ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 28-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2009 |
28-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
115-12 |
-0-26 |
-0.7% |
116-04 |
| High |
116-10 |
116-24 |
0-14 |
0.4% |
118-16 |
| Low |
114-30 |
115-06 |
0-08 |
0.2% |
115-14 |
| Close |
115-16 |
115-30 |
0-14 |
0.4% |
116-03 |
| Range |
1-12 |
1-17 |
0-05 |
11.4% |
3-02 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.4% |
0-00 |
| Volume |
161,266 |
187,377 |
26,111 |
16.2% |
1,131,588 |
|
| Daily Pivots for day following 28-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-18 |
119-25 |
116-25 |
|
| R3 |
119-01 |
118-08 |
116-12 |
|
| R2 |
117-16 |
117-16 |
116-07 |
|
| R1 |
116-23 |
116-23 |
116-03 |
117-04 |
| PP |
115-31 |
115-31 |
115-31 |
116-05 |
| S1 |
115-06 |
115-06 |
115-26 |
115-18 |
| S2 |
114-14 |
114-14 |
115-22 |
|
| S3 |
112-29 |
113-21 |
115-17 |
|
| S4 |
111-12 |
112-04 |
115-04 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-29 |
124-02 |
117-25 |
|
| R3 |
122-26 |
121-00 |
116-30 |
|
| R2 |
119-24 |
119-24 |
116-21 |
|
| R1 |
117-30 |
117-30 |
116-12 |
117-10 |
| PP |
116-22 |
116-22 |
116-22 |
116-12 |
| S1 |
114-27 |
114-27 |
115-26 |
114-07 |
| S2 |
113-19 |
113-19 |
115-17 |
|
| S3 |
110-16 |
111-24 |
115-08 |
|
| S4 |
107-14 |
108-22 |
114-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-16 |
114-30 |
3-18 |
3.1% |
1-14 |
1.2% |
29% |
False |
False |
219,178 |
| 10 |
118-23 |
114-30 |
3-25 |
3.3% |
1-21 |
1.4% |
27% |
False |
False |
225,380 |
| 20 |
121-12 |
114-30 |
6-14 |
5.5% |
1-18 |
1.4% |
16% |
False |
False |
219,998 |
| 40 |
121-12 |
111-22 |
9-22 |
8.4% |
1-18 |
1.3% |
44% |
False |
False |
223,720 |
| 60 |
122-11 |
111-22 |
10-22 |
9.2% |
1-19 |
1.4% |
40% |
False |
False |
175,656 |
| 80 |
127-29 |
111-22 |
16-08 |
14.0% |
1-18 |
1.3% |
26% |
False |
False |
131,789 |
| 100 |
130-15 |
111-22 |
18-26 |
16.2% |
1-20 |
1.4% |
23% |
False |
False |
105,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-08 |
|
2.618 |
120-24 |
|
1.618 |
119-07 |
|
1.000 |
118-08 |
|
0.618 |
117-22 |
|
HIGH |
116-24 |
|
0.618 |
116-05 |
|
0.500 |
115-31 |
|
0.382 |
115-25 |
|
LOW |
115-06 |
|
0.618 |
114-08 |
|
1.000 |
113-22 |
|
1.618 |
112-23 |
|
2.618 |
111-06 |
|
4.250 |
108-22 |
|
|
| Fisher Pivots for day following 28-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-31 |
115-29 |
| PP |
115-31 |
115-28 |
| S1 |
115-31 |
115-27 |
|