ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-28 |
118-22 |
-0-06 |
-0.2% |
118-10 |
| High |
119-08 |
119-20 |
0-12 |
0.3% |
119-10 |
| Low |
118-08 |
118-06 |
-0-02 |
-0.1% |
117-12 |
| Close |
118-26 |
119-14 |
0-19 |
0.5% |
118-30 |
| Range |
1-00 |
1-14 |
0-15 |
47.6% |
1-30 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.2% |
0-00 |
| Volume |
179,096 |
142,817 |
-36,279 |
-20.3% |
806,784 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-14 |
122-28 |
120-07 |
|
| R3 |
122-00 |
121-14 |
119-26 |
|
| R2 |
120-17 |
120-17 |
119-22 |
|
| R1 |
119-31 |
119-31 |
119-18 |
120-08 |
| PP |
119-03 |
119-03 |
119-03 |
119-07 |
| S1 |
118-17 |
118-17 |
119-09 |
118-26 |
| S2 |
117-20 |
117-20 |
119-05 |
|
| S3 |
116-06 |
117-02 |
119-01 |
|
| S4 |
114-23 |
115-20 |
118-20 |
|
|
| 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 |
119-20 |
117-12 |
2-09 |
1.9% |
1-08 |
1.0% |
90% |
True |
False |
193,921 |
| 10 |
119-20 |
115-26 |
3-26 |
3.2% |
1-12 |
1.2% |
94% |
True |
False |
198,353 |
| 20 |
119-20 |
111-22 |
7-31 |
6.7% |
1-15 |
1.2% |
97% |
True |
False |
209,018 |
| 40 |
122-11 |
111-22 |
10-22 |
8.9% |
1-19 |
1.3% |
73% |
False |
False |
177,633 |
| 60 |
126-29 |
111-22 |
15-08 |
12.8% |
1-17 |
1.3% |
51% |
False |
False |
118,521 |
| 80 |
130-15 |
111-22 |
18-26 |
15.7% |
1-20 |
1.4% |
41% |
False |
False |
88,935 |
| 100 |
130-15 |
111-22 |
18-26 |
15.7% |
1-19 |
1.3% |
41% |
False |
False |
71,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-26 |
|
2.618 |
123-14 |
|
1.618 |
122-00 |
|
1.000 |
121-03 |
|
0.618 |
120-17 |
|
HIGH |
119-20 |
|
0.618 |
119-03 |
|
0.500 |
118-29 |
|
0.382 |
118-24 |
|
LOW |
118-06 |
|
0.618 |
117-09 |
|
1.000 |
116-24 |
|
1.618 |
115-27 |
|
2.618 |
114-12 |
|
4.250 |
112-00 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-08 |
119-07 |
| PP |
119-03 |
119-00 |
| S1 |
118-29 |
118-26 |
|