ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 11-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2009 |
11-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
120-00 |
1-31 |
1.7% |
119-00 |
| High |
120-02 |
121-01 |
1-00 |
0.8% |
121-01 |
| Low |
118-00 |
119-03 |
1-03 |
0.9% |
117-02 |
| Close |
120-01 |
120-02 |
0-00 |
0.0% |
120-02 |
| Range |
2-01 |
1-30 |
-0-03 |
-4.7% |
4-00 |
| ATR |
1-14 |
1-15 |
0-01 |
2.6% |
0-00 |
| Volume |
203,499 |
244,047 |
40,548 |
19.9% |
788,901 |
|
| Daily Pivots for day following 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-29 |
124-29 |
121-04 |
|
| R3 |
123-30 |
122-31 |
120-19 |
|
| R2 |
122-00 |
122-00 |
120-13 |
|
| R1 |
121-01 |
121-01 |
120-07 |
121-17 |
| PP |
120-02 |
120-02 |
120-02 |
120-10 |
| S1 |
119-03 |
119-03 |
119-28 |
119-18 |
| S2 |
118-04 |
118-04 |
119-22 |
|
| S3 |
116-06 |
117-04 |
119-16 |
|
| S4 |
114-07 |
115-06 |
118-31 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-11 |
129-22 |
122-08 |
|
| R3 |
127-11 |
125-22 |
121-05 |
|
| R2 |
123-12 |
123-12 |
120-25 |
|
| R1 |
121-23 |
121-23 |
120-13 |
122-17 |
| PP |
119-12 |
119-12 |
119-12 |
119-26 |
| S1 |
117-23 |
117-23 |
119-22 |
118-18 |
| S2 |
115-13 |
115-13 |
119-10 |
|
| S3 |
111-13 |
113-24 |
118-31 |
|
| S4 |
107-14 |
109-24 |
117-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-01 |
117-02 |
4-00 |
3.3% |
1-13 |
1.2% |
75% |
True |
False |
185,341 |
| 10 |
121-06 |
117-02 |
4-04 |
3.4% |
1-13 |
1.2% |
73% |
False |
False |
206,595 |
| 20 |
121-06 |
116-18 |
4-20 |
3.8% |
1-12 |
1.2% |
76% |
False |
False |
137,743 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-17 |
1.3% |
85% |
False |
False |
69,245 |
| 60 |
121-06 |
112-15 |
8-22 |
7.2% |
1-14 |
1.2% |
87% |
False |
False |
46,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-10 |
|
2.618 |
126-04 |
|
1.618 |
124-06 |
|
1.000 |
123-00 |
|
0.618 |
122-08 |
|
HIGH |
121-01 |
|
0.618 |
120-10 |
|
0.500 |
120-02 |
|
0.382 |
119-27 |
|
LOW |
119-03 |
|
0.618 |
117-29 |
|
1.000 |
117-05 |
|
1.618 |
115-30 |
|
2.618 |
114-00 |
|
4.250 |
110-27 |
|
|
| Fisher Pivots for day following 11-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
119-23 |
| PP |
120-02 |
119-12 |
| S1 |
120-02 |
119-02 |
|