ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-23 |
117-02 |
0-11 |
0.3% |
120-24 |
| High |
117-26 |
117-20 |
-0-06 |
-0.2% |
121-10 |
| Low |
116-20 |
116-04 |
-0-17 |
-0.5% |
116-04 |
| Close |
117-07 |
116-08 |
-0-30 |
-0.8% |
116-08 |
| Range |
1-06 |
1-16 |
0-10 |
28.0% |
5-06 |
| ATR |
1-20 |
1-19 |
0-00 |
-0.5% |
0-00 |
| Volume |
318,243 |
212,987 |
-105,256 |
-33.1% |
1,163,713 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-05 |
120-07 |
117-03 |
|
| R3 |
119-21 |
118-23 |
116-22 |
|
| R2 |
118-05 |
118-05 |
116-17 |
|
| R1 |
117-07 |
117-07 |
116-13 |
116-30 |
| PP |
116-21 |
116-21 |
116-21 |
116-17 |
| S1 |
115-23 |
115-23 |
116-04 |
115-14 |
| S2 |
115-05 |
115-05 |
116-00 |
|
| S3 |
113-21 |
114-07 |
115-27 |
|
| S4 |
112-05 |
112-23 |
115-14 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-14 |
130-02 |
119-04 |
|
| R3 |
128-08 |
124-28 |
117-22 |
|
| R2 |
123-02 |
123-02 |
117-07 |
|
| R1 |
119-22 |
119-22 |
116-24 |
118-25 |
| PP |
117-28 |
117-28 |
117-28 |
117-14 |
| S1 |
114-16 |
114-16 |
115-25 |
113-19 |
| S2 |
112-22 |
112-22 |
115-10 |
|
| S3 |
107-16 |
109-10 |
114-27 |
|
| S4 |
102-10 |
104-04 |
113-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-10 |
116-04 |
5-06 |
4.5% |
1-21 |
1.4% |
3% |
False |
True |
232,742 |
| 10 |
121-12 |
116-04 |
5-08 |
4.5% |
1-19 |
1.4% |
3% |
False |
True |
227,205 |
| 20 |
121-12 |
113-22 |
7-22 |
6.6% |
1-17 |
1.3% |
34% |
False |
False |
218,140 |
| 40 |
121-31 |
111-22 |
10-10 |
8.9% |
1-22 |
1.4% |
45% |
False |
False |
224,372 |
| 60 |
124-10 |
111-22 |
12-20 |
10.9% |
1-18 |
1.3% |
36% |
False |
False |
151,009 |
| 80 |
129-16 |
111-22 |
17-26 |
15.3% |
1-17 |
1.3% |
26% |
False |
False |
113,300 |
| 100 |
130-15 |
111-22 |
18-26 |
16.2% |
1-20 |
1.4% |
24% |
False |
False |
90,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
121-17 |
|
1.618 |
120-01 |
|
1.000 |
119-04 |
|
0.618 |
118-17 |
|
HIGH |
117-20 |
|
0.618 |
117-01 |
|
0.500 |
116-28 |
|
0.382 |
116-22 |
|
LOW |
116-04 |
|
0.618 |
115-06 |
|
1.000 |
114-20 |
|
1.618 |
113-22 |
|
2.618 |
112-06 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-28 |
117-13 |
| PP |
116-21 |
117-01 |
| S1 |
116-15 |
116-21 |
|