ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 25-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2009 |
25-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
120-00 |
0-30 |
0.8% |
119-01 |
| High |
120-01 |
121-00 |
0-31 |
0.8% |
121-00 |
| Low |
119-01 |
119-03 |
0-02 |
0.0% |
118-01 |
| Close |
119-03 |
120-03 |
1-00 |
0.8% |
120-03 |
| Range |
1-00 |
1-30 |
0-30 |
94.0% |
3-00 |
| ATR |
1-11 |
1-12 |
0-01 |
3.1% |
0-00 |
| Volume |
251,286 |
190,798 |
-60,488 |
-24.1% |
978,833 |
|
| Daily Pivots for day following 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-26 |
124-28 |
121-05 |
|
| R3 |
123-29 |
122-31 |
120-20 |
|
| R2 |
121-31 |
121-31 |
120-14 |
|
| R1 |
121-01 |
121-01 |
120-08 |
121-16 |
| PP |
120-02 |
120-02 |
120-02 |
120-10 |
| S1 |
119-04 |
119-04 |
119-29 |
119-19 |
| S2 |
118-04 |
118-04 |
119-24 |
|
| S3 |
116-07 |
117-06 |
119-18 |
|
| S4 |
114-09 |
115-09 |
119-01 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-21 |
127-12 |
121-23 |
|
| R3 |
125-22 |
124-12 |
120-29 |
|
| R2 |
122-22 |
122-22 |
120-20 |
|
| R1 |
121-12 |
121-12 |
120-12 |
122-01 |
| PP |
119-23 |
119-23 |
119-23 |
120-01 |
| S1 |
118-13 |
118-13 |
119-26 |
119-02 |
| S2 |
116-23 |
116-23 |
119-17 |
|
| S3 |
113-23 |
115-13 |
119-09 |
|
| S4 |
110-24 |
112-14 |
118-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
118-01 |
3-00 |
2.5% |
1-06 |
1.0% |
69% |
True |
False |
195,766 |
| 10 |
121-00 |
118-01 |
3-00 |
2.5% |
1-09 |
1.1% |
69% |
True |
False |
196,104 |
| 20 |
121-06 |
117-02 |
4-04 |
3.4% |
1-11 |
1.1% |
74% |
False |
False |
201,350 |
| 40 |
121-06 |
113-16 |
7-22 |
6.4% |
1-15 |
1.2% |
86% |
False |
False |
118,203 |
| 60 |
121-06 |
113-16 |
7-22 |
6.4% |
1-14 |
1.2% |
86% |
False |
False |
78,868 |
| 80 |
121-06 |
110-08 |
10-30 |
9.1% |
1-13 |
1.2% |
90% |
False |
False |
59,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-06 |
|
2.618 |
126-01 |
|
1.618 |
124-04 |
|
1.000 |
122-30 |
|
0.618 |
122-06 |
|
HIGH |
121-00 |
|
0.618 |
120-09 |
|
0.500 |
120-02 |
|
0.382 |
119-26 |
|
LOW |
119-03 |
|
0.618 |
117-29 |
|
1.000 |
117-05 |
|
1.618 |
115-31 |
|
2.618 |
114-02 |
|
4.250 |
110-29 |
|
|
| Fisher Pivots for day following 25-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
119-29 |
| PP |
120-02 |
119-23 |
| S1 |
120-02 |
119-16 |
|