ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
120-02 |
0-01 |
0.0% |
119-00 |
| High |
121-01 |
120-02 |
-0-31 |
-0.8% |
121-01 |
| Low |
119-03 |
119-02 |
-0-01 |
0.0% |
117-02 |
| Close |
120-02 |
119-03 |
-0-31 |
-0.8% |
120-02 |
| Range |
1-30 |
1-00 |
-0-30 |
-47.9% |
4-00 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.2% |
0-00 |
| Volume |
244,047 |
202,019 |
-42,028 |
-17.2% |
788,901 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-14 |
121-25 |
119-21 |
|
| R3 |
121-14 |
120-24 |
119-12 |
|
| R2 |
120-13 |
120-13 |
119-09 |
|
| R1 |
119-24 |
119-24 |
119-06 |
119-18 |
| PP |
119-13 |
119-13 |
119-13 |
119-10 |
| S1 |
118-24 |
118-24 |
119-00 |
118-18 |
| S2 |
118-13 |
118-13 |
118-29 |
|
| S3 |
117-12 |
117-23 |
118-26 |
|
| S4 |
116-12 |
116-23 |
118-17 |
|
|
| 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% |
51% |
False |
False |
198,184 |
| 10 |
121-06 |
117-02 |
4-04 |
3.5% |
1-12 |
1.2% |
49% |
False |
False |
197,306 |
| 20 |
121-06 |
116-30 |
4-08 |
3.6% |
1-11 |
1.1% |
51% |
False |
False |
147,580 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-17 |
1.3% |
73% |
False |
False |
74,293 |
| 60 |
121-06 |
113-16 |
7-22 |
6.4% |
1-14 |
1.2% |
73% |
False |
False |
49,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-12 |
|
2.618 |
122-23 |
|
1.618 |
121-23 |
|
1.000 |
121-03 |
|
0.618 |
120-22 |
|
HIGH |
120-02 |
|
0.618 |
119-22 |
|
0.500 |
119-18 |
|
0.382 |
119-14 |
|
LOW |
119-02 |
|
0.618 |
118-14 |
|
1.000 |
118-02 |
|
1.618 |
117-13 |
|
2.618 |
116-13 |
|
4.250 |
114-24 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-17 |
| PP |
119-13 |
119-12 |
| S1 |
119-08 |
119-07 |
|