ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118-22 |
119-09 |
0-19 |
0.5% |
117-19 |
| High |
119-12 |
119-24 |
0-12 |
0.3% |
119-22 |
| Low |
118-06 |
118-31 |
0-25 |
0.7% |
117-10 |
| Close |
119-07 |
119-19 |
0-12 |
0.3% |
117-18 |
| Range |
1-06 |
0-25 |
-0-13 |
-34.2% |
2-12 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.6% |
0-00 |
| Volume |
124,218 |
162,459 |
38,241 |
30.8% |
105,046 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-25 |
121-15 |
120-01 |
|
| R3 |
121-00 |
120-22 |
119-26 |
|
| R2 |
120-07 |
120-07 |
119-24 |
|
| R1 |
119-29 |
119-29 |
119-21 |
120-02 |
| PP |
119-14 |
119-14 |
119-14 |
119-16 |
| S1 |
119-04 |
119-04 |
119-17 |
119-09 |
| S2 |
118-21 |
118-21 |
119-14 |
|
| S3 |
117-28 |
118-11 |
119-12 |
|
| S4 |
117-03 |
117-18 |
119-05 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
123-26 |
118-28 |
|
| R3 |
122-30 |
121-14 |
118-07 |
|
| R2 |
120-18 |
120-18 |
118-00 |
|
| R1 |
119-02 |
119-02 |
117-25 |
118-20 |
| PP |
118-06 |
118-06 |
118-06 |
117-31 |
| S1 |
116-22 |
116-22 |
117-11 |
116-08 |
| S2 |
115-26 |
115-26 |
117-04 |
|
| S3 |
113-14 |
114-10 |
116-29 |
|
| S4 |
111-02 |
111-30 |
116-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-24 |
116-30 |
2-26 |
2.4% |
1-15 |
1.2% |
94% |
True |
False |
76,250 |
| 10 |
119-24 |
114-22 |
5-02 |
4.2% |
1-16 |
1.2% |
97% |
True |
False |
43,952 |
| 20 |
119-24 |
113-16 |
6-08 |
5.2% |
1-19 |
1.3% |
98% |
True |
False |
22,395 |
| 40 |
120-01 |
113-16 |
6-17 |
5.5% |
1-16 |
1.3% |
93% |
False |
False |
11,295 |
| 60 |
120-01 |
110-08 |
9-25 |
8.2% |
1-13 |
1.2% |
96% |
False |
False |
7,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
121-25 |
|
1.618 |
121-00 |
|
1.000 |
120-17 |
|
0.618 |
120-07 |
|
HIGH |
119-24 |
|
0.618 |
119-14 |
|
0.500 |
119-12 |
|
0.382 |
119-09 |
|
LOW |
118-31 |
|
0.618 |
118-16 |
|
1.000 |
118-06 |
|
1.618 |
117-23 |
|
2.618 |
116-30 |
|
4.250 |
115-21 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
119-06 |
| PP |
119-14 |
118-24 |
| S1 |
119-12 |
118-11 |
|