ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 21-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2009 |
21-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119-30 |
120-09 |
0-11 |
0.3% |
118-22 |
| High |
120-16 |
120-30 |
0-15 |
0.4% |
120-30 |
| Low |
119-12 |
118-18 |
-0-26 |
-0.7% |
118-18 |
| Close |
120-10 |
118-26 |
-1-16 |
-1.2% |
118-26 |
| Range |
1-03 |
2-12 |
1-10 |
118.6% |
2-12 |
| ATR |
1-19 |
1-21 |
0-02 |
3.5% |
0-00 |
| Volume |
320,720 |
211,404 |
-109,316 |
-34.1% |
1,184,797 |
|
| Daily Pivots for day following 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-20 |
125-03 |
120-04 |
|
| R3 |
124-07 |
122-23 |
119-15 |
|
| R2 |
121-27 |
121-27 |
119-08 |
|
| R1 |
120-10 |
120-10 |
119-01 |
119-28 |
| PP |
119-14 |
119-14 |
119-14 |
119-07 |
| S1 |
117-30 |
117-30 |
118-19 |
117-16 |
| S2 |
117-02 |
117-02 |
118-12 |
|
| S3 |
114-21 |
115-17 |
118-05 |
|
| S4 |
112-09 |
113-05 |
117-16 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-20 |
125-03 |
120-04 |
|
| R3 |
124-07 |
122-23 |
119-15 |
|
| R2 |
121-27 |
121-27 |
119-08 |
|
| R1 |
120-10 |
120-10 |
119-01 |
121-02 |
| PP |
119-14 |
119-14 |
119-14 |
119-26 |
| S1 |
117-30 |
117-30 |
118-19 |
118-22 |
| S2 |
117-02 |
117-02 |
118-12 |
|
| S3 |
114-21 |
115-17 |
118-05 |
|
| S4 |
112-09 |
113-05 |
117-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-30 |
118-18 |
2-12 |
2.0% |
1-14 |
1.2% |
10% |
True |
True |
236,959 |
| 10 |
120-30 |
114-28 |
6-02 |
5.1% |
1-21 |
1.4% |
65% |
True |
False |
249,237 |
| 20 |
120-30 |
114-26 |
6-05 |
5.2% |
1-21 |
1.4% |
65% |
True |
False |
243,047 |
| 40 |
121-12 |
114-26 |
6-18 |
5.5% |
1-19 |
1.3% |
61% |
False |
False |
232,753 |
| 60 |
121-12 |
111-22 |
9-22 |
8.2% |
1-20 |
1.4% |
74% |
False |
False |
235,758 |
| 80 |
122-11 |
111-22 |
10-22 |
9.0% |
1-19 |
1.3% |
67% |
False |
False |
188,151 |
| 100 |
129-16 |
111-22 |
17-26 |
15.0% |
1-19 |
1.3% |
40% |
False |
False |
150,559 |
| 120 |
130-15 |
111-22 |
18-26 |
15.8% |
1-20 |
1.4% |
38% |
False |
False |
125,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-04 |
|
2.618 |
127-07 |
|
1.618 |
124-26 |
|
1.000 |
123-11 |
|
0.618 |
122-14 |
|
HIGH |
120-30 |
|
0.618 |
120-01 |
|
0.500 |
119-24 |
|
0.382 |
119-15 |
|
LOW |
118-18 |
|
0.618 |
117-03 |
|
1.000 |
116-06 |
|
1.618 |
114-22 |
|
2.618 |
112-10 |
|
4.250 |
108-13 |
|
|
| Fisher Pivots for day following 21-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-24 |
119-24 |
| PP |
119-14 |
119-14 |
| S1 |
119-04 |
119-04 |
|