ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
113-16 |
113-26 |
0-10 |
0.3% |
115-18 |
| High |
113-22 |
114-01 |
0-11 |
0.3% |
115-23 |
| Low |
113-15 |
113-19 |
0-04 |
0.1% |
114-14 |
| Close |
113-17 |
113-31 |
0-14 |
0.4% |
113-25 |
| Range |
0-07 |
0-14 |
0-07 |
100.0% |
1-09 |
| ATR |
0-24 |
0-23 |
-0-01 |
-2.3% |
0-00 |
| Volume |
22 |
48 |
26 |
118.2% |
24 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-06 |
115-00 |
114-07 |
|
| R3 |
114-24 |
114-18 |
114-03 |
|
| R2 |
114-10 |
114-10 |
114-02 |
|
| R1 |
114-04 |
114-04 |
114-00 |
114-07 |
| PP |
113-28 |
113-28 |
113-28 |
113-29 |
| S1 |
113-22 |
113-22 |
113-30 |
113-25 |
| S2 |
113-14 |
113-14 |
113-28 |
|
| S3 |
113-00 |
113-08 |
113-27 |
|
| S4 |
112-18 |
112-26 |
113-23 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
117-13 |
114-16 |
|
| R3 |
117-07 |
116-04 |
114-04 |
|
| R2 |
115-30 |
115-30 |
114-01 |
|
| R1 |
114-27 |
114-27 |
113-29 |
114-24 |
| PP |
114-21 |
114-21 |
114-21 |
114-19 |
| S1 |
113-18 |
113-18 |
113-21 |
113-15 |
| S2 |
113-12 |
113-12 |
113-17 |
|
| S3 |
112-03 |
112-09 |
113-14 |
|
| S4 |
110-26 |
111-00 |
113-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-28 |
|
2.618 |
115-06 |
|
1.618 |
114-24 |
|
1.000 |
114-15 |
|
0.618 |
114-10 |
|
HIGH |
114-01 |
|
0.618 |
113-28 |
|
0.500 |
113-26 |
|
0.382 |
113-24 |
|
LOW |
113-19 |
|
0.618 |
113-10 |
|
1.000 |
113-05 |
|
1.618 |
112-28 |
|
2.618 |
112-14 |
|
4.250 |
111-24 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-29 |
114-00 |
| PP |
113-28 |
113-31 |
| S1 |
113-26 |
113-31 |
|