ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
120-24 |
1-09 |
1.1% |
118-28 |
| High |
121-02 |
121-10 |
0-08 |
0.2% |
121-12 |
| Low |
119-14 |
119-26 |
0-12 |
0.3% |
118-06 |
| Close |
120-23 |
120-02 |
-0-22 |
-0.6% |
120-23 |
| Range |
1-20 |
1-16 |
-0-04 |
-8.7% |
3-06 |
| ATR |
1-19 |
1-18 |
0-00 |
-0.4% |
0-00 |
| Volume |
306,487 |
233,938 |
-72,549 |
-23.7% |
1,108,339 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
123-30 |
120-28 |
|
| R3 |
123-11 |
122-14 |
120-15 |
|
| R2 |
121-28 |
121-28 |
120-10 |
|
| R1 |
120-31 |
120-31 |
120-06 |
120-22 |
| PP |
120-12 |
120-12 |
120-12 |
120-08 |
| S1 |
119-15 |
119-15 |
119-29 |
119-06 |
| S2 |
118-29 |
118-29 |
119-25 |
|
| S3 |
117-13 |
118-00 |
119-20 |
|
| S4 |
115-30 |
116-16 |
119-07 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-19 |
128-11 |
122-15 |
|
| R3 |
126-14 |
125-05 |
121-19 |
|
| R2 |
123-08 |
123-08 |
121-10 |
|
| R1 |
122-00 |
122-00 |
121-00 |
122-20 |
| PP |
120-03 |
120-03 |
120-03 |
120-13 |
| S1 |
118-26 |
118-26 |
120-14 |
119-14 |
| S2 |
116-29 |
116-29 |
120-04 |
|
| S3 |
113-24 |
115-21 |
119-27 |
|
| S4 |
110-18 |
112-15 |
118-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-12 |
118-06 |
3-06 |
2.6% |
1-21 |
1.4% |
59% |
False |
False |
232,636 |
| 10 |
121-12 |
117-12 |
4-00 |
3.3% |
1-13 |
1.2% |
67% |
False |
False |
214,906 |
| 20 |
121-12 |
113-22 |
7-22 |
6.4% |
1-16 |
1.2% |
83% |
False |
False |
212,833 |
| 40 |
122-11 |
111-22 |
10-22 |
8.9% |
1-21 |
1.4% |
78% |
False |
False |
202,932 |
| 60 |
126-07 |
111-22 |
14-18 |
12.1% |
1-18 |
1.3% |
58% |
False |
False |
135,517 |
| 80 |
130-15 |
111-22 |
18-26 |
15.7% |
1-18 |
1.3% |
45% |
False |
False |
101,689 |
| 100 |
130-15 |
111-22 |
18-26 |
15.7% |
1-19 |
1.3% |
45% |
False |
False |
81,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-19 |
|
2.618 |
125-06 |
|
1.618 |
123-22 |
|
1.000 |
122-25 |
|
0.618 |
122-07 |
|
HIGH |
121-10 |
|
0.618 |
120-23 |
|
0.500 |
120-18 |
|
0.382 |
120-12 |
|
LOW |
119-26 |
|
0.618 |
118-29 |
|
1.000 |
118-10 |
|
1.618 |
117-13 |
|
2.618 |
115-30 |
|
4.250 |
113-16 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-18 |
120-08 |
| PP |
120-12 |
120-06 |
| S1 |
120-07 |
120-04 |
|