ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-08 |
119-03 |
1-26 |
1.6% |
116-06 |
| High |
119-08 |
119-04 |
-0-05 |
-0.1% |
119-08 |
| Low |
117-03 |
117-08 |
0-05 |
0.1% |
114-30 |
| Close |
119-00 |
117-19 |
-1-13 |
-1.2% |
119-00 |
| Range |
2-06 |
1-28 |
-0-10 |
-14.4% |
4-10 |
| ATR |
1-21 |
1-21 |
0-00 |
0.9% |
0-00 |
| Volume |
241,596 |
270,179 |
28,583 |
11.8% |
1,101,278 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-14 |
118-20 |
|
| R3 |
121-22 |
120-18 |
118-03 |
|
| R2 |
119-27 |
119-27 |
117-30 |
|
| R1 |
118-23 |
118-23 |
117-24 |
118-11 |
| PP |
118-00 |
118-00 |
118-00 |
117-26 |
| S1 |
116-28 |
116-28 |
117-14 |
116-16 |
| S2 |
116-04 |
116-04 |
117-08 |
|
| S3 |
114-08 |
115-00 |
117-03 |
|
| S4 |
112-13 |
113-04 |
116-18 |
|
|
| 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 |
115-06 |
4-02 |
3.5% |
1-24 |
1.5% |
59% |
False |
False |
242,038 |
| 10 |
119-08 |
114-30 |
4-10 |
3.7% |
1-22 |
1.4% |
61% |
False |
False |
231,478 |
| 20 |
121-12 |
114-30 |
6-14 |
5.5% |
1-22 |
1.4% |
41% |
False |
False |
229,800 |
| 40 |
121-12 |
111-22 |
9-22 |
8.2% |
1-18 |
1.3% |
61% |
False |
False |
223,780 |
| 60 |
122-11 |
111-22 |
10-22 |
9.1% |
1-20 |
1.4% |
55% |
False |
False |
192,661 |
| 80 |
126-29 |
111-22 |
15-08 |
13.0% |
1-18 |
1.3% |
39% |
False |
False |
144,560 |
| 100 |
130-15 |
111-22 |
18-26 |
16.0% |
1-20 |
1.4% |
32% |
False |
False |
115,680 |
| 120 |
130-15 |
111-22 |
18-26 |
16.0% |
1-19 |
1.4% |
32% |
False |
False |
96,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-00 |
|
2.618 |
123-31 |
|
1.618 |
122-04 |
|
1.000 |
120-31 |
|
0.618 |
120-08 |
|
HIGH |
119-04 |
|
0.618 |
118-13 |
|
0.500 |
118-06 |
|
0.382 |
117-31 |
|
LOW |
117-08 |
|
0.618 |
116-03 |
|
1.000 |
115-12 |
|
1.618 |
114-08 |
|
2.618 |
112-12 |
|
4.250 |
109-11 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-06 |
117-18 |
| PP |
118-00 |
117-18 |
| S1 |
117-25 |
117-17 |
|