ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118-22 |
119-28 |
1-06 |
1.0% |
115-06 |
| High |
120-00 |
120-02 |
0-02 |
0.1% |
119-14 |
| Low |
118-20 |
119-06 |
0-18 |
0.5% |
114-28 |
| Close |
119-22 |
119-09 |
-0-12 |
-0.3% |
118-25 |
| Range |
1-12 |
0-28 |
-0-16 |
-36.4% |
4-18 |
| ATR |
1-23 |
1-21 |
-0-02 |
-3.5% |
0-00 |
| Volume |
227,277 |
192,288 |
-34,989 |
-15.4% |
1,307,577 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-04 |
121-19 |
119-24 |
|
| R3 |
121-08 |
120-23 |
119-17 |
|
| R2 |
120-12 |
120-12 |
119-14 |
|
| R1 |
119-27 |
119-27 |
119-12 |
119-22 |
| PP |
119-16 |
119-16 |
119-16 |
119-14 |
| S1 |
118-31 |
118-31 |
119-06 |
118-26 |
| S2 |
118-20 |
118-20 |
119-04 |
|
| S3 |
117-24 |
118-03 |
119-01 |
|
| S4 |
116-28 |
117-07 |
118-26 |
|
|
| 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 |
120-02 |
115-28 |
4-06 |
3.5% |
1-21 |
1.4% |
81% |
True |
False |
261,034 |
| 10 |
120-02 |
114-26 |
5-08 |
4.4% |
1-21 |
1.4% |
85% |
True |
False |
248,610 |
| 20 |
120-02 |
114-26 |
5-08 |
4.4% |
1-20 |
1.4% |
85% |
True |
False |
242,148 |
| 40 |
121-12 |
114-26 |
6-18 |
5.5% |
1-20 |
1.4% |
68% |
False |
False |
229,024 |
| 60 |
121-12 |
111-22 |
9-22 |
8.1% |
1-21 |
1.4% |
79% |
False |
False |
233,704 |
| 80 |
124-10 |
111-22 |
12-20 |
10.6% |
1-19 |
1.3% |
60% |
False |
False |
178,594 |
| 100 |
129-16 |
111-22 |
17-26 |
14.9% |
1-18 |
1.3% |
43% |
False |
False |
142,911 |
| 120 |
130-15 |
111-22 |
18-26 |
15.8% |
1-20 |
1.4% |
40% |
False |
False |
119,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-25 |
|
2.618 |
122-11 |
|
1.618 |
121-15 |
|
1.000 |
120-30 |
|
0.618 |
120-19 |
|
HIGH |
120-02 |
|
0.618 |
119-23 |
|
0.500 |
119-20 |
|
0.382 |
119-17 |
|
LOW |
119-06 |
|
0.618 |
118-21 |
|
1.000 |
118-10 |
|
1.618 |
117-25 |
|
2.618 |
116-29 |
|
4.250 |
115-15 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-20 |
119-06 |
| PP |
119-16 |
119-02 |
| S1 |
119-13 |
118-30 |
|