ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 23-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2009 |
23-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
119-01 |
0-00 |
0.0% |
120-02 |
| High |
119-01 |
119-02 |
0-01 |
0.0% |
120-02 |
| Low |
118-02 |
118-01 |
-0-01 |
0.0% |
118-01 |
| Close |
119-00 |
119-02 |
0-02 |
0.0% |
119-01 |
| Range |
0-31 |
1-02 |
0-02 |
7.6% |
2-01 |
| ATR |
1-12 |
1-12 |
-0-01 |
-1.7% |
0-00 |
| Volume |
173,420 |
221,969 |
48,549 |
28.0% |
982,214 |
|
| Daily Pivots for day following 23-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-29 |
121-17 |
119-21 |
|
| R3 |
120-27 |
120-15 |
119-11 |
|
| R2 |
119-25 |
119-25 |
119-08 |
|
| R1 |
119-14 |
119-14 |
119-05 |
119-19 |
| PP |
118-23 |
118-23 |
118-23 |
118-26 |
| S1 |
118-12 |
118-12 |
118-31 |
118-17 |
| S2 |
117-21 |
117-21 |
118-28 |
|
| S3 |
116-20 |
117-10 |
118-25 |
|
| S4 |
115-18 |
116-08 |
118-16 |
|
|
| 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 |
2-01 |
1.7% |
1-07 |
1.0% |
52% |
False |
True |
198,573 |
| 10 |
121-01 |
118-00 |
3-01 |
2.5% |
1-13 |
1.2% |
35% |
False |
False |
196,650 |
| 20 |
121-06 |
117-02 |
4-04 |
3.5% |
1-10 |
1.1% |
49% |
False |
False |
200,039 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-15 |
1.2% |
73% |
False |
False |
107,157 |
| 60 |
121-06 |
113-16 |
7-22 |
6.4% |
1-14 |
1.2% |
73% |
False |
False |
71,504 |
| 80 |
121-06 |
110-08 |
10-30 |
9.2% |
1-12 |
1.2% |
81% |
False |
False |
53,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-18 |
|
2.618 |
121-27 |
|
1.618 |
120-25 |
|
1.000 |
120-04 |
|
0.618 |
119-23 |
|
HIGH |
119-02 |
|
0.618 |
118-22 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-01 |
|
0.618 |
117-12 |
|
1.000 |
116-31 |
|
1.618 |
116-10 |
|
2.618 |
115-08 |
|
4.250 |
113-17 |
|
|
| Fisher Pivots for day following 23-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-29 |
118-29 |
| PP |
118-23 |
118-23 |
| S1 |
118-18 |
118-18 |
|