ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
116-25 |
0-21 |
0.6% |
120-24 |
| High |
117-11 |
118-16 |
1-05 |
1.0% |
121-10 |
| Low |
115-14 |
116-00 |
0-18 |
0.5% |
116-04 |
| Close |
117-06 |
118-10 |
1-04 |
1.0% |
116-08 |
| Range |
1-30 |
2-16 |
0-18 |
30.1% |
5-06 |
| ATR |
1-20 |
1-22 |
0-02 |
3.8% |
0-00 |
| Volume |
188,262 |
196,075 |
7,813 |
4.2% |
1,163,713 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-04 |
124-07 |
119-22 |
|
| R3 |
122-20 |
121-23 |
119-00 |
|
| R2 |
120-04 |
120-04 |
118-25 |
|
| R1 |
119-07 |
119-07 |
118-18 |
119-21 |
| PP |
117-20 |
117-20 |
117-20 |
117-27 |
| S1 |
116-23 |
116-23 |
118-03 |
117-05 |
| S2 |
115-04 |
115-04 |
117-28 |
|
| S3 |
112-20 |
114-07 |
117-20 |
|
| S4 |
110-04 |
111-23 |
116-30 |
|
|
| 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 |
118-23 |
115-14 |
3-10 |
2.8% |
1-29 |
1.6% |
88% |
False |
False |
231,581 |
| 10 |
121-12 |
115-14 |
5-30 |
5.0% |
1-26 |
1.5% |
49% |
False |
False |
233,447 |
| 20 |
121-12 |
115-14 |
5-30 |
5.0% |
1-19 |
1.3% |
49% |
False |
False |
215,900 |
| 40 |
121-12 |
111-22 |
9-22 |
8.2% |
1-21 |
1.4% |
69% |
False |
False |
229,483 |
| 60 |
124-10 |
111-22 |
12-20 |
10.7% |
1-19 |
1.3% |
53% |
False |
False |
157,410 |
| 80 |
129-16 |
111-22 |
17-26 |
15.1% |
1-18 |
1.3% |
37% |
False |
False |
118,101 |
| 100 |
130-15 |
111-22 |
18-26 |
15.9% |
1-20 |
1.4% |
35% |
False |
False |
94,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-04 |
|
2.618 |
125-01 |
|
1.618 |
122-17 |
|
1.000 |
121-00 |
|
0.618 |
120-01 |
|
HIGH |
118-16 |
|
0.618 |
117-17 |
|
0.500 |
117-08 |
|
0.382 |
116-31 |
|
LOW |
116-00 |
|
0.618 |
114-15 |
|
1.000 |
113-16 |
|
1.618 |
111-31 |
|
2.618 |
109-15 |
|
4.250 |
105-12 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
117-28 |
| PP |
117-20 |
117-13 |
| S1 |
117-08 |
116-31 |
|