ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-04 |
117-14 |
-0-22 |
-0.6% |
120-24 |
| High |
118-16 |
117-28 |
-0-20 |
-0.5% |
121-10 |
| Low |
117-06 |
115-18 |
-1-20 |
-1.4% |
116-04 |
| Close |
117-09 |
115-20 |
-1-21 |
-1.4% |
116-08 |
| Range |
1-10 |
2-10 |
1-00 |
77.1% |
5-06 |
| ATR |
1-21 |
1-23 |
0-01 |
2.7% |
0-00 |
| Volume |
270,851 |
189,606 |
-81,245 |
-30.0% |
1,163,713 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-08 |
121-23 |
116-28 |
|
| R3 |
120-30 |
119-14 |
116-08 |
|
| R2 |
118-21 |
118-21 |
116-01 |
|
| R1 |
117-04 |
117-04 |
115-27 |
116-24 |
| PP |
116-11 |
116-11 |
116-11 |
116-05 |
| S1 |
114-27 |
114-27 |
115-13 |
114-14 |
| S2 |
114-02 |
114-02 |
115-07 |
|
| S3 |
111-24 |
112-17 |
115-00 |
|
| S4 |
109-15 |
110-08 |
114-12 |
|
|
| 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 |
118-16 |
115-14 |
3-02 |
2.7% |
1-29 |
1.6% |
7% |
False |
False |
211,556 |
| 10 |
121-10 |
115-14 |
5-28 |
5.1% |
1-25 |
1.5% |
3% |
False |
False |
231,499 |
| 20 |
121-12 |
115-14 |
5-30 |
5.1% |
1-19 |
1.4% |
3% |
False |
False |
220,247 |
| 40 |
121-12 |
111-22 |
9-22 |
8.4% |
1-20 |
1.4% |
41% |
False |
False |
234,758 |
| 60 |
123-00 |
111-22 |
11-10 |
9.8% |
1-19 |
1.4% |
35% |
False |
False |
165,083 |
| 80 |
129-16 |
111-22 |
17-26 |
15.4% |
1-18 |
1.4% |
22% |
False |
False |
123,856 |
| 100 |
130-15 |
111-22 |
18-26 |
16.3% |
1-21 |
1.4% |
21% |
False |
False |
99,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-20 |
|
2.618 |
123-28 |
|
1.618 |
121-18 |
|
1.000 |
120-05 |
|
0.618 |
119-09 |
|
HIGH |
117-28 |
|
0.618 |
116-31 |
|
0.500 |
116-23 |
|
0.382 |
116-14 |
|
LOW |
115-18 |
|
0.618 |
114-05 |
|
1.000 |
113-08 |
|
1.618 |
111-27 |
|
2.618 |
109-18 |
|
4.250 |
105-26 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-23 |
117-01 |
| PP |
116-11 |
116-18 |
| S1 |
116-00 |
116-03 |
|