ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119-30 |
118-10 |
-1-20 |
-1.4% |
118-28 |
| High |
120-00 |
118-23 |
-1-08 |
-1.1% |
121-12 |
| Low |
118-08 |
116-11 |
-1-29 |
-1.6% |
118-06 |
| Close |
118-21 |
116-26 |
-1-26 |
-1.5% |
120-23 |
| Range |
1-24 |
2-12 |
0-20 |
36.9% |
3-06 |
| ATR |
1-19 |
1-21 |
0-02 |
3.5% |
0-00 |
| Volume |
156,205 |
242,340 |
86,135 |
55.1% |
1,108,339 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-14 |
123-00 |
118-04 |
|
| R3 |
122-02 |
120-20 |
117-15 |
|
| R2 |
119-22 |
119-22 |
117-08 |
|
| R1 |
118-08 |
118-08 |
117-01 |
117-25 |
| PP |
117-10 |
117-10 |
117-10 |
117-02 |
| S1 |
115-28 |
115-28 |
116-20 |
115-13 |
| S2 |
114-30 |
114-30 |
116-13 |
|
| S3 |
112-18 |
113-16 |
116-06 |
|
| S4 |
110-06 |
111-04 |
115-17 |
|
|
| 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 |
121-10 |
116-11 |
4-30 |
4.2% |
1-25 |
1.5% |
10% |
False |
True |
244,936 |
| 10 |
121-12 |
116-11 |
5-00 |
4.3% |
1-18 |
1.3% |
10% |
False |
True |
223,863 |
| 20 |
121-12 |
113-22 |
7-22 |
6.6% |
1-18 |
1.3% |
41% |
False |
False |
215,708 |
| 40 |
121-31 |
111-22 |
10-10 |
8.8% |
1-21 |
1.4% |
50% |
False |
False |
212,359 |
| 60 |
126-07 |
111-22 |
14-18 |
12.5% |
1-18 |
1.3% |
35% |
False |
False |
142,158 |
| 80 |
129-16 |
111-22 |
17-26 |
15.3% |
1-18 |
1.3% |
29% |
False |
False |
106,670 |
| 100 |
130-15 |
111-22 |
18-26 |
16.1% |
1-20 |
1.4% |
27% |
False |
False |
85,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-26 |
|
2.618 |
124-30 |
|
1.618 |
122-18 |
|
1.000 |
121-03 |
|
0.618 |
120-06 |
|
HIGH |
118-23 |
|
0.618 |
117-26 |
|
0.500 |
117-17 |
|
0.382 |
117-08 |
|
LOW |
116-11 |
|
0.618 |
114-28 |
|
1.000 |
113-31 |
|
1.618 |
112-16 |
|
2.618 |
110-04 |
|
4.250 |
106-08 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-17 |
118-26 |
| PP |
117-10 |
118-05 |
| S1 |
117-02 |
117-16 |
|