ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 01-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2009 |
01-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
119-10 |
0-07 |
0.2% |
117-16 |
| High |
119-14 |
120-06 |
0-24 |
0.6% |
119-31 |
| Low |
118-11 |
118-12 |
0-00 |
0.0% |
116-30 |
| Close |
119-12 |
120-00 |
0-20 |
0.5% |
119-03 |
| Range |
1-03 |
1-27 |
0-24 |
68.6% |
3-01 |
| ATR |
1-15 |
1-16 |
0-01 |
1.9% |
0-00 |
| Volume |
213,199 |
219,373 |
6,174 |
2.9% |
873,496 |
|
| Daily Pivots for day following 01-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-02 |
124-12 |
121-00 |
|
| R3 |
123-07 |
122-17 |
120-16 |
|
| R2 |
121-12 |
121-12 |
120-11 |
|
| R1 |
120-22 |
120-22 |
120-05 |
121-01 |
| PP |
119-17 |
119-17 |
119-17 |
119-22 |
| S1 |
118-27 |
118-27 |
119-27 |
119-06 |
| S2 |
117-22 |
117-22 |
119-21 |
|
| S3 |
115-27 |
117-00 |
119-16 |
|
| S4 |
114-00 |
115-05 |
119-00 |
|
|
| 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 |
120-06 |
118-04 |
2-02 |
1.7% |
1-07 |
1.0% |
90% |
True |
False |
228,672 |
| 10 |
120-06 |
116-30 |
3-08 |
2.7% |
1-13 |
1.2% |
94% |
True |
False |
139,894 |
| 20 |
120-06 |
113-16 |
6-22 |
5.6% |
1-16 |
1.3% |
97% |
True |
False |
71,283 |
| 40 |
120-06 |
113-16 |
6-22 |
5.6% |
1-17 |
1.3% |
97% |
True |
False |
35,801 |
| 60 |
120-06 |
110-08 |
9-30 |
8.3% |
1-14 |
1.2% |
98% |
True |
False |
23,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-01 |
|
2.618 |
125-01 |
|
1.618 |
123-06 |
|
1.000 |
122-02 |
|
0.618 |
121-11 |
|
HIGH |
120-06 |
|
0.618 |
119-16 |
|
0.500 |
119-09 |
|
0.382 |
119-02 |
|
LOW |
118-12 |
|
0.618 |
117-07 |
|
1.000 |
116-16 |
|
1.618 |
115-12 |
|
2.618 |
113-17 |
|
4.250 |
110-17 |
|
|
| Fisher Pivots for day following 01-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-24 |
119-23 |
| PP |
119-17 |
119-14 |
| S1 |
119-09 |
119-05 |
|