ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 03-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2009 |
03-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
121-00 |
1-00 |
0.8% |
117-16 |
| High |
121-06 |
121-00 |
-0-05 |
-0.1% |
119-31 |
| Low |
119-12 |
120-01 |
0-20 |
0.5% |
116-30 |
| Close |
121-02 |
120-02 |
-1-00 |
-0.8% |
119-03 |
| Range |
1-25 |
0-31 |
-0-26 |
-44.9% |
3-01 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.2% |
0-00 |
| Volume |
245,607 |
166,156 |
-79,451 |
-32.3% |
873,496 |
|
| Daily Pivots for day following 03-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-10 |
122-22 |
120-19 |
|
| R3 |
122-11 |
121-22 |
120-11 |
|
| R2 |
121-11 |
121-11 |
120-08 |
|
| R1 |
120-23 |
120-23 |
120-05 |
120-17 |
| PP |
120-12 |
120-12 |
120-12 |
120-09 |
| S1 |
119-23 |
119-23 |
119-31 |
119-18 |
| S2 |
119-12 |
119-12 |
119-28 |
|
| S3 |
118-13 |
118-24 |
119-26 |
|
| S4 |
117-14 |
117-25 |
119-17 |
|
|
| 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% |
1-12 |
1.2% |
64% |
False |
False |
227,849 |
| 10 |
121-06 |
116-30 |
4-08 |
3.5% |
1-14 |
1.2% |
74% |
False |
False |
173,773 |
| 20 |
121-06 |
113-16 |
7-22 |
6.4% |
1-16 |
1.2% |
86% |
False |
False |
91,773 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-17 |
1.3% |
86% |
False |
False |
46,087 |
| 60 |
121-06 |
112-12 |
8-26 |
7.3% |
1-13 |
1.2% |
87% |
False |
False |
30,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-06 |
|
2.618 |
123-19 |
|
1.618 |
122-19 |
|
1.000 |
122-00 |
|
0.618 |
121-20 |
|
HIGH |
121-00 |
|
0.618 |
120-20 |
|
0.500 |
120-17 |
|
0.382 |
120-13 |
|
LOW |
120-01 |
|
0.618 |
119-14 |
|
1.000 |
119-02 |
|
1.618 |
118-14 |
|
2.618 |
117-15 |
|
4.250 |
115-28 |
|
|
| Fisher Pivots for day following 03-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-17 |
119-31 |
| PP |
120-12 |
119-28 |
| S1 |
120-07 |
119-24 |
|