ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
117-08 |
0-31 |
0.8% |
116-06 |
| High |
117-14 |
119-08 |
1-26 |
1.6% |
119-08 |
| Low |
115-26 |
117-03 |
1-10 |
1.1% |
114-30 |
| Close |
117-02 |
119-00 |
1-30 |
1.7% |
119-00 |
| Range |
1-20 |
2-06 |
0-17 |
32.4% |
4-10 |
| ATR |
1-19 |
1-21 |
0-01 |
2.7% |
0-00 |
| Volume |
282,533 |
241,596 |
-40,937 |
-14.5% |
1,101,278 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-31 |
124-05 |
120-06 |
|
| R3 |
122-26 |
122-00 |
119-19 |
|
| R2 |
120-20 |
120-20 |
119-13 |
|
| R1 |
119-26 |
119-26 |
119-06 |
120-07 |
| PP |
118-14 |
118-14 |
118-14 |
118-21 |
| S1 |
117-20 |
117-20 |
118-26 |
118-02 |
| S2 |
116-09 |
116-09 |
118-19 |
|
| S3 |
114-04 |
115-15 |
118-13 |
|
| S4 |
111-30 |
113-10 |
117-26 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
129-06 |
121-12 |
|
| R3 |
126-12 |
124-28 |
120-06 |
|
| R2 |
122-02 |
122-02 |
119-25 |
|
| R1 |
120-17 |
120-17 |
119-13 |
121-10 |
| PP |
117-24 |
117-24 |
117-24 |
118-04 |
| S1 |
116-06 |
116-06 |
118-19 |
116-31 |
| S2 |
113-13 |
113-13 |
118-07 |
|
| S3 |
109-02 |
111-28 |
117-26 |
|
| S4 |
104-24 |
107-18 |
116-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-08 |
114-30 |
4-10 |
3.6% |
1-20 |
1.4% |
94% |
True |
False |
220,255 |
| 10 |
119-08 |
114-30 |
4-10 |
3.6% |
1-22 |
1.4% |
94% |
True |
False |
223,286 |
| 20 |
121-12 |
114-30 |
6-14 |
5.4% |
1-21 |
1.4% |
63% |
False |
False |
225,245 |
| 40 |
121-12 |
111-22 |
9-22 |
8.1% |
1-18 |
1.3% |
76% |
False |
False |
222,846 |
| 60 |
122-11 |
111-22 |
10-22 |
9.0% |
1-20 |
1.4% |
69% |
False |
False |
188,169 |
| 80 |
126-29 |
111-22 |
15-08 |
12.8% |
1-18 |
1.3% |
48% |
False |
False |
141,183 |
| 100 |
130-15 |
111-22 |
18-26 |
15.8% |
1-20 |
1.4% |
39% |
False |
False |
112,978 |
| 120 |
130-15 |
111-22 |
18-26 |
15.8% |
1-19 |
1.3% |
39% |
False |
False |
94,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-16 |
|
2.618 |
124-30 |
|
1.618 |
122-25 |
|
1.000 |
121-14 |
|
0.618 |
120-19 |
|
HIGH |
119-08 |
|
0.618 |
118-14 |
|
0.500 |
118-06 |
|
0.382 |
117-30 |
|
LOW |
117-03 |
|
0.618 |
115-24 |
|
1.000 |
114-30 |
|
1.618 |
113-19 |
|
2.618 |
111-13 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
118-15 |
| PP |
118-14 |
117-30 |
| S1 |
118-06 |
117-12 |
|