ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-11 |
118-28 |
0-17 |
0.4% |
118-10 |
| High |
119-10 |
119-08 |
-0-02 |
0.0% |
119-10 |
| Low |
117-31 |
118-08 |
0-10 |
0.3% |
117-12 |
| Close |
118-30 |
118-26 |
-0-04 |
-0.1% |
118-30 |
| Range |
1-10 |
1-00 |
-0-11 |
-25.9% |
1-30 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.6% |
0-00 |
| Volume |
215,162 |
179,096 |
-36,066 |
-16.8% |
806,784 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-24 |
121-08 |
119-12 |
|
| R3 |
120-24 |
120-09 |
119-03 |
|
| R2 |
119-24 |
119-24 |
119-00 |
|
| R1 |
119-10 |
119-10 |
118-29 |
119-01 |
| PP |
118-25 |
118-25 |
118-25 |
118-21 |
| S1 |
118-10 |
118-10 |
118-24 |
118-02 |
| S2 |
117-26 |
117-26 |
118-21 |
|
| S3 |
116-26 |
117-10 |
118-18 |
|
| S4 |
115-26 |
116-11 |
118-09 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
123-18 |
120-00 |
|
| R3 |
122-13 |
121-20 |
119-15 |
|
| R2 |
120-15 |
120-15 |
119-09 |
|
| R1 |
119-22 |
119-22 |
119-04 |
120-03 |
| PP |
118-17 |
118-17 |
118-17 |
118-23 |
| S1 |
117-24 |
117-24 |
118-24 |
118-05 |
| S2 |
116-19 |
116-19 |
118-19 |
|
| S3 |
114-21 |
115-26 |
118-13 |
|
| S4 |
112-23 |
113-28 |
117-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-10 |
117-12 |
1-30 |
1.6% |
1-05 |
1.0% |
76% |
False |
False |
197,176 |
| 10 |
119-10 |
114-24 |
4-18 |
3.8% |
1-13 |
1.2% |
90% |
False |
False |
200,763 |
| 20 |
119-10 |
111-22 |
7-20 |
6.4% |
1-15 |
1.2% |
94% |
False |
False |
217,760 |
| 40 |
122-11 |
111-22 |
10-22 |
9.0% |
1-19 |
1.3% |
67% |
False |
False |
174,091 |
| 60 |
126-29 |
111-22 |
15-08 |
12.8% |
1-17 |
1.3% |
47% |
False |
False |
116,146 |
| 80 |
130-15 |
111-22 |
18-26 |
15.8% |
1-20 |
1.4% |
38% |
False |
False |
87,150 |
| 100 |
130-15 |
111-22 |
18-26 |
15.8% |
1-18 |
1.3% |
38% |
False |
False |
69,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-26 |
|
1.618 |
120-27 |
|
1.000 |
120-08 |
|
0.618 |
119-27 |
|
HIGH |
119-08 |
|
0.618 |
118-28 |
|
0.500 |
118-24 |
|
0.382 |
118-21 |
|
LOW |
118-08 |
|
0.618 |
117-21 |
|
1.000 |
117-09 |
|
1.618 |
116-22 |
|
2.618 |
115-22 |
|
4.250 |
114-03 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-21 |
| PP |
118-25 |
118-16 |
| S1 |
118-24 |
118-10 |
|