ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
116-23 |
-1-19 |
-1.3% |
118-28 |
| High |
118-23 |
117-26 |
-0-29 |
-0.8% |
121-12 |
| Low |
116-11 |
116-20 |
0-10 |
0.3% |
118-06 |
| Close |
116-26 |
117-07 |
0-12 |
0.3% |
120-23 |
| Range |
2-12 |
1-06 |
-1-06 |
-50.7% |
3-06 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.1% |
0-00 |
| Volume |
242,340 |
318,243 |
75,903 |
31.3% |
1,108,339 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-24 |
120-05 |
117-28 |
|
| R3 |
119-18 |
118-31 |
117-17 |
|
| R2 |
118-13 |
118-13 |
117-14 |
|
| R1 |
117-26 |
117-26 |
117-10 |
118-03 |
| PP |
117-07 |
117-07 |
117-07 |
117-12 |
| S1 |
116-20 |
116-20 |
117-04 |
116-30 |
| S2 |
116-02 |
116-02 |
117-00 |
|
| S3 |
114-28 |
115-15 |
116-29 |
|
| S4 |
113-23 |
114-09 |
116-18 |
|
|
| 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 |
121-10 |
116-11 |
4-30 |
4.2% |
1-22 |
1.4% |
18% |
False |
False |
251,442 |
| 10 |
121-12 |
116-11 |
5-00 |
4.3% |
1-19 |
1.4% |
17% |
False |
False |
227,422 |
| 20 |
121-12 |
113-22 |
7-22 |
6.5% |
1-17 |
1.3% |
46% |
False |
False |
218,645 |
| 40 |
121-31 |
111-22 |
10-10 |
8.8% |
1-22 |
1.4% |
54% |
False |
False |
219,818 |
| 60 |
124-21 |
111-22 |
13-00 |
11.1% |
1-18 |
1.3% |
43% |
False |
False |
147,462 |
| 80 |
129-16 |
111-22 |
17-26 |
15.2% |
1-18 |
1.3% |
31% |
False |
False |
110,642 |
| 100 |
130-15 |
111-22 |
18-26 |
16.0% |
1-20 |
1.4% |
30% |
False |
False |
88,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-25 |
|
2.618 |
120-28 |
|
1.618 |
119-23 |
|
1.000 |
119-00 |
|
0.618 |
118-17 |
|
HIGH |
117-26 |
|
0.618 |
117-12 |
|
0.500 |
117-07 |
|
0.382 |
117-03 |
|
LOW |
116-20 |
|
0.618 |
115-29 |
|
1.000 |
115-15 |
|
1.618 |
114-24 |
|
2.618 |
113-18 |
|
4.250 |
111-21 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-07 |
118-05 |
| PP |
117-07 |
117-27 |
| S1 |
117-07 |
117-17 |
|