ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 09-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2009 |
09-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119-14 |
120-29 |
1-15 |
1.2% |
118-10 |
| High |
121-12 |
120-29 |
-0-14 |
-0.4% |
119-10 |
| Low |
119-13 |
119-06 |
-0-08 |
-0.2% |
117-12 |
| Close |
121-08 |
119-11 |
-1-29 |
-1.6% |
118-30 |
| Range |
1-30 |
1-24 |
-0-07 |
-11.2% |
1-30 |
| ATR |
1-17 |
1-18 |
0-01 |
2.5% |
0-00 |
| Volume |
194,226 |
285,713 |
91,487 |
47.1% |
806,784 |
|
| Daily Pivots for day following 09-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-00 |
123-29 |
120-10 |
|
| R3 |
123-09 |
122-06 |
119-26 |
|
| R2 |
121-17 |
121-17 |
119-21 |
|
| R1 |
120-14 |
120-14 |
119-16 |
120-04 |
| PP |
119-26 |
119-26 |
119-26 |
119-21 |
| S1 |
118-23 |
118-23 |
119-06 |
118-12 |
| S2 |
118-02 |
118-02 |
119-01 |
|
| S3 |
116-11 |
116-31 |
118-28 |
|
| S4 |
114-19 |
115-08 |
118-12 |
|
|
| 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 |
117-31 |
3-12 |
2.8% |
1-16 |
1.2% |
41% |
False |
False |
203,402 |
| 10 |
121-12 |
116-06 |
5-05 |
4.3% |
1-13 |
1.2% |
61% |
False |
False |
208,995 |
| 20 |
121-12 |
111-22 |
9-22 |
8.1% |
1-17 |
1.3% |
79% |
False |
False |
214,191 |
| 40 |
122-11 |
111-22 |
10-22 |
8.9% |
1-20 |
1.4% |
72% |
False |
False |
189,527 |
| 60 |
126-29 |
111-22 |
15-08 |
12.8% |
1-17 |
1.3% |
50% |
False |
False |
126,511 |
| 80 |
130-15 |
111-22 |
18-26 |
15.8% |
1-20 |
1.4% |
41% |
False |
False |
94,934 |
| 100 |
130-15 |
111-22 |
18-26 |
15.8% |
1-19 |
1.3% |
41% |
False |
False |
75,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-09 |
|
2.618 |
125-14 |
|
1.618 |
123-23 |
|
1.000 |
122-20 |
|
0.618 |
121-31 |
|
HIGH |
120-29 |
|
0.618 |
120-08 |
|
0.500 |
120-01 |
|
0.382 |
119-27 |
|
LOW |
119-06 |
|
0.618 |
118-03 |
|
1.000 |
117-14 |
|
1.618 |
116-12 |
|
2.618 |
114-20 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 09-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-01 |
119-25 |
| PP |
119-26 |
119-20 |
| S1 |
119-18 |
119-16 |
|