ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118-20 |
119-31 |
1-10 |
1.1% |
118-22 |
| High |
120-02 |
120-20 |
0-18 |
0.5% |
120-30 |
| Low |
118-06 |
119-14 |
1-07 |
1.0% |
118-18 |
| Close |
119-24 |
120-14 |
0-22 |
0.6% |
118-26 |
| Range |
1-28 |
1-06 |
-0-22 |
-35.8% |
2-12 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.0% |
0-00 |
| Volume |
282,713 |
333,152 |
50,439 |
17.8% |
1,184,797 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-25 |
123-10 |
121-04 |
|
| R3 |
122-18 |
122-04 |
120-25 |
|
| R2 |
121-12 |
121-12 |
120-22 |
|
| R1 |
120-29 |
120-29 |
120-18 |
121-04 |
| PP |
120-05 |
120-05 |
120-05 |
120-09 |
| S1 |
119-23 |
119-23 |
120-11 |
119-30 |
| S2 |
118-31 |
118-31 |
120-07 |
|
| S3 |
117-24 |
118-16 |
120-04 |
|
| S4 |
116-18 |
117-10 |
119-25 |
|
|
| 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% |
1-19 |
1.3% |
82% |
False |
False |
276,219 |
| 10 |
120-30 |
115-28 |
5-02 |
4.2% |
1-20 |
1.4% |
90% |
False |
False |
268,627 |
| 20 |
120-30 |
114-26 |
6-05 |
5.1% |
1-22 |
1.4% |
92% |
False |
False |
256,408 |
| 40 |
121-12 |
114-26 |
6-18 |
5.4% |
1-20 |
1.3% |
86% |
False |
False |
238,203 |
| 60 |
121-12 |
111-22 |
9-22 |
8.0% |
1-19 |
1.3% |
91% |
False |
False |
234,616 |
| 80 |
122-11 |
111-22 |
10-22 |
8.9% |
1-20 |
1.3% |
82% |
False |
False |
195,844 |
| 100 |
127-29 |
111-22 |
16-08 |
13.5% |
1-19 |
1.3% |
54% |
False |
False |
156,713 |
| 120 |
130-15 |
111-22 |
18-26 |
15.6% |
1-20 |
1.3% |
47% |
False |
False |
130,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-24 |
|
2.618 |
123-25 |
|
1.618 |
122-18 |
|
1.000 |
121-26 |
|
0.618 |
121-12 |
|
HIGH |
120-20 |
|
0.618 |
120-05 |
|
0.500 |
120-01 |
|
0.382 |
119-28 |
|
LOW |
119-14 |
|
0.618 |
118-22 |
|
1.000 |
118-07 |
|
1.618 |
117-15 |
|
2.618 |
116-09 |
|
4.250 |
114-10 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-10 |
120-05 |
| PP |
120-05 |
119-28 |
| S1 |
120-01 |
119-18 |
|