ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-18 |
116-20 |
-0-30 |
-0.8% |
119-03 |
| High |
118-00 |
118-11 |
0-12 |
0.3% |
119-04 |
| Low |
115-28 |
115-30 |
0-02 |
0.1% |
114-26 |
| Close |
116-28 |
118-06 |
1-10 |
1.1% |
115-10 |
| Range |
2-03 |
2-12 |
0-10 |
14.2% |
4-10 |
| ATR |
1-22 |
1-24 |
0-02 |
2.9% |
0-00 |
| Volume |
286,760 |
250,812 |
-35,948 |
-12.5% |
1,267,289 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-21 |
123-26 |
119-16 |
|
| R3 |
122-09 |
121-14 |
118-27 |
|
| R2 |
119-28 |
119-28 |
118-20 |
|
| R1 |
119-01 |
119-01 |
118-13 |
119-15 |
| PP |
117-16 |
117-16 |
117-16 |
117-23 |
| S1 |
116-21 |
116-21 |
117-31 |
117-02 |
| S2 |
115-03 |
115-03 |
117-24 |
|
| S3 |
112-23 |
114-08 |
117-17 |
|
| S4 |
110-10 |
111-28 |
116-28 |
|
|
| 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 |
118-11 |
114-26 |
3-18 |
3.0% |
1-29 |
1.6% |
96% |
True |
False |
234,966 |
| 10 |
119-08 |
114-26 |
4-15 |
3.8% |
1-27 |
1.6% |
76% |
False |
False |
246,842 |
| 20 |
119-08 |
114-26 |
4-15 |
3.8% |
1-24 |
1.5% |
76% |
False |
False |
233,634 |
| 40 |
121-12 |
113-22 |
7-22 |
6.5% |
1-21 |
1.4% |
59% |
False |
False |
226,139 |
| 60 |
121-31 |
111-22 |
10-10 |
8.7% |
1-22 |
1.4% |
63% |
False |
False |
224,423 |
| 80 |
124-21 |
111-22 |
13-00 |
11.0% |
1-19 |
1.4% |
50% |
False |
False |
169,005 |
| 100 |
129-16 |
111-22 |
17-26 |
15.1% |
1-19 |
1.3% |
37% |
False |
False |
135,240 |
| 120 |
130-15 |
111-22 |
18-26 |
15.9% |
1-20 |
1.4% |
35% |
False |
False |
112,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-16 |
|
2.618 |
124-19 |
|
1.618 |
122-07 |
|
1.000 |
120-24 |
|
0.618 |
119-26 |
|
HIGH |
118-11 |
|
0.618 |
117-14 |
|
0.500 |
117-05 |
|
0.382 |
116-28 |
|
LOW |
115-30 |
|
0.618 |
114-15 |
|
1.000 |
113-18 |
|
1.618 |
112-03 |
|
2.618 |
109-22 |
|
4.250 |
105-25 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-27 |
117-27 |
| PP |
117-16 |
117-15 |
| S1 |
117-05 |
117-04 |
|