ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
113-26 |
114-05 |
0-11 |
0.3% |
115-18 |
| High |
114-01 |
114-14 |
0-13 |
0.4% |
115-23 |
| Low |
113-19 |
114-02 |
0-15 |
0.4% |
114-14 |
| Close |
113-31 |
114-14 |
0-15 |
0.4% |
113-25 |
| Range |
0-14 |
0-12 |
-0-02 |
-14.3% |
1-09 |
| ATR |
0-23 |
0-23 |
-0-01 |
-2.5% |
0-00 |
| Volume |
48 |
14 |
-34 |
-70.8% |
24 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-14 |
115-10 |
114-21 |
|
| R3 |
115-02 |
114-30 |
114-17 |
|
| R2 |
114-22 |
114-22 |
114-16 |
|
| R1 |
114-18 |
114-18 |
114-15 |
114-20 |
| PP |
114-10 |
114-10 |
114-10 |
114-11 |
| S1 |
114-06 |
114-06 |
114-13 |
114-08 |
| S2 |
113-30 |
113-30 |
114-12 |
|
| S3 |
113-18 |
113-26 |
114-11 |
|
| S4 |
113-06 |
113-14 |
114-07 |
|
|
| 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 |
116-01 |
|
2.618 |
115-13 |
|
1.618 |
115-01 |
|
1.000 |
114-26 |
|
0.618 |
114-21 |
|
HIGH |
114-14 |
|
0.618 |
114-09 |
|
0.500 |
114-08 |
|
0.382 |
114-07 |
|
LOW |
114-02 |
|
0.618 |
113-27 |
|
1.000 |
113-22 |
|
1.618 |
113-15 |
|
2.618 |
113-03 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-12 |
114-09 |
| PP |
114-10 |
114-04 |
| S1 |
114-08 |
113-30 |
|