ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 19-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2009 |
19-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118-19 |
118-12 |
-0-07 |
-0.2% |
113-24 |
| High |
118-25 |
119-17 |
0-24 |
0.6% |
118-06 |
| Low |
117-30 |
118-03 |
0-05 |
0.1% |
113-19 |
| Close |
118-01 |
118-19 |
0-18 |
0.5% |
117-16 |
| Range |
0-27 |
1-14 |
0-19 |
70.4% |
4-19 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.3% |
0-00 |
| Volume |
8,669 |
36,795 |
28,126 |
324.4% |
12,212 |
|
| Daily Pivots for day following 19-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-02 |
122-08 |
119-12 |
|
| R3 |
121-20 |
120-26 |
119-00 |
|
| R2 |
120-06 |
120-06 |
118-27 |
|
| R1 |
119-12 |
119-12 |
118-23 |
119-25 |
| PP |
118-24 |
118-24 |
118-24 |
118-30 |
| S1 |
117-30 |
117-30 |
118-15 |
118-11 |
| S2 |
117-10 |
117-10 |
118-11 |
|
| S3 |
115-28 |
116-16 |
118-06 |
|
| S4 |
114-14 |
115-02 |
117-26 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-17 |
114-22 |
4-27 |
4.1% |
1-17 |
1.3% |
81% |
True |
False |
11,655 |
| 10 |
119-17 |
113-16 |
6-01 |
5.1% |
1-18 |
1.3% |
84% |
True |
False |
6,190 |
| 20 |
119-17 |
113-16 |
6-01 |
5.1% |
1-19 |
1.3% |
84% |
True |
False |
3,418 |
| 40 |
120-01 |
113-16 |
6-17 |
5.5% |
1-15 |
1.2% |
78% |
False |
False |
1,774 |
| 60 |
120-01 |
110-08 |
9-25 |
8.2% |
1-13 |
1.2% |
85% |
False |
False |
1,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-20 |
|
2.618 |
123-09 |
|
1.618 |
121-27 |
|
1.000 |
120-31 |
|
0.618 |
120-13 |
|
HIGH |
119-17 |
|
0.618 |
118-31 |
|
0.500 |
118-26 |
|
0.382 |
118-21 |
|
LOW |
118-03 |
|
0.618 |
117-07 |
|
1.000 |
116-21 |
|
1.618 |
115-25 |
|
2.618 |
114-11 |
|
4.250 |
112-00 |
|
|
| Fisher Pivots for day following 19-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-18 |
| PP |
118-24 |
118-16 |
| S1 |
118-21 |
118-15 |
|