ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-22 |
119-14 |
0-24 |
0.6% |
118-10 |
| High |
119-20 |
121-12 |
1-23 |
1.4% |
119-10 |
| Low |
118-06 |
119-13 |
1-07 |
1.0% |
117-12 |
| Close |
119-14 |
121-08 |
1-26 |
1.5% |
118-30 |
| Range |
1-14 |
1-30 |
0-16 |
34.4% |
1-30 |
| ATR |
1-16 |
1-17 |
0-01 |
2.2% |
0-00 |
| Volume |
142,817 |
194,226 |
51,409 |
36.0% |
806,784 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-17 |
125-27 |
122-10 |
|
| R3 |
124-18 |
123-28 |
121-25 |
|
| R2 |
122-20 |
122-20 |
121-19 |
|
| R1 |
121-30 |
121-30 |
121-14 |
122-09 |
| PP |
120-22 |
120-22 |
120-22 |
120-27 |
| S1 |
120-00 |
120-00 |
121-02 |
120-10 |
| S2 |
118-23 |
118-23 |
120-29 |
|
| S3 |
116-24 |
118-01 |
120-23 |
|
| S4 |
114-26 |
116-02 |
120-06 |
|
|
| 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 |
121-12 |
117-12 |
4-00 |
3.3% |
1-11 |
1.1% |
97% |
True |
False |
202,789 |
| 10 |
121-12 |
116-06 |
5-05 |
4.3% |
1-13 |
1.2% |
98% |
True |
False |
200,720 |
| 20 |
121-12 |
111-22 |
9-22 |
8.0% |
1-16 |
1.2% |
99% |
True |
False |
209,511 |
| 40 |
122-11 |
111-22 |
10-22 |
8.8% |
1-20 |
1.3% |
90% |
False |
False |
182,437 |
| 60 |
126-29 |
111-22 |
15-08 |
12.6% |
1-17 |
1.3% |
63% |
False |
False |
121,751 |
| 80 |
130-15 |
111-22 |
18-26 |
15.5% |
1-20 |
1.3% |
51% |
False |
False |
91,363 |
| 100 |
130-15 |
111-22 |
18-26 |
15.5% |
1-19 |
1.3% |
51% |
False |
False |
73,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-21 |
|
2.618 |
126-15 |
|
1.618 |
124-17 |
|
1.000 |
123-10 |
|
0.618 |
122-18 |
|
HIGH |
121-12 |
|
0.618 |
120-20 |
|
0.500 |
120-12 |
|
0.382 |
120-05 |
|
LOW |
119-13 |
|
0.618 |
118-06 |
|
1.000 |
117-14 |
|
1.618 |
116-08 |
|
2.618 |
114-09 |
|
4.250 |
111-03 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-31 |
120-24 |
| PP |
120-22 |
120-08 |
| S1 |
120-12 |
119-25 |
|