ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 24-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2009 |
24-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120-09 |
118-20 |
-1-20 |
-1.4% |
118-22 |
| High |
120-30 |
120-02 |
-0-28 |
-0.7% |
120-30 |
| Low |
118-18 |
118-06 |
-0-12 |
-0.3% |
118-18 |
| Close |
118-26 |
119-24 |
0-30 |
0.8% |
118-26 |
| Range |
2-12 |
1-28 |
-0-16 |
-21.6% |
2-12 |
| ATR |
1-21 |
1-21 |
0-01 |
1.0% |
0-00 |
| Volume |
211,404 |
282,713 |
71,309 |
33.7% |
1,184,797 |
|
| Daily Pivots for day following 24-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-31 |
124-08 |
120-26 |
|
| R3 |
123-03 |
122-12 |
120-09 |
|
| R2 |
121-07 |
121-07 |
120-04 |
|
| R1 |
120-16 |
120-16 |
119-30 |
120-28 |
| PP |
119-11 |
119-11 |
119-11 |
119-17 |
| S1 |
118-20 |
118-20 |
119-19 |
119-00 |
| S2 |
117-15 |
117-15 |
119-14 |
|
| S3 |
115-19 |
116-24 |
119-08 |
|
| S4 |
113-23 |
114-28 |
118-24 |
|
|
| 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 |
118-06 |
2-24 |
2.3% |
1-17 |
1.3% |
57% |
False |
True |
248,046 |
| 10 |
120-30 |
115-28 |
5-02 |
4.2% |
1-22 |
1.4% |
77% |
False |
False |
253,046 |
| 20 |
120-30 |
114-26 |
6-05 |
5.1% |
1-22 |
1.4% |
81% |
False |
False |
249,119 |
| 40 |
121-12 |
114-26 |
6-18 |
5.5% |
1-20 |
1.4% |
76% |
False |
False |
233,851 |
| 60 |
121-12 |
111-22 |
9-22 |
8.1% |
1-20 |
1.4% |
84% |
False |
False |
234,154 |
| 80 |
122-11 |
111-22 |
10-22 |
8.9% |
1-19 |
1.3% |
76% |
False |
False |
191,681 |
| 100 |
129-16 |
111-22 |
17-26 |
14.9% |
1-19 |
1.3% |
45% |
False |
False |
153,386 |
| 120 |
130-15 |
111-22 |
18-26 |
15.7% |
1-21 |
1.4% |
43% |
False |
False |
127,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-02 |
|
2.618 |
125-00 |
|
1.618 |
123-04 |
|
1.000 |
121-30 |
|
0.618 |
121-08 |
|
HIGH |
120-02 |
|
0.618 |
119-12 |
|
0.500 |
119-04 |
|
0.382 |
118-29 |
|
LOW |
118-06 |
|
0.618 |
117-01 |
|
1.000 |
116-10 |
|
1.618 |
115-05 |
|
2.618 |
113-09 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 24-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-22 |
| PP |
119-11 |
119-20 |
| S1 |
119-04 |
119-18 |
|