ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 04-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2009 |
04-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
121-00 |
120-02 |
-0-30 |
-0.8% |
119-04 |
High |
121-00 |
120-02 |
-0-30 |
-0.8% |
121-06 |
Low |
120-01 |
119-00 |
-1-01 |
-0.9% |
118-11 |
Close |
120-02 |
119-00 |
-1-02 |
-0.9% |
119-00 |
Range |
0-31 |
1-02 |
0-03 |
9.2% |
2-26 |
ATR |
1-15 |
1-14 |
-0-01 |
-1.9% |
0-00 |
Volume |
166,156 |
137,807 |
-28,349 |
-17.1% |
982,142 |
|
Daily Pivots for day following 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-18 |
121-28 |
119-19 |
|
R3 |
121-16 |
120-25 |
119-10 |
|
R2 |
120-14 |
120-14 |
119-06 |
|
R1 |
119-23 |
119-23 |
119-03 |
119-17 |
PP |
119-12 |
119-12 |
119-12 |
119-09 |
S1 |
118-21 |
118-21 |
118-29 |
118-15 |
S2 |
118-09 |
118-09 |
118-26 |
|
S3 |
117-07 |
117-18 |
118-23 |
|
S4 |
116-05 |
116-16 |
118-13 |
|
|
Weekly Pivots for week ending 04-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-00 |
126-10 |
120-18 |
|
R3 |
125-05 |
123-16 |
119-25 |
|
R2 |
122-11 |
122-11 |
119-17 |
|
R1 |
120-21 |
120-21 |
119-08 |
120-03 |
PP |
119-16 |
119-16 |
119-16 |
119-07 |
S1 |
117-27 |
117-27 |
118-24 |
117-08 |
S2 |
116-22 |
116-22 |
118-16 |
|
S3 |
113-27 |
115-00 |
118-07 |
|
S4 |
111-01 |
112-06 |
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 |
118-11 |
2-26 |
2.4% |
1-11 |
1.1% |
23% |
False |
False |
196,428 |
10 |
121-06 |
116-30 |
4-08 |
3.6% |
1-10 |
1.1% |
49% |
False |
False |
185,563 |
20 |
121-06 |
113-19 |
7-18 |
6.4% |
1-15 |
1.2% |
71% |
False |
False |
98,644 |
40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-17 |
1.3% |
72% |
False |
False |
49,531 |
60 |
121-06 |
112-15 |
8-22 |
7.3% |
1-13 |
1.2% |
75% |
False |
False |
33,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-20 |
2.618 |
122-28 |
1.618 |
121-26 |
1.000 |
121-05 |
0.618 |
120-23 |
HIGH |
120-02 |
0.618 |
119-21 |
0.500 |
119-17 |
0.382 |
119-13 |
LOW |
119-00 |
0.618 |
118-11 |
1.000 |
117-30 |
1.618 |
117-09 |
2.618 |
116-06 |
4.250 |
114-14 |
|
|
Fisher Pivots for day following 04-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
119-17 |
120-03 |
PP |
119-12 |
119-23 |
S1 |
119-06 |
119-12 |
|