ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 16-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2009 |
16-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
119-00 |
-0-02 |
0.0% |
119-00 |
| High |
119-03 |
120-00 |
0-29 |
0.8% |
121-01 |
| Low |
118-03 |
118-01 |
-0-01 |
0.0% |
117-02 |
| Close |
119-01 |
118-03 |
-0-30 |
-0.8% |
120-02 |
| Range |
1-00 |
1-31 |
0-30 |
93.8% |
4-00 |
| ATR |
1-13 |
1-14 |
0-01 |
2.8% |
0-00 |
| Volume |
131,168 |
192,910 |
61,742 |
47.1% |
788,901 |
|
| Daily Pivots for day following 16-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
123-10 |
119-05 |
|
| R3 |
122-20 |
121-11 |
118-20 |
|
| R2 |
120-22 |
120-22 |
118-14 |
|
| R1 |
119-12 |
119-12 |
118-09 |
119-02 |
| PP |
118-23 |
118-23 |
118-23 |
118-17 |
| S1 |
117-13 |
117-13 |
117-29 |
117-03 |
| S2 |
116-24 |
116-24 |
117-23 |
|
| S3 |
114-25 |
115-15 |
117-18 |
|
| S4 |
112-26 |
113-16 |
117-00 |
|
|
| 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 |
118-00 |
3-01 |
2.6% |
1-19 |
1.4% |
3% |
False |
False |
194,728 |
| 10 |
121-06 |
117-02 |
4-04 |
3.5% |
1-12 |
1.2% |
25% |
False |
False |
186,456 |
| 20 |
121-06 |
116-30 |
4-08 |
3.6% |
1-13 |
1.2% |
27% |
False |
False |
163,175 |
| 40 |
121-06 |
113-16 |
7-22 |
6.5% |
1-16 |
1.3% |
60% |
False |
False |
82,387 |
| 60 |
121-06 |
113-16 |
7-22 |
6.5% |
1-14 |
1.2% |
60% |
False |
False |
54,962 |
| 80 |
121-06 |
110-08 |
10-30 |
9.2% |
1-13 |
1.2% |
72% |
False |
False |
41,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-11 |
|
2.618 |
125-05 |
|
1.618 |
123-06 |
|
1.000 |
121-31 |
|
0.618 |
121-07 |
|
HIGH |
120-00 |
|
0.618 |
119-08 |
|
0.500 |
119-01 |
|
0.382 |
118-25 |
|
LOW |
118-01 |
|
0.618 |
116-26 |
|
1.000 |
116-02 |
|
1.618 |
114-28 |
|
2.618 |
112-29 |
|
4.250 |
109-22 |
|
|
| Fisher Pivots for day following 16-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-01 |
119-02 |
| PP |
118-23 |
118-24 |
| S1 |
118-13 |
118-13 |
|