ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 27-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2009 |
27-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-28 |
116-06 |
0-11 |
0.3% |
116-04 |
| High |
116-12 |
116-10 |
-0-02 |
-0.1% |
118-16 |
| Low |
115-21 |
114-30 |
-0-23 |
-0.6% |
115-14 |
| Close |
116-03 |
115-16 |
-0-18 |
-0.5% |
116-03 |
| Range |
0-24 |
1-12 |
0-20 |
87.2% |
3-02 |
| ATR |
1-20 |
1-20 |
-0-01 |
-1.2% |
0-00 |
| Volume |
286,794 |
161,266 |
-125,528 |
-43.8% |
1,131,588 |
|
| Daily Pivots for day following 27-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-23 |
119-00 |
116-09 |
|
| R3 |
118-11 |
117-20 |
115-29 |
|
| R2 |
116-31 |
116-31 |
115-25 |
|
| R1 |
116-08 |
116-08 |
115-21 |
115-29 |
| PP |
115-19 |
115-19 |
115-19 |
115-14 |
| S1 |
114-28 |
114-28 |
115-12 |
114-17 |
| S2 |
114-07 |
114-07 |
115-08 |
|
| S3 |
112-27 |
113-16 |
115-04 |
|
| S4 |
111-15 |
112-04 |
114-24 |
|
|
| 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 |
114-30 |
3-18 |
3.1% |
1-20 |
1.4% |
16% |
False |
True |
220,918 |
| 10 |
120-00 |
114-30 |
5-02 |
4.4% |
1-22 |
1.5% |
11% |
False |
True |
222,262 |
| 20 |
121-12 |
114-30 |
6-14 |
5.6% |
1-18 |
1.3% |
9% |
False |
True |
218,584 |
| 40 |
121-12 |
111-22 |
9-22 |
8.4% |
1-19 |
1.4% |
40% |
False |
False |
226,672 |
| 60 |
122-11 |
111-22 |
10-22 |
9.2% |
1-19 |
1.4% |
36% |
False |
False |
172,535 |
| 80 |
129-16 |
111-22 |
17-26 |
15.4% |
1-18 |
1.4% |
22% |
False |
False |
129,453 |
| 100 |
130-15 |
111-22 |
18-26 |
16.3% |
1-20 |
1.4% |
20% |
False |
False |
103,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-05 |
|
2.618 |
119-29 |
|
1.618 |
118-17 |
|
1.000 |
117-22 |
|
0.618 |
117-05 |
|
HIGH |
116-10 |
|
0.618 |
115-25 |
|
0.500 |
115-20 |
|
0.382 |
115-15 |
|
LOW |
114-30 |
|
0.618 |
114-03 |
|
1.000 |
113-18 |
|
1.618 |
112-23 |
|
2.618 |
111-11 |
|
4.250 |
109-03 |
|
|
| Fisher Pivots for day following 27-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
116-13 |
| PP |
115-19 |
116-03 |
| S1 |
115-18 |
115-26 |
|