ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
118-00 |
1-12 |
1.2% |
115-06 |
| High |
118-11 |
119-14 |
1-04 |
0.9% |
119-14 |
| Low |
115-30 |
117-27 |
1-28 |
1.6% |
114-28 |
| Close |
118-06 |
118-25 |
0-19 |
0.5% |
118-25 |
| Range |
2-12 |
1-20 |
-0-25 |
-32.7% |
4-18 |
| ATR |
1-24 |
1-23 |
0-00 |
-0.5% |
0-00 |
| Volume |
250,812 |
348,036 |
97,224 |
38.8% |
1,307,577 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-24 |
119-21 |
|
| R3 |
121-29 |
121-05 |
119-07 |
|
| R2 |
120-10 |
120-10 |
119-02 |
|
| R1 |
119-17 |
119-17 |
118-30 |
119-30 |
| PP |
118-22 |
118-22 |
118-22 |
118-28 |
| S1 |
117-30 |
117-30 |
118-20 |
118-10 |
| S2 |
117-03 |
117-03 |
118-16 |
|
| S3 |
115-15 |
116-10 |
118-11 |
|
| S4 |
113-28 |
114-23 |
117-29 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-14 |
129-22 |
121-10 |
|
| R3 |
126-28 |
125-04 |
120-01 |
|
| R2 |
122-09 |
122-09 |
119-20 |
|
| R1 |
120-17 |
120-17 |
119-06 |
121-13 |
| PP |
117-22 |
117-22 |
117-22 |
118-04 |
| S1 |
115-30 |
115-30 |
118-12 |
116-26 |
| S2 |
113-04 |
113-04 |
117-30 |
|
| S3 |
108-18 |
111-12 |
117-17 |
|
| S4 |
103-31 |
106-26 |
116-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-14 |
114-28 |
4-18 |
3.9% |
1-28 |
1.6% |
85% |
True |
False |
261,515 |
| 10 |
119-14 |
114-26 |
4-21 |
3.9% |
1-25 |
1.5% |
86% |
True |
False |
257,486 |
| 20 |
119-14 |
114-26 |
4-21 |
3.9% |
1-24 |
1.5% |
86% |
True |
False |
240,386 |
| 40 |
121-12 |
113-22 |
7-22 |
6.5% |
1-20 |
1.4% |
66% |
False |
False |
229,263 |
| 60 |
121-31 |
111-22 |
10-10 |
8.7% |
1-22 |
1.4% |
69% |
False |
False |
229,710 |
| 80 |
124-10 |
111-22 |
12-20 |
10.6% |
1-19 |
1.4% |
56% |
False |
False |
173,353 |
| 100 |
129-16 |
111-22 |
17-26 |
15.0% |
1-19 |
1.3% |
40% |
False |
False |
138,717 |
| 120 |
130-15 |
111-22 |
18-26 |
15.8% |
1-21 |
1.4% |
38% |
False |
False |
115,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-09 |
|
2.618 |
123-21 |
|
1.618 |
122-02 |
|
1.000 |
121-02 |
|
0.618 |
120-14 |
|
HIGH |
119-14 |
|
0.618 |
118-27 |
|
0.500 |
118-21 |
|
0.382 |
118-15 |
|
LOW |
117-27 |
|
0.618 |
116-27 |
|
1.000 |
116-08 |
|
1.618 |
115-08 |
|
2.618 |
113-20 |
|
4.250 |
111-00 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-13 |
| PP |
118-22 |
118-01 |
| S1 |
118-21 |
117-22 |
|