ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 10-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2009 |
10-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
118-01 |
0-00 |
0.0% |
119-04 |
| High |
118-02 |
120-02 |
1-31 |
1.7% |
121-06 |
| Low |
117-02 |
118-00 |
0-30 |
0.8% |
118-11 |
| Close |
118-01 |
120-01 |
2-00 |
1.7% |
119-00 |
| Range |
1-01 |
2-01 |
1-01 |
100.3% |
2-26 |
| ATR |
1-12 |
1-14 |
0-01 |
3.4% |
0-00 |
| Volume |
176,383 |
203,499 |
27,116 |
15.4% |
982,142 |
|
| Daily Pivots for day following 10-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-16 |
124-26 |
121-05 |
|
| R3 |
123-14 |
122-24 |
120-19 |
|
| R2 |
121-13 |
121-13 |
120-13 |
|
| R1 |
120-23 |
120-23 |
120-07 |
121-02 |
| PP |
119-12 |
119-12 |
119-12 |
119-17 |
| S1 |
118-22 |
118-22 |
119-27 |
119-01 |
| S2 |
117-10 |
117-10 |
119-21 |
|
| S3 |
115-09 |
116-20 |
119-15 |
|
| S4 |
113-08 |
114-19 |
118-29 |
|
|
| 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 |
121-00 |
117-02 |
3-31 |
3.3% |
1-07 |
1.0% |
75% |
False |
False |
169,763 |
| 10 |
121-06 |
117-02 |
4-04 |
3.4% |
1-10 |
1.1% |
72% |
False |
False |
207,532 |
| 20 |
121-06 |
114-22 |
6-16 |
5.4% |
1-13 |
1.2% |
83% |
False |
False |
125,742 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-16 |
1.3% |
85% |
False |
False |
63,147 |
| 60 |
121-06 |
112-15 |
8-22 |
7.3% |
1-14 |
1.2% |
87% |
False |
False |
42,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-23 |
|
2.618 |
125-12 |
|
1.618 |
123-11 |
|
1.000 |
122-03 |
|
0.618 |
121-10 |
|
HIGH |
120-02 |
|
0.618 |
119-09 |
|
0.500 |
119-01 |
|
0.382 |
118-25 |
|
LOW |
118-00 |
|
0.618 |
116-24 |
|
1.000 |
115-31 |
|
1.618 |
114-23 |
|
2.618 |
112-21 |
|
4.250 |
109-11 |
|
|
| Fisher Pivots for day following 10-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-17 |
| PP |
119-12 |
119-02 |
| S1 |
119-01 |
118-18 |
|