ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-01 |
119-03 |
-0-30 |
-0.8% |
120-08 |
| High |
120-02 |
120-00 |
-0-02 |
-0.1% |
122-08 |
| Low |
119-02 |
119-00 |
-0-02 |
-0.1% |
119-14 |
| Close |
119-03 |
119-02 |
0-00 |
0.0% |
120-01 |
| Range |
1-00 |
1-00 |
0-00 |
0.9% |
2-26 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.2% |
0-00 |
| Volume |
25,990 |
16,790 |
-9,200 |
-35.4% |
537,326 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-23 |
119-20 |
|
| R3 |
121-12 |
120-23 |
119-11 |
|
| R2 |
120-12 |
120-12 |
119-08 |
|
| R1 |
119-23 |
119-23 |
119-05 |
119-17 |
| PP |
119-12 |
119-12 |
119-12 |
119-09 |
| S1 |
118-23 |
118-23 |
118-31 |
118-17 |
| S2 |
118-11 |
118-11 |
118-29 |
|
| S3 |
117-11 |
117-23 |
118-26 |
|
| S4 |
116-11 |
116-23 |
118-17 |
|
|
| 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 |
119-00 |
3-08 |
2.7% |
1-02 |
0.9% |
2% |
False |
True |
29,896 |
| 10 |
122-08 |
119-00 |
3-08 |
2.7% |
1-06 |
1.0% |
2% |
False |
True |
185,487 |
| 20 |
122-08 |
115-28 |
6-12 |
5.4% |
1-13 |
1.2% |
50% |
False |
False |
227,057 |
| 40 |
122-08 |
114-26 |
7-15 |
6.3% |
1-18 |
1.3% |
57% |
False |
False |
230,920 |
| 60 |
122-08 |
113-22 |
8-18 |
7.2% |
1-17 |
1.3% |
63% |
False |
False |
224,351 |
| 80 |
122-08 |
111-22 |
10-19 |
8.9% |
1-19 |
1.3% |
70% |
False |
False |
218,841 |
| 100 |
126-07 |
111-22 |
14-18 |
12.2% |
1-18 |
1.3% |
51% |
False |
False |
175,240 |
| 120 |
129-16 |
111-22 |
17-26 |
15.0% |
1-18 |
1.3% |
42% |
False |
False |
146,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-20 |
|
1.618 |
121-20 |
|
1.000 |
121-00 |
|
0.618 |
120-20 |
|
HIGH |
120-00 |
|
0.618 |
119-20 |
|
0.500 |
119-16 |
|
0.382 |
119-12 |
|
LOW |
119-00 |
|
0.618 |
118-12 |
|
1.000 |
118-00 |
|
1.618 |
117-12 |
|
2.618 |
116-12 |
|
4.250 |
114-24 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
120-01 |
| PP |
119-12 |
119-23 |
| S1 |
119-07 |
119-13 |
|