ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 22-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
119-00 |
-0-01 |
0.0% |
120-02 |
| High |
119-03 |
119-01 |
-0-02 |
0.0% |
120-02 |
| Low |
118-02 |
118-02 |
-0-01 |
0.0% |
118-01 |
| Close |
119-00 |
119-00 |
0-00 |
0.0% |
119-01 |
| Range |
1-01 |
0-31 |
-0-01 |
-3.7% |
2-01 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.2% |
0-00 |
| Volume |
141,360 |
173,420 |
32,060 |
22.7% |
982,214 |
|
| Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
121-10 |
119-18 |
|
| R3 |
120-21 |
120-11 |
119-09 |
|
| R2 |
119-22 |
119-22 |
119-06 |
|
| R1 |
119-11 |
119-11 |
119-03 |
119-16 |
| PP |
118-23 |
118-23 |
118-23 |
118-25 |
| S1 |
118-12 |
118-12 |
118-30 |
118-17 |
| S2 |
117-23 |
117-23 |
118-27 |
|
| S3 |
116-24 |
117-12 |
118-24 |
|
| S4 |
115-24 |
116-13 |
118-15 |
|
|
| 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% |
49% |
False |
False |
192,761 |
| 10 |
121-01 |
117-02 |
4-00 |
3.3% |
1-13 |
1.2% |
49% |
False |
False |
192,092 |
| 20 |
121-06 |
117-02 |
4-04 |
3.5% |
1-10 |
1.1% |
48% |
False |
False |
195,152 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-15 |
1.2% |
72% |
False |
False |
101,612 |
| 60 |
121-06 |
113-16 |
7-22 |
6.4% |
1-14 |
1.2% |
72% |
False |
False |
67,806 |
| 80 |
121-06 |
110-08 |
10-30 |
9.2% |
1-12 |
1.2% |
80% |
False |
False |
50,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-07 |
|
2.618 |
121-20 |
|
1.618 |
120-20 |
|
1.000 |
120-01 |
|
0.618 |
119-21 |
|
HIGH |
119-01 |
|
0.618 |
118-21 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-02 |
|
0.618 |
117-14 |
|
1.000 |
117-02 |
|
1.618 |
116-15 |
|
2.618 |
115-16 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 22-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
119-02 |
| PP |
118-23 |
119-01 |
| S1 |
118-18 |
119-01 |
|