ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 02-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
121-04 |
0-22 |
0.6% |
118-20 |
| High |
121-10 |
122-08 |
0-31 |
0.8% |
121-07 |
| Low |
119-14 |
121-00 |
1-18 |
1.3% |
118-06 |
| Close |
121-04 |
122-06 |
1-02 |
0.9% |
120-10 |
| Range |
1-27 |
1-08 |
-0-19 |
-32.2% |
3-00 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.4% |
0-00 |
| Volume |
117,657 |
62,209 |
-55,448 |
-47.1% |
1,890,629 |
|
| Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
125-04 |
122-28 |
|
| R3 |
124-10 |
123-28 |
122-16 |
|
| R2 |
123-02 |
123-02 |
122-13 |
|
| R1 |
122-20 |
122-20 |
122-09 |
122-27 |
| PP |
121-26 |
121-26 |
121-26 |
121-30 |
| S1 |
121-12 |
121-12 |
122-02 |
121-19 |
| S2 |
120-18 |
120-18 |
121-30 |
|
| S3 |
119-10 |
120-04 |
121-26 |
|
| S4 |
118-02 |
118-28 |
121-16 |
|
|
| 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 |
122-08 |
119-11 |
2-30 |
2.4% |
1-14 |
1.2% |
97% |
True |
False |
280,081 |
| 10 |
122-08 |
118-06 |
4-02 |
3.3% |
1-14 |
1.2% |
98% |
True |
False |
291,558 |
| 20 |
122-08 |
114-26 |
7-15 |
6.1% |
1-17 |
1.3% |
99% |
True |
False |
268,135 |
| 40 |
122-08 |
114-26 |
7-15 |
6.1% |
1-20 |
1.3% |
99% |
True |
False |
253,297 |
| 60 |
122-08 |
111-22 |
10-19 |
8.7% |
1-19 |
1.3% |
99% |
True |
False |
238,702 |
| 80 |
122-11 |
111-22 |
10-22 |
8.7% |
1-20 |
1.3% |
98% |
False |
False |
217,867 |
| 100 |
126-29 |
111-22 |
15-08 |
12.5% |
1-18 |
1.3% |
69% |
False |
False |
174,370 |
| 120 |
130-15 |
111-22 |
18-26 |
15.4% |
1-20 |
1.3% |
56% |
False |
False |
145,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
125-17 |
|
1.618 |
124-09 |
|
1.000 |
123-16 |
|
0.618 |
123-01 |
|
HIGH |
122-08 |
|
0.618 |
121-25 |
|
0.500 |
121-20 |
|
0.382 |
121-16 |
|
LOW |
121-00 |
|
0.618 |
120-08 |
|
1.000 |
119-24 |
|
1.618 |
119-00 |
|
2.618 |
117-24 |
|
4.250 |
115-22 |
|
|
| Fisher Pivots for day following 02-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-00 |
121-24 |
| PP |
121-26 |
121-10 |
| S1 |
121-20 |
120-28 |
|