ECBOT 30 Year Treasury Bond Future June 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
114-05 |
114-00 |
-0-05 |
-0.1% |
115-18 |
| High |
114-14 |
114-01 |
-0-13 |
-0.4% |
115-23 |
| Low |
114-02 |
113-05 |
-0-29 |
-0.8% |
114-14 |
| Close |
114-14 |
113-31 |
-0-15 |
-0.4% |
113-25 |
| Range |
0-12 |
0-28 |
0-16 |
133.3% |
1-09 |
| ATR |
0-23 |
0-24 |
0-01 |
5.8% |
0-00 |
| Volume |
14 |
57 |
43 |
307.1% |
24 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-11 |
116-01 |
114-14 |
|
| R3 |
115-15 |
115-05 |
114-07 |
|
| R2 |
114-19 |
114-19 |
114-04 |
|
| R1 |
114-09 |
114-09 |
114-02 |
114-00 |
| PP |
113-23 |
113-23 |
113-23 |
113-18 |
| S1 |
113-13 |
113-13 |
113-28 |
113-04 |
| S2 |
112-27 |
112-27 |
113-26 |
|
| S3 |
111-31 |
112-17 |
113-23 |
|
| S4 |
111-03 |
111-21 |
113-16 |
|
|
| 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 |
117-24 |
|
2.618 |
116-10 |
|
1.618 |
115-14 |
|
1.000 |
114-29 |
|
0.618 |
114-18 |
|
HIGH |
114-01 |
|
0.618 |
113-22 |
|
0.500 |
113-19 |
|
0.382 |
113-16 |
|
LOW |
113-05 |
|
0.618 |
112-20 |
|
1.000 |
112-09 |
|
1.618 |
111-24 |
|
2.618 |
110-28 |
|
4.250 |
109-14 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-27 |
113-29 |
| PP |
113-23 |
113-27 |
| S1 |
113-19 |
113-26 |
|