ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
119-30 |
-0-26 |
-0.7% |
118-28 |
| High |
121-10 |
120-00 |
-1-10 |
-1.1% |
121-12 |
| Low |
119-26 |
118-08 |
-1-18 |
-1.3% |
118-06 |
| Close |
120-02 |
118-21 |
-1-12 |
-1.2% |
120-23 |
| Range |
1-16 |
1-24 |
0-08 |
16.8% |
3-06 |
| ATR |
1-18 |
1-19 |
0-01 |
1.0% |
0-00 |
| Volume |
233,938 |
156,205 |
-77,733 |
-33.2% |
1,108,339 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-05 |
123-05 |
119-20 |
|
| R3 |
122-14 |
121-13 |
119-04 |
|
| R2 |
120-22 |
120-22 |
118-31 |
|
| R1 |
119-22 |
119-22 |
118-26 |
119-10 |
| PP |
118-31 |
118-31 |
118-31 |
118-25 |
| S1 |
117-30 |
117-30 |
118-16 |
117-19 |
| S2 |
117-07 |
117-07 |
118-11 |
|
| S3 |
115-16 |
116-07 |
118-06 |
|
| S4 |
113-24 |
114-15 |
117-22 |
|
|
| 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 |
118-08 |
3-04 |
2.6% |
1-23 |
1.4% |
13% |
False |
True |
235,313 |
| 10 |
121-12 |
117-12 |
4-00 |
3.4% |
1-15 |
1.2% |
32% |
False |
False |
214,617 |
| 20 |
121-12 |
113-22 |
7-22 |
6.5% |
1-17 |
1.3% |
65% |
False |
False |
211,213 |
| 40 |
122-07 |
111-22 |
10-18 |
8.9% |
1-21 |
1.4% |
66% |
False |
False |
206,761 |
| 60 |
126-07 |
111-22 |
14-18 |
12.3% |
1-18 |
1.3% |
48% |
False |
False |
138,120 |
| 80 |
129-16 |
111-22 |
17-26 |
15.0% |
1-18 |
1.3% |
39% |
False |
False |
103,642 |
| 100 |
130-15 |
111-22 |
18-26 |
15.8% |
1-19 |
1.4% |
37% |
False |
False |
82,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-11 |
|
2.618 |
124-17 |
|
1.618 |
122-25 |
|
1.000 |
121-23 |
|
0.618 |
121-02 |
|
HIGH |
120-00 |
|
0.618 |
119-10 |
|
0.500 |
119-04 |
|
0.382 |
118-29 |
|
LOW |
118-08 |
|
0.618 |
117-06 |
|
1.000 |
116-16 |
|
1.618 |
115-14 |
|
2.618 |
113-23 |
|
4.250 |
110-28 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
119-25 |
| PP |
118-31 |
119-13 |
| S1 |
118-26 |
119-01 |
|