ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-14 |
115-28 |
-1-19 |
-1.4% |
116-04 |
| High |
117-28 |
116-12 |
-1-15 |
-1.2% |
118-16 |
| Low |
115-18 |
115-21 |
0-03 |
0.1% |
115-14 |
| Close |
115-20 |
116-03 |
0-15 |
0.4% |
116-03 |
| Range |
2-10 |
0-24 |
-1-18 |
-68.0% |
3-02 |
| ATR |
1-23 |
1-20 |
-0-02 |
-3.9% |
0-00 |
| Volume |
189,606 |
286,794 |
97,188 |
51.3% |
1,131,588 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-08 |
117-29 |
116-16 |
|
| R3 |
117-16 |
117-06 |
116-09 |
|
| R2 |
116-25 |
116-25 |
116-07 |
|
| R1 |
116-14 |
116-14 |
116-05 |
116-20 |
| PP |
116-02 |
116-02 |
116-02 |
116-04 |
| S1 |
115-22 |
115-22 |
116-01 |
115-28 |
| S2 |
115-10 |
115-10 |
115-31 |
|
| S3 |
114-18 |
114-31 |
115-29 |
|
| S4 |
113-27 |
114-08 |
115-22 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-29 |
124-02 |
117-25 |
|
| R3 |
122-26 |
121-00 |
116-30 |
|
| R2 |
119-24 |
119-24 |
116-21 |
|
| R1 |
117-30 |
117-30 |
116-12 |
117-10 |
| PP |
116-22 |
116-22 |
116-22 |
116-12 |
| S1 |
114-27 |
114-27 |
115-26 |
114-07 |
| S2 |
113-19 |
113-19 |
115-17 |
|
| S3 |
110-16 |
111-24 |
115-08 |
|
| S4 |
107-14 |
108-22 |
114-13 |
|
|
| 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% |
1-24 |
1.5% |
22% |
False |
False |
226,317 |
| 10 |
121-10 |
115-14 |
5-28 |
5.1% |
1-22 |
1.5% |
11% |
False |
False |
229,530 |
| 20 |
121-12 |
115-14 |
5-30 |
5.1% |
1-17 |
1.3% |
11% |
False |
False |
222,459 |
| 40 |
121-12 |
111-22 |
9-22 |
8.3% |
1-19 |
1.4% |
46% |
False |
False |
232,113 |
| 60 |
122-11 |
111-22 |
10-22 |
9.2% |
1-18 |
1.4% |
41% |
False |
False |
169,853 |
| 80 |
129-16 |
111-22 |
17-26 |
15.4% |
1-18 |
1.3% |
25% |
False |
False |
127,438 |
| 100 |
130-15 |
111-22 |
18-26 |
16.2% |
1-20 |
1.4% |
24% |
False |
False |
101,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-16 |
|
2.618 |
118-10 |
|
1.618 |
117-19 |
|
1.000 |
117-04 |
|
0.618 |
116-27 |
|
HIGH |
116-12 |
|
0.618 |
116-04 |
|
0.500 |
116-01 |
|
0.382 |
115-30 |
|
LOW |
115-21 |
|
0.618 |
115-06 |
|
1.000 |
114-30 |
|
1.618 |
114-15 |
|
2.618 |
113-23 |
|
4.250 |
112-17 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-02 |
117-01 |
| PP |
116-02 |
116-23 |
| S1 |
116-01 |
116-13 |
|