ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
115-18 |
114-20 |
-0-30 |
-0.8% |
116-12 |
| High |
115-23 |
114-20 |
-1-03 |
-0.9% |
117-20 |
| Low |
115-12 |
114-16 |
-0-28 |
-0.8% |
115-24 |
| Close |
115-11 |
114-19 |
-0-24 |
-0.7% |
116-24 |
| Range |
0-11 |
0-04 |
-0-07 |
-63.6% |
1-28 |
| ATR |
0-28 |
0-27 |
0-00 |
-0.1% |
0-00 |
| Volume |
5 |
9 |
4 |
80.0% |
67 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-30 |
114-29 |
114-21 |
|
| R3 |
114-26 |
114-25 |
114-20 |
|
| R2 |
114-22 |
114-22 |
114-20 |
|
| R1 |
114-21 |
114-21 |
114-19 |
114-20 |
| PP |
114-18 |
114-18 |
114-18 |
114-18 |
| S1 |
114-17 |
114-17 |
114-19 |
114-16 |
| S2 |
114-14 |
114-14 |
114-18 |
|
| S3 |
114-10 |
114-13 |
114-18 |
|
| S4 |
114-06 |
114-09 |
114-17 |
|
|
| 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 |
115-05 |
|
2.618 |
114-30 |
|
1.618 |
114-26 |
|
1.000 |
114-24 |
|
0.618 |
114-22 |
|
HIGH |
114-20 |
|
0.618 |
114-18 |
|
0.500 |
114-18 |
|
0.382 |
114-18 |
|
LOW |
114-16 |
|
0.618 |
114-14 |
|
1.000 |
114-12 |
|
1.618 |
114-10 |
|
2.618 |
114-06 |
|
4.250 |
113-31 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-19 |
116-02 |
| PP |
114-18 |
115-18 |
| S1 |
114-18 |
115-03 |
|