ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 22-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2009 |
22-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-25 |
118-04 |
1-11 |
1.2% |
120-24 |
| High |
118-16 |
118-16 |
0-00 |
0.0% |
121-10 |
| Low |
116-00 |
117-06 |
1-06 |
1.0% |
116-04 |
| Close |
118-10 |
117-09 |
-1-02 |
-0.9% |
116-08 |
| Range |
2-16 |
1-10 |
-1-06 |
-48.1% |
5-06 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.7% |
0-00 |
| Volume |
196,075 |
270,851 |
74,776 |
38.1% |
1,163,713 |
|
| Daily Pivots for day following 22-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-17 |
120-23 |
118-00 |
|
| R3 |
120-08 |
119-13 |
117-20 |
|
| R2 |
118-30 |
118-30 |
117-17 |
|
| R1 |
118-04 |
118-04 |
117-13 |
117-28 |
| PP |
117-21 |
117-21 |
117-21 |
117-17 |
| S1 |
116-26 |
116-26 |
117-05 |
116-19 |
| S2 |
116-11 |
116-11 |
117-01 |
|
| S3 |
115-02 |
115-17 |
116-30 |
|
| S4 |
113-24 |
114-07 |
116-18 |
|
|
| 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 |
118-16 |
115-14 |
3-02 |
2.6% |
1-22 |
1.4% |
60% |
False |
False |
237,283 |
| 10 |
121-10 |
115-14 |
5-28 |
5.0% |
1-24 |
1.5% |
32% |
False |
False |
241,110 |
| 20 |
121-12 |
115-14 |
5-30 |
5.1% |
1-18 |
1.3% |
31% |
False |
False |
220,915 |
| 40 |
121-12 |
111-22 |
9-22 |
8.3% |
1-21 |
1.4% |
58% |
False |
False |
234,180 |
| 60 |
124-10 |
111-22 |
12-20 |
10.8% |
1-19 |
1.4% |
44% |
False |
False |
161,924 |
| 80 |
129-16 |
111-22 |
17-26 |
15.2% |
1-18 |
1.3% |
31% |
False |
False |
121,487 |
| 100 |
130-15 |
111-22 |
18-26 |
16.0% |
1-20 |
1.4% |
30% |
False |
False |
97,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
121-28 |
|
1.618 |
120-19 |
|
1.000 |
119-25 |
|
0.618 |
119-09 |
|
HIGH |
118-16 |
|
0.618 |
118-00 |
|
0.500 |
117-27 |
|
0.382 |
117-22 |
|
LOW |
117-06 |
|
0.618 |
116-12 |
|
1.000 |
115-28 |
|
1.618 |
115-03 |
|
2.618 |
113-25 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 22-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-27 |
117-06 |
| PP |
117-21 |
117-02 |
| S1 |
117-15 |
116-31 |
|