ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
120-03 |
-1-00 |
-0.8% |
121-02 |
| High |
121-02 |
121-01 |
-0-02 |
0.0% |
121-03 |
| Low |
120-02 |
120-02 |
0-00 |
0.0% |
119-03 |
| Close |
120-02 |
120-03 |
0-01 |
0.0% |
120-02 |
| Range |
1-01 |
0-30 |
-0-02 |
-7.3% |
2-00 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.9% |
0-00 |
| Volume |
10,330 |
1,626 |
-8,704 |
-84.3% |
50,774 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-08 |
122-20 |
120-20 |
|
| R3 |
122-09 |
121-21 |
120-11 |
|
| R2 |
121-11 |
121-11 |
120-09 |
|
| R1 |
120-23 |
120-23 |
120-06 |
121-01 |
| PP |
120-13 |
120-13 |
120-13 |
120-18 |
| S1 |
119-25 |
119-25 |
120-00 |
120-03 |
| S2 |
119-14 |
119-14 |
119-30 |
|
| S3 |
118-16 |
118-26 |
119-27 |
|
| S4 |
117-17 |
117-28 |
119-18 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-03 |
125-03 |
121-06 |
|
| R3 |
124-03 |
123-03 |
120-20 |
|
| R2 |
122-03 |
122-03 |
120-14 |
|
| R1 |
121-03 |
121-03 |
120-08 |
120-19 |
| PP |
120-03 |
120-03 |
120-03 |
119-27 |
| S1 |
119-02 |
119-02 |
119-28 |
118-18 |
| S2 |
118-03 |
118-03 |
119-22 |
|
| S3 |
116-02 |
117-02 |
119-17 |
|
| S4 |
114-02 |
115-02 |
118-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-02 |
119-03 |
2-00 |
1.7% |
1-06 |
1.0% |
51% |
False |
False |
10,036 |
| 10 |
122-02 |
119-00 |
3-02 |
2.6% |
1-04 |
0.9% |
36% |
False |
False |
13,255 |
| 20 |
122-08 |
118-06 |
4-02 |
3.4% |
1-07 |
1.0% |
47% |
False |
False |
128,025 |
| 40 |
122-08 |
114-26 |
7-15 |
6.2% |
1-14 |
1.2% |
71% |
False |
False |
185,536 |
| 60 |
122-08 |
114-26 |
7-15 |
6.2% |
1-15 |
1.2% |
71% |
False |
False |
197,844 |
| 80 |
122-08 |
111-22 |
10-19 |
8.8% |
1-17 |
1.3% |
80% |
False |
False |
208,825 |
| 100 |
122-11 |
111-22 |
10-22 |
8.9% |
1-17 |
1.3% |
79% |
False |
False |
176,126 |
| 120 |
129-16 |
111-22 |
17-26 |
14.8% |
1-17 |
1.3% |
47% |
False |
False |
146,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
123-16 |
|
1.618 |
122-18 |
|
1.000 |
121-31 |
|
0.618 |
121-19 |
|
HIGH |
121-01 |
|
0.618 |
120-21 |
|
0.500 |
120-17 |
|
0.382 |
120-14 |
|
LOW |
120-02 |
|
0.618 |
119-15 |
|
1.000 |
119-04 |
|
1.618 |
118-17 |
|
2.618 |
117-19 |
|
4.250 |
116-01 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-17 |
120-17 |
| PP |
120-13 |
120-13 |
| S1 |
120-08 |
120-08 |
|