ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
116-11 |
0-06 |
0.2% |
119-03 |
| High |
116-28 |
116-18 |
-0-10 |
-0.3% |
119-04 |
| Low |
115-18 |
114-26 |
-0-24 |
-0.6% |
114-26 |
| Close |
116-15 |
115-10 |
-1-05 |
-1.0% |
115-10 |
| Range |
1-10 |
1-24 |
0-14 |
34.5% |
4-10 |
| ATR |
1-21 |
1-21 |
0-00 |
0.5% |
0-00 |
| Volume |
271,583 |
215,293 |
-56,290 |
-20.7% |
1,267,289 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
119-27 |
116-09 |
|
| R3 |
119-03 |
118-03 |
115-26 |
|
| R2 |
117-10 |
117-10 |
115-20 |
|
| R1 |
116-10 |
116-10 |
115-15 |
115-30 |
| PP |
115-18 |
115-18 |
115-18 |
115-12 |
| S1 |
114-18 |
114-18 |
115-05 |
114-06 |
| S2 |
113-25 |
113-25 |
115-00 |
|
| S3 |
112-01 |
112-25 |
114-26 |
|
| S4 |
110-08 |
111-01 |
114-11 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
126-20 |
117-22 |
|
| R3 |
125-01 |
122-10 |
116-16 |
|
| R2 |
120-23 |
120-23 |
116-03 |
|
| R1 |
118-00 |
118-00 |
115-23 |
117-07 |
| PP |
116-13 |
116-13 |
116-13 |
116-00 |
| S1 |
113-22 |
113-22 |
114-29 |
112-29 |
| S2 |
112-03 |
112-03 |
114-17 |
|
| S3 |
107-25 |
109-12 |
114-04 |
|
| S4 |
103-15 |
105-02 |
112-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-04 |
114-26 |
4-10 |
3.7% |
1-23 |
1.5% |
12% |
False |
True |
253,457 |
| 10 |
119-08 |
114-26 |
4-15 |
3.9% |
1-22 |
1.5% |
12% |
False |
True |
236,856 |
| 20 |
121-10 |
114-26 |
6-16 |
5.6% |
1-22 |
1.5% |
8% |
False |
True |
233,193 |
| 40 |
121-12 |
113-17 |
7-26 |
6.8% |
1-19 |
1.4% |
23% |
False |
False |
224,640 |
| 60 |
122-11 |
111-22 |
10-22 |
9.3% |
1-21 |
1.4% |
34% |
False |
False |
209,155 |
| 80 |
126-07 |
111-22 |
14-18 |
12.6% |
1-19 |
1.4% |
25% |
False |
False |
157,012 |
| 100 |
130-15 |
111-22 |
18-26 |
16.3% |
1-20 |
1.4% |
19% |
False |
False |
125,651 |
| 120 |
130-15 |
111-22 |
18-26 |
16.3% |
1-20 |
1.4% |
19% |
False |
False |
104,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-02 |
|
2.618 |
121-06 |
|
1.618 |
119-13 |
|
1.000 |
118-10 |
|
0.618 |
117-21 |
|
HIGH |
116-18 |
|
0.618 |
115-28 |
|
0.500 |
115-22 |
|
0.382 |
115-15 |
|
LOW |
114-26 |
|
0.618 |
113-23 |
|
1.000 |
113-01 |
|
1.618 |
111-30 |
|
2.618 |
110-06 |
|
4.250 |
107-09 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-22 |
116-09 |
| PP |
115-18 |
115-30 |
| S1 |
115-14 |
115-20 |
|