ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 29-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2009 |
29-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-12 |
115-30 |
0-18 |
0.5% |
116-04 |
| High |
116-24 |
117-00 |
0-08 |
0.2% |
118-16 |
| Low |
115-06 |
115-16 |
0-10 |
0.3% |
115-14 |
| Close |
115-30 |
116-15 |
0-16 |
0.4% |
116-03 |
| Range |
1-17 |
1-16 |
-0-02 |
-3.1% |
3-02 |
| ATR |
1-20 |
1-19 |
0-00 |
-0.6% |
0-00 |
| Volume |
187,377 |
228,506 |
41,129 |
21.9% |
1,131,588 |
|
| Daily Pivots for day following 29-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
120-03 |
117-09 |
|
| R3 |
119-09 |
118-20 |
116-28 |
|
| R2 |
117-26 |
117-26 |
116-24 |
|
| R1 |
117-04 |
117-04 |
116-19 |
117-15 |
| PP |
116-10 |
116-10 |
116-10 |
116-16 |
| S1 |
115-21 |
115-21 |
116-11 |
116-00 |
| S2 |
114-27 |
114-27 |
116-06 |
|
| S3 |
113-11 |
114-05 |
116-02 |
|
| S4 |
111-28 |
112-22 |
115-21 |
|
|
| 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 |
117-28 |
114-30 |
2-30 |
2.5% |
1-16 |
1.3% |
52% |
False |
False |
210,709 |
| 10 |
118-16 |
114-30 |
3-18 |
3.1% |
1-19 |
1.4% |
43% |
False |
False |
223,996 |
| 20 |
121-12 |
114-30 |
6-14 |
5.5% |
1-18 |
1.4% |
24% |
False |
False |
223,929 |
| 40 |
121-12 |
111-22 |
9-22 |
8.3% |
1-18 |
1.3% |
50% |
False |
False |
222,222 |
| 60 |
122-11 |
111-22 |
10-22 |
9.2% |
1-19 |
1.4% |
45% |
False |
False |
179,450 |
| 80 |
126-29 |
111-22 |
15-08 |
13.1% |
1-18 |
1.3% |
31% |
False |
False |
134,637 |
| 100 |
130-15 |
111-22 |
18-26 |
16.1% |
1-20 |
1.4% |
26% |
False |
False |
107,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-09 |
|
2.618 |
120-28 |
|
1.618 |
119-12 |
|
1.000 |
118-15 |
|
0.618 |
117-29 |
|
HIGH |
117-00 |
|
0.618 |
116-13 |
|
0.500 |
116-08 |
|
0.382 |
116-02 |
|
LOW |
115-16 |
|
0.618 |
114-19 |
|
1.000 |
114-00 |
|
1.618 |
113-03 |
|
2.618 |
111-20 |
|
4.250 |
109-06 |
|
|
| Fisher Pivots for day following 29-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-13 |
116-10 |
| PP |
116-10 |
116-04 |
| S1 |
116-08 |
115-31 |
|