ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-11 |
115-06 |
-1-05 |
-1.0% |
119-03 |
| High |
116-18 |
116-18 |
0-00 |
0.0% |
119-04 |
| Low |
114-26 |
114-28 |
0-02 |
0.1% |
114-26 |
| Close |
115-10 |
116-13 |
1-03 |
0.9% |
115-10 |
| Range |
1-24 |
1-22 |
-0-02 |
-4.4% |
4-10 |
| ATR |
1-21 |
1-21 |
0-00 |
0.1% |
0-00 |
| Volume |
215,293 |
244,627 |
29,334 |
13.6% |
1,267,289 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-00 |
120-13 |
117-11 |
|
| R3 |
119-10 |
118-23 |
116-28 |
|
| R2 |
117-20 |
117-20 |
116-23 |
|
| R1 |
117-01 |
117-01 |
116-18 |
117-10 |
| PP |
115-30 |
115-30 |
115-30 |
116-03 |
| S1 |
115-11 |
115-11 |
116-08 |
115-20 |
| S2 |
114-08 |
114-08 |
116-03 |
|
| S3 |
112-18 |
113-21 |
115-30 |
|
| S4 |
110-28 |
111-31 |
115-15 |
|
|
| 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 |
118-12 |
114-26 |
3-18 |
3.1% |
1-22 |
1.4% |
45% |
False |
False |
248,347 |
| 10 |
119-08 |
114-26 |
4-15 |
3.8% |
1-23 |
1.5% |
36% |
False |
False |
245,192 |
| 20 |
120-00 |
114-26 |
5-06 |
4.5% |
1-22 |
1.5% |
31% |
False |
False |
233,727 |
| 40 |
121-12 |
113-22 |
7-22 |
6.6% |
1-19 |
1.4% |
35% |
False |
False |
223,280 |
| 60 |
122-11 |
111-22 |
10-22 |
9.2% |
1-21 |
1.4% |
44% |
False |
False |
213,197 |
| 80 |
126-07 |
111-22 |
14-18 |
12.5% |
1-19 |
1.4% |
33% |
False |
False |
160,069 |
| 100 |
130-15 |
111-22 |
18-26 |
16.1% |
1-19 |
1.4% |
25% |
False |
False |
128,097 |
| 120 |
130-15 |
111-22 |
18-26 |
16.1% |
1-20 |
1.4% |
25% |
False |
False |
106,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
120-31 |
|
1.618 |
119-09 |
|
1.000 |
118-08 |
|
0.618 |
117-19 |
|
HIGH |
116-18 |
|
0.618 |
115-29 |
|
0.500 |
115-23 |
|
0.382 |
115-17 |
|
LOW |
114-28 |
|
0.618 |
113-27 |
|
1.000 |
113-06 |
|
1.618 |
112-05 |
|
2.618 |
110-15 |
|
4.250 |
107-22 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-06 |
116-07 |
| PP |
115-30 |
116-01 |
| S1 |
115-23 |
115-26 |
|