ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119-07 |
119-04 |
-0-04 |
-0.1% |
117-16 |
| High |
119-12 |
119-14 |
0-02 |
0.1% |
119-31 |
| Low |
118-04 |
118-11 |
0-07 |
0.2% |
116-30 |
| Close |
119-03 |
119-12 |
0-09 |
0.2% |
119-03 |
| Range |
1-08 |
1-03 |
-0-05 |
-12.5% |
3-01 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.9% |
0-00 |
| Volume |
294,913 |
213,199 |
-81,714 |
-27.7% |
873,496 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-11 |
121-30 |
119-31 |
|
| R3 |
121-08 |
120-27 |
119-22 |
|
| R2 |
120-05 |
120-05 |
119-18 |
|
| R1 |
119-24 |
119-24 |
119-15 |
119-30 |
| PP |
119-02 |
119-02 |
119-02 |
119-05 |
| S1 |
118-21 |
118-21 |
119-09 |
118-28 |
| S2 |
117-31 |
117-31 |
119-06 |
|
| S3 |
116-28 |
117-18 |
119-02 |
|
| S4 |
115-25 |
116-15 |
118-25 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-24 |
126-15 |
120-24 |
|
| R3 |
124-23 |
123-14 |
119-30 |
|
| R2 |
121-22 |
121-22 |
119-21 |
|
| R1 |
120-13 |
120-13 |
119-12 |
121-02 |
| PP |
118-21 |
118-21 |
118-21 |
119-00 |
| S1 |
117-12 |
117-12 |
118-26 |
118-00 |
| S2 |
115-20 |
115-20 |
118-17 |
|
| S3 |
112-19 |
114-11 |
118-08 |
|
| S4 |
109-18 |
111-10 |
117-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-31 |
118-04 |
1-27 |
1.5% |
1-03 |
0.9% |
68% |
False |
False |
209,641 |
| 10 |
119-31 |
116-30 |
3-01 |
2.5% |
1-10 |
1.1% |
80% |
False |
False |
118,824 |
| 20 |
119-31 |
113-16 |
6-15 |
5.4% |
1-16 |
1.3% |
91% |
False |
False |
60,407 |
| 40 |
120-01 |
113-16 |
6-17 |
5.5% |
1-17 |
1.3% |
90% |
False |
False |
30,319 |
| 60 |
120-01 |
110-08 |
9-25 |
8.2% |
1-13 |
1.2% |
93% |
False |
False |
20,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-03 |
|
2.618 |
122-10 |
|
1.618 |
121-07 |
|
1.000 |
120-17 |
|
0.618 |
120-04 |
|
HIGH |
119-14 |
|
0.618 |
119-01 |
|
0.500 |
118-28 |
|
0.382 |
118-24 |
|
LOW |
118-11 |
|
0.618 |
117-21 |
|
1.000 |
117-08 |
|
1.618 |
116-18 |
|
2.618 |
115-15 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-07 |
119-08 |
| PP |
119-02 |
119-05 |
| S1 |
118-28 |
119-02 |
|