ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
119-02 |
0-00 |
0.0% |
120-08 |
| High |
120-00 |
121-02 |
1-02 |
0.9% |
122-08 |
| Low |
119-00 |
119-02 |
0-02 |
0.0% |
119-14 |
| Close |
119-02 |
121-02 |
2-00 |
1.7% |
120-01 |
| Range |
1-00 |
2-01 |
1-01 |
101.6% |
2-26 |
| ATR |
1-13 |
1-14 |
0-01 |
3.1% |
0-00 |
| Volume |
16,790 |
24,699 |
7,909 |
47.1% |
537,326 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-15 |
125-25 |
122-06 |
|
| R3 |
124-14 |
123-25 |
121-20 |
|
| R2 |
122-14 |
122-14 |
121-14 |
|
| R1 |
121-24 |
121-24 |
121-08 |
122-03 |
| PP |
120-13 |
120-13 |
120-13 |
120-18 |
| S1 |
119-23 |
119-23 |
120-28 |
120-02 |
| S2 |
118-12 |
118-12 |
120-23 |
|
| S3 |
116-12 |
117-23 |
120-17 |
|
| S4 |
114-11 |
115-22 |
119-31 |
|
|
| 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 |
122-01 |
119-00 |
3-01 |
2.5% |
1-07 |
1.0% |
68% |
False |
False |
22,394 |
| 10 |
122-08 |
119-00 |
3-08 |
2.7% |
1-10 |
1.1% |
64% |
False |
False |
151,237 |
| 20 |
122-08 |
115-30 |
6-10 |
5.2% |
1-13 |
1.2% |
81% |
False |
False |
213,953 |
| 40 |
122-08 |
114-26 |
7-15 |
6.2% |
1-17 |
1.3% |
84% |
False |
False |
225,479 |
| 60 |
122-08 |
113-22 |
8-18 |
7.1% |
1-18 |
1.3% |
86% |
False |
False |
222,222 |
| 80 |
122-08 |
111-22 |
10-19 |
8.7% |
1-19 |
1.3% |
89% |
False |
False |
218,919 |
| 100 |
126-07 |
111-22 |
14-18 |
12.0% |
1-18 |
1.3% |
65% |
False |
False |
175,487 |
| 120 |
129-16 |
111-22 |
17-26 |
14.7% |
1-18 |
1.3% |
53% |
False |
False |
146,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-21 |
|
2.618 |
126-12 |
|
1.618 |
124-11 |
|
1.000 |
123-03 |
|
0.618 |
122-10 |
|
HIGH |
121-02 |
|
0.618 |
120-10 |
|
0.500 |
120-02 |
|
0.382 |
119-27 |
|
LOW |
119-02 |
|
0.618 |
117-26 |
|
1.000 |
117-01 |
|
1.618 |
115-25 |
|
2.618 |
113-24 |
|
4.250 |
110-15 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-24 |
120-23 |
| PP |
120-13 |
120-12 |
| S1 |
120-02 |
120-01 |
|