ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 17-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-02 |
120-01 |
-0-01 |
0.0% |
120-01 |
| High |
121-01 |
121-02 |
0-01 |
0.0% |
122-02 |
| Low |
119-03 |
120-00 |
0-29 |
0.8% |
119-00 |
| Close |
120-01 |
121-02 |
1-01 |
0.8% |
121-03 |
| Range |
1-30 |
1-02 |
-0-28 |
-45.7% |
3-02 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.5% |
0-00 |
| Volume |
15,636 |
7,215 |
-8,421 |
-53.9% |
80,159 |
|
| Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-28 |
123-17 |
121-20 |
|
| R3 |
122-26 |
122-15 |
121-11 |
|
| R2 |
121-24 |
121-24 |
121-08 |
|
| R1 |
121-13 |
121-13 |
121-05 |
121-19 |
| PP |
120-23 |
120-23 |
120-23 |
120-26 |
| S1 |
120-11 |
120-11 |
120-31 |
120-17 |
| S2 |
119-21 |
119-21 |
120-27 |
|
| S3 |
118-19 |
119-09 |
120-24 |
|
| S4 |
117-17 |
118-08 |
120-15 |
|
|
| 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 |
119-03 |
3-00 |
2.5% |
1-01 |
0.8% |
66% |
False |
False |
10,624 |
| 10 |
122-02 |
119-00 |
3-02 |
2.5% |
1-04 |
0.9% |
67% |
False |
False |
16,509 |
| 20 |
122-08 |
118-06 |
4-02 |
3.4% |
1-09 |
1.1% |
70% |
False |
False |
154,034 |
| 40 |
122-08 |
114-26 |
7-15 |
6.2% |
1-15 |
1.2% |
84% |
False |
False |
197,147 |
| 60 |
122-08 |
114-26 |
7-15 |
6.2% |
1-16 |
1.2% |
84% |
False |
False |
205,070 |
| 80 |
122-08 |
111-22 |
10-19 |
8.8% |
1-18 |
1.3% |
89% |
False |
False |
215,663 |
| 100 |
124-10 |
111-22 |
12-20 |
10.4% |
1-17 |
1.3% |
74% |
False |
False |
176,013 |
| 120 |
129-16 |
111-22 |
17-26 |
14.7% |
1-17 |
1.3% |
53% |
False |
False |
146,707 |
|
|
|
| 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 |
121-02 |
|
0.618 |
120-21 |
|
0.500 |
120-17 |
|
0.382 |
120-13 |
|
LOW |
120-00 |
|
0.618 |
119-11 |
|
1.000 |
118-30 |
|
1.618 |
118-10 |
|
2.618 |
117-08 |
|
4.250 |
115-17 |
|
|
| Fisher Pivots for day following 17-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
120-23 |
| PP |
120-23 |
120-13 |
| S1 |
120-17 |
120-02 |
|