ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
120-13 |
0-06 |
0.1% |
118-20 |
| High |
121-01 |
121-10 |
0-08 |
0.2% |
121-07 |
| Low |
119-14 |
119-14 |
0-00 |
0.0% |
118-06 |
| Close |
120-15 |
121-04 |
0-20 |
0.5% |
120-10 |
| Range |
1-18 |
1-27 |
0-08 |
16.8% |
3-00 |
| ATR |
1-17 |
1-18 |
0-01 |
1.5% |
0-00 |
| Volume |
312,969 |
117,657 |
-195,312 |
-62.4% |
1,890,629 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-15 |
122-04 |
|
| R3 |
124-10 |
123-20 |
121-20 |
|
| R2 |
122-15 |
122-15 |
121-14 |
|
| R1 |
121-25 |
121-25 |
121-09 |
122-04 |
| PP |
120-20 |
120-20 |
120-20 |
120-25 |
| S1 |
119-30 |
119-30 |
120-30 |
120-09 |
| S2 |
118-25 |
118-25 |
120-25 |
|
| S3 |
116-30 |
118-03 |
120-19 |
|
| S4 |
115-03 |
116-08 |
120-03 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-31 |
127-21 |
121-31 |
|
| R3 |
125-30 |
124-20 |
121-05 |
|
| R2 |
122-30 |
122-30 |
120-28 |
|
| R1 |
121-20 |
121-20 |
120-19 |
122-09 |
| PP |
119-29 |
119-29 |
119-29 |
120-08 |
| S1 |
118-19 |
118-19 |
120-01 |
119-08 |
| S2 |
116-29 |
116-29 |
119-24 |
|
| S3 |
113-28 |
115-19 |
119-15 |
|
| S4 |
110-28 |
112-18 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-10 |
119-11 |
1-30 |
1.6% |
1-10 |
1.1% |
90% |
True |
False |
341,078 |
| 10 |
121-10 |
118-06 |
3-03 |
2.6% |
1-15 |
1.2% |
94% |
True |
False |
308,648 |
| 20 |
121-10 |
114-26 |
6-16 |
5.4% |
1-18 |
1.3% |
97% |
True |
False |
278,629 |
| 40 |
121-12 |
114-26 |
6-18 |
5.4% |
1-20 |
1.3% |
96% |
False |
False |
256,598 |
| 60 |
121-12 |
111-22 |
9-22 |
8.0% |
1-18 |
1.3% |
97% |
False |
False |
240,738 |
| 80 |
122-11 |
111-22 |
10-22 |
8.8% |
1-20 |
1.3% |
88% |
False |
False |
217,115 |
| 100 |
126-29 |
111-22 |
15-08 |
12.6% |
1-18 |
1.3% |
62% |
False |
False |
173,751 |
| 120 |
130-15 |
111-22 |
18-26 |
15.5% |
1-20 |
1.3% |
50% |
False |
False |
144,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-04 |
|
2.618 |
126-04 |
|
1.618 |
124-09 |
|
1.000 |
123-04 |
|
0.618 |
122-14 |
|
HIGH |
121-10 |
|
0.618 |
120-19 |
|
0.500 |
120-12 |
|
0.382 |
120-05 |
|
LOW |
119-14 |
|
0.618 |
118-10 |
|
1.000 |
117-20 |
|
1.618 |
116-15 |
|
2.618 |
114-20 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
120-27 |
| PP |
120-20 |
120-19 |
| S1 |
120-12 |
120-10 |
|