 |
|
0.618 |
116-03 |
|
1.000 |
115-24 |
|
1.618 |
115-05 |
|
2.618 |
114-07 |
|
4.250 |
112-22 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-05 |
116-23 |
| PP |
117-01 |
116-23 |
| S1 |
116-28 |
116-22 |
|