ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 11-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2009 |
11-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-06 |
116-08 |
1-02 |
0.9% |
119-03 |
| High |
116-18 |
117-22 |
1-04 |
1.0% |
119-04 |
| Low |
114-28 |
116-04 |
1-08 |
1.1% |
114-26 |
| Close |
116-13 |
117-16 |
1-02 |
0.9% |
115-10 |
| Range |
1-22 |
1-18 |
-0-04 |
-6.5% |
4-10 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.4% |
0-00 |
| Volume |
244,627 |
177,342 |
-67,285 |
-27.5% |
1,267,289 |
|
| Daily Pivots for day following 11-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
121-08 |
118-11 |
|
| R3 |
120-08 |
119-21 |
117-29 |
|
| R2 |
118-22 |
118-22 |
117-25 |
|
| R1 |
118-02 |
118-02 |
117-20 |
118-12 |
| PP |
117-03 |
117-03 |
117-03 |
117-08 |
| S1 |
116-16 |
116-16 |
117-11 |
116-26 |
| S2 |
115-16 |
115-16 |
117-06 |
|
| S3 |
113-30 |
114-30 |
117-02 |
|
| S4 |
112-12 |
113-11 |
116-20 |
|
|
| 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 |
117-24 |
114-26 |
2-30 |
2.5% |
1-20 |
1.4% |
91% |
False |
False |
236,187 |
| 10 |
119-08 |
114-26 |
4-15 |
3.8% |
1-23 |
1.5% |
60% |
False |
False |
244,189 |
| 20 |
119-08 |
114-26 |
4-15 |
3.8% |
1-22 |
1.4% |
60% |
False |
False |
234,784 |
| 40 |
121-12 |
113-22 |
7-22 |
6.5% |
1-19 |
1.4% |
49% |
False |
False |
222,999 |
| 60 |
122-07 |
111-22 |
10-18 |
9.0% |
1-21 |
1.4% |
55% |
False |
False |
216,102 |
| 80 |
126-07 |
111-22 |
14-18 |
12.4% |
1-19 |
1.4% |
40% |
False |
False |
162,286 |
| 100 |
129-16 |
111-22 |
17-26 |
15.2% |
1-18 |
1.3% |
33% |
False |
False |
129,870 |
| 120 |
130-15 |
111-22 |
18-26 |
16.0% |
1-20 |
1.4% |
31% |
False |
False |
108,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-13 |
|
2.618 |
121-26 |
|
1.618 |
120-08 |
|
1.000 |
119-08 |
|
0.618 |
118-21 |
|
HIGH |
117-22 |
|
0.618 |
117-03 |
|
0.500 |
116-29 |
|
0.382 |
116-23 |
|
LOW |
116-04 |
|
0.618 |
115-04 |
|
1.000 |
114-17 |
|
1.618 |
113-18 |
|
2.618 |
111-31 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 11-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-09 |
117-02 |
| PP |
117-03 |
116-21 |
| S1 |
116-29 |
116-08 |
|