ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 09-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2009 |
09-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
118-02 |
-0-31 |
-0.8% |
119-04 |
| High |
119-01 |
118-02 |
-0-31 |
-0.8% |
121-06 |
| Low |
118-01 |
117-02 |
-1-00 |
-0.8% |
118-11 |
| Close |
118-02 |
118-01 |
-0-01 |
0.0% |
119-00 |
| Range |
1-00 |
1-01 |
0-01 |
1.9% |
2-26 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.0% |
0-00 |
| Volume |
164,972 |
176,383 |
11,411 |
6.9% |
982,142 |
|
| Daily Pivots for day following 09-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
120-14 |
118-19 |
|
| R3 |
119-24 |
119-13 |
118-10 |
|
| R2 |
118-24 |
118-24 |
118-07 |
|
| R1 |
118-12 |
118-12 |
118-04 |
118-02 |
| PP |
117-23 |
117-23 |
117-23 |
117-18 |
| S1 |
117-12 |
117-12 |
117-30 |
117-01 |
| S2 |
116-22 |
116-22 |
117-27 |
|
| S3 |
115-22 |
116-11 |
117-24 |
|
| S4 |
114-21 |
115-11 |
117-15 |
|
|
| 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 |
117-02 |
4-04 |
3.5% |
1-05 |
1.0% |
24% |
False |
True |
178,185 |
| 10 |
121-06 |
117-02 |
4-04 |
3.5% |
1-06 |
1.0% |
24% |
False |
True |
203,428 |
| 20 |
121-06 |
114-22 |
6-16 |
5.5% |
1-13 |
1.2% |
52% |
False |
False |
115,640 |
| 40 |
121-06 |
113-16 |
7-22 |
6.5% |
1-16 |
1.3% |
59% |
False |
False |
58,062 |
| 60 |
121-06 |
112-15 |
8-22 |
7.4% |
1-13 |
1.2% |
64% |
False |
False |
38,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-13 |
|
2.618 |
120-24 |
|
1.618 |
119-23 |
|
1.000 |
119-03 |
|
0.618 |
118-23 |
|
HIGH |
118-02 |
|
0.618 |
117-22 |
|
0.500 |
117-18 |
|
0.382 |
117-14 |
|
LOW |
117-02 |
|
0.618 |
116-14 |
|
1.000 |
116-01 |
|
1.618 |
115-13 |
|
2.618 |
114-12 |
|
4.250 |
112-23 |
|
|
| Fisher Pivots for day following 09-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
118-18 |
| PP |
117-23 |
118-12 |
| S1 |
117-18 |
118-07 |
|