ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-00 |
116-04 |
-0-28 |
-0.7% |
116-06 |
| High |
117-24 |
116-28 |
-0-28 |
-0.8% |
119-08 |
| Low |
116-00 |
115-18 |
-0-14 |
-0.4% |
114-30 |
| Close |
116-03 |
116-15 |
0-12 |
0.3% |
119-00 |
| Range |
1-24 |
1-10 |
-0-14 |
-25.0% |
4-10 |
| ATR |
1-22 |
1-21 |
-0-01 |
-1.6% |
0-00 |
| Volume |
272,091 |
271,583 |
-508 |
-0.2% |
1,101,278 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-07 |
119-21 |
117-06 |
|
| R3 |
118-29 |
118-11 |
116-27 |
|
| R2 |
117-19 |
117-19 |
116-23 |
|
| R1 |
117-01 |
117-01 |
116-19 |
117-10 |
| PP |
116-09 |
116-09 |
116-09 |
116-14 |
| S1 |
115-23 |
115-23 |
116-11 |
116-00 |
| S2 |
114-31 |
114-31 |
116-07 |
|
| S3 |
113-21 |
114-13 |
116-03 |
|
| S4 |
112-11 |
113-03 |
115-24 |
|
|
| 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 |
115-18 |
3-23 |
3.2% |
1-26 |
1.5% |
25% |
False |
True |
258,718 |
| 10 |
119-08 |
114-30 |
4-10 |
3.7% |
1-18 |
1.4% |
35% |
False |
False |
244,006 |
| 20 |
121-10 |
114-30 |
6-12 |
5.5% |
1-22 |
1.4% |
24% |
False |
False |
237,753 |
| 40 |
121-12 |
111-22 |
9-22 |
8.3% |
1-19 |
1.4% |
50% |
False |
False |
225,972 |
| 60 |
122-11 |
111-22 |
10-22 |
9.2% |
1-21 |
1.4% |
45% |
False |
False |
205,602 |
| 80 |
126-29 |
111-22 |
15-08 |
13.1% |
1-19 |
1.4% |
31% |
False |
False |
154,321 |
| 100 |
130-15 |
111-22 |
18-26 |
16.1% |
1-20 |
1.4% |
26% |
False |
False |
123,498 |
| 120 |
130-15 |
111-22 |
18-26 |
16.1% |
1-20 |
1.4% |
26% |
False |
False |
102,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-14 |
|
2.618 |
120-09 |
|
1.618 |
118-31 |
|
1.000 |
118-06 |
|
0.618 |
117-21 |
|
HIGH |
116-28 |
|
0.618 |
116-11 |
|
0.500 |
116-06 |
|
0.382 |
116-02 |
|
LOW |
115-18 |
|
0.618 |
114-24 |
|
1.000 |
114-08 |
|
1.618 |
113-14 |
|
2.618 |
112-04 |
|
4.250 |
109-31 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-12 |
116-31 |
| PP |
116-09 |
116-26 |
| S1 |
116-06 |
116-20 |
|