ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
121-01 |
1-31 |
1.7% |
120-01 |
| High |
121-02 |
122-02 |
1-00 |
0.8% |
122-02 |
| Low |
119-02 |
121-01 |
2-00 |
1.7% |
119-00 |
| Close |
121-02 |
121-03 |
0-00 |
0.0% |
121-03 |
| Range |
2-01 |
1-01 |
-1-00 |
-48.8% |
3-02 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.0% |
0-00 |
| Volume |
24,699 |
12,680 |
-12,019 |
-48.7% |
80,159 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-16 |
123-27 |
121-21 |
|
| R3 |
123-15 |
122-25 |
121-12 |
|
| R2 |
122-14 |
122-14 |
121-09 |
|
| R1 |
121-24 |
121-24 |
121-06 |
122-03 |
| PP |
121-13 |
121-13 |
121-13 |
121-18 |
| S1 |
120-23 |
120-23 |
121-00 |
121-02 |
| S2 |
120-12 |
120-12 |
120-29 |
|
| S3 |
119-11 |
119-22 |
120-26 |
|
| S4 |
118-10 |
118-21 |
120-17 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-30 |
128-19 |
122-25 |
|
| R3 |
126-28 |
125-17 |
121-30 |
|
| R2 |
123-25 |
123-25 |
121-21 |
|
| R1 |
122-14 |
122-14 |
121-12 |
123-04 |
| PP |
120-23 |
120-23 |
120-23 |
121-02 |
| S1 |
119-12 |
119-12 |
120-26 |
120-01 |
| S2 |
117-21 |
117-21 |
120-17 |
|
| S3 |
114-18 |
116-09 |
120-08 |
|
| S4 |
111-16 |
113-07 |
119-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-02 |
119-00 |
3-02 |
2.5% |
1-07 |
1.0% |
68% |
True |
False |
18,912 |
| 10 |
122-08 |
119-00 |
3-08 |
2.7% |
1-10 |
1.1% |
64% |
False |
False |
108,843 |
| 20 |
122-08 |
117-27 |
4-14 |
3.7% |
1-11 |
1.1% |
73% |
False |
False |
202,047 |
| 40 |
122-08 |
114-26 |
7-15 |
6.2% |
1-17 |
1.3% |
84% |
False |
False |
217,840 |
| 60 |
122-08 |
113-22 |
8-18 |
7.1% |
1-17 |
1.3% |
86% |
False |
False |
218,108 |
| 80 |
122-08 |
111-22 |
10-19 |
8.7% |
1-19 |
1.3% |
89% |
False |
False |
218,829 |
| 100 |
124-21 |
111-22 |
13-00 |
10.7% |
1-18 |
1.3% |
73% |
False |
False |
175,613 |
| 120 |
129-16 |
111-22 |
17-26 |
14.7% |
1-18 |
1.3% |
53% |
False |
False |
146,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-15 |
|
2.618 |
124-25 |
|
1.618 |
123-24 |
|
1.000 |
123-04 |
|
0.618 |
122-23 |
|
HIGH |
122-02 |
|
0.618 |
121-22 |
|
0.500 |
121-18 |
|
0.382 |
121-14 |
|
LOW |
121-01 |
|
0.618 |
120-13 |
|
1.000 |
120-00 |
|
1.618 |
119-12 |
|
2.618 |
118-11 |
|
4.250 |
116-21 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-18 |
120-29 |
| PP |
121-13 |
120-23 |
| S1 |
121-08 |
120-17 |
|