ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 21-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2009 |
21-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
119-01 |
-0-31 |
-0.8% |
120-02 |
| High |
120-01 |
119-03 |
-0-30 |
-0.8% |
120-02 |
| Low |
119-00 |
118-02 |
-0-30 |
-0.8% |
118-01 |
| Close |
119-01 |
119-00 |
-0-01 |
0.0% |
119-01 |
| Range |
1-01 |
1-01 |
0-00 |
-1.2% |
2-01 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.1% |
0-00 |
| Volume |
210,605 |
141,360 |
-69,245 |
-32.9% |
982,214 |
|
| Daily Pivots for day following 21-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-25 |
121-13 |
119-18 |
|
| R3 |
120-24 |
120-13 |
119-09 |
|
| R2 |
119-24 |
119-24 |
119-06 |
|
| R1 |
119-12 |
119-12 |
119-03 |
119-02 |
| PP |
118-23 |
118-23 |
118-23 |
118-18 |
| S1 |
118-11 |
118-11 |
118-29 |
118-01 |
| S2 |
117-23 |
117-23 |
118-26 |
|
| S3 |
116-22 |
117-11 |
118-23 |
|
| S4 |
115-21 |
116-10 |
118-14 |
|
|
| Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-04 |
124-04 |
120-05 |
|
| R3 |
123-04 |
122-03 |
119-19 |
|
| R2 |
121-02 |
121-02 |
119-13 |
|
| R1 |
120-02 |
120-02 |
119-07 |
119-18 |
| PP |
119-02 |
119-02 |
119-02 |
118-25 |
| S1 |
118-01 |
118-01 |
118-27 |
117-17 |
| S2 |
117-00 |
117-00 |
118-21 |
|
| S3 |
115-00 |
116-00 |
118-15 |
|
| S4 |
112-30 |
113-31 |
117-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-01 |
118-01 |
2-00 |
1.7% |
1-13 |
1.2% |
48% |
False |
False |
184,311 |
| 10 |
121-01 |
117-02 |
4-00 |
3.3% |
1-13 |
1.2% |
49% |
False |
False |
191,247 |
| 20 |
121-06 |
116-30 |
4-08 |
3.6% |
1-11 |
1.1% |
49% |
False |
False |
188,405 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-16 |
1.2% |
72% |
False |
False |
97,277 |
| 60 |
121-06 |
113-16 |
7-22 |
6.4% |
1-14 |
1.2% |
72% |
False |
False |
64,917 |
| 80 |
121-06 |
110-08 |
10-30 |
9.2% |
1-13 |
1.2% |
80% |
False |
False |
48,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-24 |
|
1.618 |
120-24 |
|
1.000 |
120-04 |
|
0.618 |
119-23 |
|
HIGH |
119-03 |
|
0.618 |
118-23 |
|
0.500 |
118-19 |
|
0.382 |
118-15 |
|
LOW |
118-02 |
|
0.618 |
117-14 |
|
1.000 |
117-02 |
|
1.618 |
116-14 |
|
2.618 |
115-13 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 21-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
119-02 |
| PP |
118-23 |
119-01 |
| S1 |
118-19 |
119-01 |
|