ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
120-29 |
119-15 |
-1-14 |
-1.2% |
118-28 |
| High |
120-29 |
121-02 |
0-04 |
0.1% |
121-12 |
| Low |
119-06 |
119-14 |
0-08 |
0.2% |
118-06 |
| Close |
119-11 |
120-23 |
1-12 |
1.2% |
120-23 |
| Range |
1-24 |
1-20 |
-0-04 |
-6.3% |
3-06 |
| ATR |
1-18 |
1-19 |
0-00 |
0.6% |
0-00 |
| Volume |
285,713 |
306,487 |
20,774 |
7.3% |
1,108,339 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-20 |
121-20 |
|
| R3 |
123-21 |
123-00 |
121-05 |
|
| R2 |
122-01 |
122-01 |
121-01 |
|
| R1 |
121-12 |
121-12 |
120-28 |
121-22 |
| PP |
120-13 |
120-13 |
120-13 |
120-18 |
| S1 |
119-24 |
119-24 |
120-18 |
120-02 |
| S2 |
118-25 |
118-25 |
120-13 |
|
| S3 |
117-05 |
118-04 |
120-09 |
|
| S4 |
115-17 |
116-16 |
119-26 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-19 |
128-11 |
122-15 |
|
| R3 |
126-14 |
125-05 |
121-19 |
|
| R2 |
123-08 |
123-08 |
121-10 |
|
| R1 |
122-00 |
122-00 |
121-00 |
122-20 |
| PP |
120-03 |
120-03 |
120-03 |
120-13 |
| S1 |
118-26 |
118-26 |
120-14 |
119-14 |
| S2 |
116-29 |
116-29 |
120-04 |
|
| S3 |
113-24 |
115-21 |
119-27 |
|
| S4 |
110-18 |
112-15 |
118-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-12 |
118-06 |
3-06 |
2.6% |
1-18 |
1.3% |
80% |
False |
False |
221,667 |
| 10 |
121-12 |
117-12 |
4-00 |
3.3% |
1-12 |
1.1% |
84% |
False |
False |
215,389 |
| 20 |
121-12 |
113-17 |
7-26 |
6.5% |
1-15 |
1.2% |
92% |
False |
False |
216,086 |
| 40 |
122-11 |
111-22 |
10-22 |
8.8% |
1-20 |
1.4% |
85% |
False |
False |
197,137 |
| 60 |
126-07 |
111-22 |
14-18 |
12.1% |
1-18 |
1.3% |
62% |
False |
False |
131,618 |
| 80 |
130-15 |
111-22 |
18-26 |
15.6% |
1-20 |
1.3% |
48% |
False |
False |
98,765 |
| 100 |
130-15 |
111-22 |
18-26 |
15.6% |
1-19 |
1.3% |
48% |
False |
False |
79,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-30 |
|
2.618 |
125-10 |
|
1.618 |
123-22 |
|
1.000 |
122-22 |
|
0.618 |
122-02 |
|
HIGH |
121-02 |
|
0.618 |
120-14 |
|
0.500 |
120-08 |
|
0.382 |
120-01 |
|
LOW |
119-14 |
|
0.618 |
118-13 |
|
1.000 |
117-26 |
|
1.618 |
116-25 |
|
2.618 |
115-05 |
|
4.250 |
112-16 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-18 |
120-18 |
| PP |
120-13 |
120-13 |
| S1 |
120-08 |
120-08 |
|