ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 04-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
122-01 |
121-02 |
-0-30 |
-0.8% |
120-08 |
| High |
122-01 |
121-03 |
-0-30 |
-0.8% |
122-08 |
| Low |
121-02 |
120-01 |
-1-01 |
-0.8% |
119-14 |
| Close |
121-03 |
120-01 |
-1-02 |
-0.9% |
120-01 |
| Range |
0-31 |
1-02 |
0-02 |
8.0% |
2-26 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.1% |
0-00 |
| Volume |
30,088 |
14,403 |
-15,685 |
-52.1% |
537,326 |
|
| Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-27 |
120-20 |
|
| R3 |
122-16 |
121-25 |
120-10 |
|
| R2 |
121-14 |
121-14 |
120-07 |
|
| R1 |
120-24 |
120-24 |
120-04 |
120-18 |
| PP |
120-12 |
120-12 |
120-12 |
120-09 |
| S1 |
119-22 |
119-22 |
119-30 |
119-16 |
| S2 |
119-10 |
119-10 |
119-27 |
|
| S3 |
118-09 |
118-20 |
119-24 |
|
| S4 |
117-07 |
117-18 |
119-15 |
|
|
| Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
127-11 |
121-19 |
|
| R3 |
126-07 |
124-17 |
120-26 |
|
| R2 |
123-13 |
123-13 |
120-18 |
|
| R1 |
121-23 |
121-23 |
120-09 |
121-05 |
| PP |
120-19 |
120-19 |
120-19 |
120-10 |
| S1 |
118-29 |
118-29 |
119-25 |
118-11 |
| S2 |
117-25 |
117-25 |
119-17 |
|
| S3 |
114-31 |
116-03 |
119-08 |
|
| S4 |
112-05 |
113-09 |
118-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-08 |
119-14 |
2-26 |
2.3% |
1-11 |
1.1% |
21% |
False |
False |
107,465 |
| 10 |
122-08 |
118-06 |
4-02 |
3.4% |
1-10 |
1.1% |
45% |
False |
False |
242,795 |
| 20 |
122-08 |
114-28 |
7-12 |
6.2% |
1-15 |
1.2% |
70% |
False |
False |
246,016 |
| 40 |
122-08 |
114-26 |
7-15 |
6.2% |
1-19 |
1.3% |
70% |
False |
False |
239,604 |
| 60 |
122-08 |
113-17 |
8-24 |
7.3% |
1-18 |
1.3% |
74% |
False |
False |
231,765 |
| 80 |
122-11 |
111-22 |
10-22 |
8.9% |
1-19 |
1.3% |
78% |
False |
False |
218,370 |
| 100 |
126-07 |
111-22 |
14-18 |
12.1% |
1-18 |
1.3% |
57% |
False |
False |
174,813 |
| 120 |
130-15 |
111-22 |
18-26 |
15.7% |
1-20 |
1.3% |
44% |
False |
False |
145,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-18 |
|
2.618 |
123-27 |
|
1.618 |
122-25 |
|
1.000 |
122-04 |
|
0.618 |
121-23 |
|
HIGH |
121-03 |
|
0.618 |
120-22 |
|
0.500 |
120-18 |
|
0.382 |
120-14 |
|
LOW |
120-01 |
|
0.618 |
119-12 |
|
1.000 |
118-31 |
|
1.618 |
118-10 |
|
2.618 |
117-09 |
|
4.250 |
115-18 |
|
|
| Fisher Pivots for day following 04-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-18 |
121-05 |
| PP |
120-12 |
120-25 |
| S1 |
120-07 |
120-13 |
|