ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-02 |
116-04 |
-0-30 |
-0.8% |
120-24 |
| High |
117-20 |
117-11 |
-0-08 |
-0.2% |
121-10 |
| Low |
116-04 |
115-14 |
-0-22 |
-0.6% |
116-04 |
| Close |
116-08 |
117-06 |
0-30 |
0.8% |
116-08 |
| Range |
1-16 |
1-30 |
0-14 |
28.1% |
5-06 |
| ATR |
1-19 |
1-20 |
0-01 |
1.4% |
0-00 |
| Volume |
212,987 |
188,262 |
-24,725 |
-11.6% |
1,163,713 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-13 |
121-23 |
118-08 |
|
| R3 |
120-16 |
119-26 |
117-23 |
|
| R2 |
118-18 |
118-18 |
117-17 |
|
| R1 |
117-28 |
117-28 |
117-12 |
118-07 |
| PP |
116-21 |
116-21 |
116-21 |
116-26 |
| S1 |
115-31 |
115-31 |
117-00 |
116-10 |
| S2 |
114-23 |
114-23 |
116-27 |
|
| S3 |
112-26 |
114-01 |
116-21 |
|
| S4 |
110-28 |
112-04 |
116-04 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-14 |
130-02 |
119-04 |
|
| R3 |
128-08 |
124-28 |
117-22 |
|
| R2 |
123-02 |
123-02 |
117-07 |
|
| R1 |
119-22 |
119-22 |
116-24 |
118-25 |
| PP |
117-28 |
117-28 |
117-28 |
117-14 |
| S1 |
114-16 |
114-16 |
115-25 |
113-19 |
| S2 |
112-22 |
112-22 |
115-10 |
|
| S3 |
107-16 |
109-10 |
114-27 |
|
| S4 |
102-10 |
104-04 |
113-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-00 |
115-14 |
4-18 |
3.9% |
1-24 |
1.5% |
39% |
False |
True |
223,607 |
| 10 |
121-12 |
115-14 |
5-30 |
5.1% |
1-22 |
1.4% |
30% |
False |
True |
228,121 |
| 20 |
121-12 |
114-24 |
6-20 |
5.7% |
1-17 |
1.3% |
37% |
False |
False |
214,442 |
| 40 |
121-12 |
111-22 |
9-22 |
8.3% |
1-20 |
1.4% |
57% |
False |
False |
226,780 |
| 60 |
124-10 |
111-22 |
12-20 |
10.8% |
1-18 |
1.3% |
44% |
False |
False |
154,143 |
| 80 |
129-16 |
111-22 |
17-26 |
15.2% |
1-18 |
1.3% |
31% |
False |
False |
115,651 |
| 100 |
130-15 |
111-22 |
18-26 |
16.0% |
1-20 |
1.4% |
29% |
False |
False |
92,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-16 |
|
2.618 |
122-12 |
|
1.618 |
120-15 |
|
1.000 |
119-08 |
|
0.618 |
118-17 |
|
HIGH |
117-11 |
|
0.618 |
116-20 |
|
0.500 |
116-12 |
|
0.382 |
116-05 |
|
LOW |
115-14 |
|
0.618 |
114-07 |
|
1.000 |
113-16 |
|
1.618 |
112-10 |
|
2.618 |
110-12 |
|
4.250 |
107-08 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-29 |
117-00 |
| PP |
116-21 |
116-26 |
| S1 |
116-12 |
116-20 |
|