ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 17-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
116-25 |
117-19 |
0-26 |
0.7% |
113-24 |
High |
118-06 |
118-23 |
0-17 |
0.4% |
118-06 |
Low |
116-18 |
117-13 |
0-27 |
0.7% |
113-19 |
Close |
117-16 |
118-13 |
0-29 |
0.8% |
117-16 |
Range |
1-20 |
1-10 |
-0-10 |
-19.2% |
4-19 |
ATR |
1-21 |
1-20 |
-0-01 |
-1.5% |
0-00 |
Volume |
5,290 |
3,497 |
-1,793 |
-33.9% |
12,212 |
|
Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-04 |
121-18 |
119-04 |
|
R3 |
120-26 |
120-08 |
118-25 |
|
R2 |
119-16 |
119-16 |
118-21 |
|
R1 |
118-30 |
118-30 |
118-17 |
119-07 |
PP |
118-06 |
118-06 |
118-06 |
118-10 |
S1 |
117-20 |
117-20 |
118-09 |
117-29 |
S2 |
116-28 |
116-28 |
118-05 |
|
S3 |
115-18 |
116-10 |
118-01 |
|
S4 |
114-08 |
115-00 |
117-22 |
|
|
Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-07 |
128-14 |
120-01 |
|
R3 |
125-20 |
123-27 |
118-24 |
|
R2 |
121-01 |
121-01 |
118-11 |
|
R1 |
119-08 |
119-08 |
117-29 |
120-04 |
PP |
116-14 |
116-14 |
116-14 |
116-28 |
S1 |
114-21 |
114-21 |
117-03 |
115-18 |
S2 |
111-27 |
111-27 |
116-21 |
|
S3 |
107-08 |
110-02 |
116-08 |
|
S4 |
102-21 |
105-15 |
114-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-10 |
2.618 |
122-05 |
1.618 |
120-27 |
1.000 |
120-01 |
0.618 |
119-17 |
HIGH |
118-23 |
0.618 |
118-07 |
0.500 |
118-02 |
0.382 |
117-29 |
LOW |
117-13 |
0.618 |
116-19 |
1.000 |
116-03 |
1.618 |
115-09 |
2.618 |
113-31 |
4.250 |
111-26 |
|
|
Fisher Pivots for day following 17-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
118-09 |
117-27 |
PP |
118-06 |
117-09 |
S1 |
118-02 |
116-22 |
|