ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 02-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2009 |
02-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
119-10 |
120-00 |
0-22 |
0.6% |
117-16 |
High |
120-06 |
121-06 |
0-31 |
0.8% |
119-31 |
Low |
118-12 |
119-12 |
1-01 |
0.9% |
116-30 |
Close |
120-00 |
121-02 |
1-02 |
0.9% |
119-03 |
Range |
1-27 |
1-25 |
-0-02 |
-3.4% |
3-01 |
ATR |
1-16 |
1-16 |
0-01 |
1.4% |
0-00 |
Volume |
219,373 |
245,607 |
26,234 |
12.0% |
873,496 |
|
Daily Pivots for day following 02-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-28 |
125-08 |
122-02 |
|
R3 |
124-04 |
123-16 |
121-18 |
|
R2 |
122-10 |
122-10 |
121-13 |
|
R1 |
121-22 |
121-22 |
121-08 |
122-00 |
PP |
120-18 |
120-18 |
120-18 |
120-22 |
S1 |
119-30 |
119-30 |
120-29 |
120-08 |
S2 |
118-24 |
118-24 |
120-24 |
|
S3 |
117-00 |
118-04 |
120-19 |
|
S4 |
115-06 |
116-12 |
120-03 |
|
|
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 |
121-06 |
118-04 |
3-02 |
2.5% |
1-14 |
1.2% |
97% |
True |
False |
245,301 |
10 |
121-06 |
116-30 |
4-08 |
3.5% |
1-14 |
1.2% |
98% |
True |
False |
160,776 |
20 |
121-06 |
113-16 |
7-22 |
6.3% |
1-16 |
1.2% |
99% |
True |
False |
83,483 |
40 |
121-06 |
113-16 |
7-22 |
6.3% |
1-17 |
1.3% |
99% |
True |
False |
41,941 |
60 |
121-06 |
110-08 |
10-30 |
9.0% |
1-14 |
1.2% |
99% |
True |
False |
27,984 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
128-24 |
2.618 |
125-27 |
1.618 |
124-02 |
1.000 |
122-30 |
0.618 |
122-09 |
HIGH |
121-06 |
0.618 |
120-16 |
0.500 |
120-09 |
0.382 |
120-02 |
LOW |
119-12 |
0.618 |
118-09 |
1.000 |
117-20 |
1.618 |
116-16 |
2.618 |
114-23 |
4.250 |
111-26 |
|
|
Fisher Pivots for day following 02-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
120-26 |
120-20 |
PP |
120-18 |
120-06 |
S1 |
120-09 |
119-24 |
|