ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
114-20 |
114-14 |
-0-06 |
-0.2% |
116-12 |
| High |
114-20 |
114-29 |
0-09 |
0.2% |
117-20 |
| Low |
114-16 |
114-14 |
-0-02 |
-0.1% |
115-24 |
| Close |
114-19 |
114-14 |
-0-05 |
-0.1% |
116-24 |
| Range |
0-04 |
0-15 |
0-11 |
275.0% |
1-28 |
| ATR |
0-27 |
0-27 |
-0-01 |
-3.2% |
0-00 |
| Volume |
9 |
10 |
1 |
11.1% |
67 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-00 |
115-22 |
114-22 |
|
| R3 |
115-17 |
115-07 |
114-18 |
|
| R2 |
115-02 |
115-02 |
114-17 |
|
| R1 |
114-24 |
114-24 |
114-15 |
114-22 |
| PP |
114-19 |
114-19 |
114-19 |
114-18 |
| S1 |
114-09 |
114-09 |
114-13 |
114-06 |
| S2 |
114-04 |
114-04 |
114-11 |
|
| S3 |
113-21 |
113-26 |
114-10 |
|
| S4 |
113-06 |
113-11 |
114-06 |
|
|
| 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 |
116-29 |
|
2.618 |
116-04 |
|
1.618 |
115-21 |
|
1.000 |
115-12 |
|
0.618 |
115-06 |
|
HIGH |
114-29 |
|
0.618 |
114-23 |
|
0.500 |
114-22 |
|
0.382 |
114-20 |
|
LOW |
114-14 |
|
0.618 |
114-05 |
|
1.000 |
113-31 |
|
1.618 |
113-22 |
|
2.618 |
113-07 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
115-02 |
| PP |
114-19 |
114-28 |
| S1 |
114-16 |
114-21 |
|