ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 15-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2009 |
15-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
121-00 |
-0-02 |
-0.1% |
120-01 |
| High |
121-03 |
121-00 |
-0-03 |
-0.1% |
122-02 |
| Low |
121-00 |
120-01 |
-0-31 |
-0.8% |
119-00 |
| Close |
121-01 |
120-02 |
-0-31 |
-0.8% |
121-03 |
| Range |
0-03 |
0-31 |
0-28 |
940.0% |
3-02 |
| ATR |
1-10 |
1-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
2,218 |
15,375 |
13,157 |
593.2% |
80,159 |
|
| Daily Pivots for day following 15-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-09 |
122-21 |
120-19 |
|
| R3 |
122-10 |
121-22 |
120-10 |
|
| R2 |
121-11 |
121-11 |
120-08 |
|
| R1 |
120-22 |
120-22 |
120-05 |
120-17 |
| PP |
120-12 |
120-12 |
120-12 |
120-09 |
| S1 |
119-23 |
119-23 |
119-31 |
119-18 |
| S2 |
119-12 |
119-12 |
119-28 |
|
| S3 |
118-13 |
118-24 |
119-25 |
|
| S4 |
117-14 |
117-25 |
119-17 |
|
|
| 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 |
2.6% |
1-01 |
0.9% |
34% |
False |
False |
14,352 |
| 10 |
122-08 |
119-00 |
3-08 |
2.7% |
1-04 |
0.9% |
32% |
False |
False |
32,210 |
| 20 |
122-08 |
118-06 |
4-02 |
3.4% |
1-08 |
1.0% |
46% |
False |
False |
174,161 |
| 40 |
122-08 |
114-26 |
7-15 |
6.2% |
1-15 |
1.2% |
70% |
False |
False |
208,249 |
| 60 |
122-08 |
114-24 |
7-17 |
6.3% |
1-16 |
1.3% |
71% |
False |
False |
210,313 |
| 80 |
122-08 |
111-22 |
10-19 |
8.8% |
1-18 |
1.3% |
79% |
False |
False |
217,514 |
| 100 |
124-10 |
111-22 |
12-20 |
10.5% |
1-17 |
1.3% |
66% |
False |
False |
175,785 |
| 120 |
129-16 |
111-22 |
17-26 |
14.8% |
1-17 |
1.3% |
47% |
False |
False |
146,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-05 |
|
2.618 |
123-18 |
|
1.618 |
122-19 |
|
1.000 |
121-31 |
|
0.618 |
121-19 |
|
HIGH |
121-00 |
|
0.618 |
120-20 |
|
0.500 |
120-17 |
|
0.382 |
120-13 |
|
LOW |
120-01 |
|
0.618 |
119-14 |
|
1.000 |
119-02 |
|
1.618 |
118-15 |
|
2.618 |
117-15 |
|
4.250 |
115-28 |
|
|
| Fisher Pivots for day following 15-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-17 |
121-02 |
| PP |
120-12 |
120-23 |
| S1 |
120-07 |
120-12 |
|