ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
117-27 |
-1-08 |
-1.0% |
116-06 |
| High |
119-04 |
118-12 |
-0-24 |
-0.6% |
119-08 |
| Low |
117-08 |
116-16 |
-0-24 |
-0.7% |
114-30 |
| Close |
117-19 |
117-02 |
-0-18 |
-0.5% |
119-00 |
| Range |
1-28 |
1-28 |
0-01 |
1.7% |
4-10 |
| ATR |
1-21 |
1-22 |
0-01 |
1.0% |
0-00 |
| Volume |
270,179 |
238,143 |
-32,036 |
-11.9% |
1,101,278 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-31 |
121-29 |
118-03 |
|
| R3 |
121-03 |
120-00 |
117-18 |
|
| R2 |
119-06 |
119-06 |
117-13 |
|
| R1 |
118-04 |
118-04 |
117-07 |
117-23 |
| PP |
117-10 |
117-10 |
117-10 |
117-03 |
| S1 |
116-07 |
116-07 |
116-28 |
115-26 |
| S2 |
115-13 |
115-13 |
116-22 |
|
| S3 |
113-17 |
114-11 |
116-17 |
|
| S4 |
111-20 |
112-14 |
116-00 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-23 |
129-06 |
121-12 |
|
| R3 |
126-12 |
124-28 |
120-06 |
|
| R2 |
122-02 |
122-02 |
119-25 |
|
| R1 |
120-17 |
120-17 |
119-13 |
121-10 |
| PP |
117-24 |
117-24 |
117-24 |
118-04 |
| S1 |
116-06 |
116-06 |
118-19 |
116-31 |
| S2 |
113-13 |
113-13 |
118-07 |
|
| S3 |
109-02 |
111-28 |
117-26 |
|
| S4 |
104-24 |
107-18 |
116-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-08 |
115-16 |
3-24 |
3.2% |
1-26 |
1.5% |
41% |
False |
False |
252,191 |
| 10 |
119-08 |
114-30 |
4-10 |
3.7% |
1-20 |
1.4% |
49% |
False |
False |
235,685 |
| 20 |
121-12 |
114-30 |
6-14 |
5.5% |
1-23 |
1.5% |
33% |
False |
False |
234,566 |
| 40 |
121-12 |
111-22 |
9-22 |
8.3% |
1-19 |
1.4% |
55% |
False |
False |
221,792 |
| 60 |
122-11 |
111-22 |
10-22 |
9.1% |
1-20 |
1.4% |
50% |
False |
False |
196,611 |
| 80 |
126-29 |
111-22 |
15-08 |
13.0% |
1-19 |
1.4% |
35% |
False |
False |
147,532 |
| 100 |
130-15 |
111-22 |
18-26 |
16.1% |
1-21 |
1.4% |
29% |
False |
False |
118,061 |
| 120 |
130-15 |
111-22 |
18-26 |
16.1% |
1-19 |
1.4% |
29% |
False |
False |
98,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-13 |
|
2.618 |
123-10 |
|
1.618 |
121-14 |
|
1.000 |
120-08 |
|
0.618 |
119-17 |
|
HIGH |
118-12 |
|
0.618 |
117-21 |
|
0.500 |
117-14 |
|
0.382 |
117-07 |
|
LOW |
116-16 |
|
0.618 |
115-10 |
|
1.000 |
114-19 |
|
1.618 |
113-14 |
|
2.618 |
111-17 |
|
4.250 |
108-14 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-14 |
117-28 |
| PP |
117-10 |
117-19 |
| S1 |
117-06 |
117-10 |
|