ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 12-Aug-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
Open |
116-08 |
117-18 |
1-10 |
1.1% |
119-03 |
High |
117-22 |
118-00 |
0-10 |
0.3% |
119-04 |
Low |
116-04 |
115-28 |
-0-07 |
-0.2% |
114-26 |
Close |
117-16 |
116-28 |
-0-20 |
-0.5% |
115-10 |
Range |
1-18 |
2-03 |
0-16 |
32.7% |
4-10 |
ATR |
1-21 |
1-22 |
0-01 |
1.9% |
0-00 |
Volume |
177,342 |
286,760 |
109,418 |
61.7% |
1,267,289 |
|
Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-06 |
122-04 |
118-00 |
|
R3 |
121-03 |
120-01 |
117-14 |
|
R2 |
119-00 |
119-00 |
117-08 |
|
R1 |
117-30 |
117-30 |
117-02 |
117-14 |
PP |
116-29 |
116-29 |
116-29 |
116-21 |
S1 |
115-27 |
115-27 |
116-21 |
115-10 |
S2 |
114-26 |
114-26 |
116-15 |
|
S3 |
112-23 |
113-24 |
116-09 |
|
S4 |
110-20 |
111-21 |
115-23 |
|
|
Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-11 |
126-20 |
117-22 |
|
R3 |
125-01 |
122-10 |
116-16 |
|
R2 |
120-23 |
120-23 |
116-03 |
|
R1 |
118-00 |
118-00 |
115-23 |
117-07 |
PP |
116-13 |
116-13 |
116-13 |
116-00 |
S1 |
113-22 |
113-22 |
114-29 |
112-29 |
S2 |
112-03 |
112-03 |
114-17 |
|
S3 |
107-25 |
109-12 |
114-04 |
|
S4 |
103-15 |
105-02 |
112-30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-00 |
114-26 |
3-06 |
2.7% |
1-22 |
1.4% |
65% |
True |
False |
239,121 |
10 |
119-08 |
114-26 |
4-15 |
3.8% |
1-25 |
1.5% |
46% |
False |
False |
250,014 |
20 |
119-08 |
114-26 |
4-15 |
3.8% |
1-22 |
1.4% |
46% |
False |
False |
237,005 |
40 |
121-12 |
113-22 |
7-22 |
6.6% |
1-20 |
1.4% |
41% |
False |
False |
226,357 |
60 |
121-31 |
111-22 |
10-10 |
8.8% |
1-21 |
1.4% |
50% |
False |
False |
220,575 |
80 |
126-07 |
111-22 |
14-18 |
12.4% |
1-19 |
1.4% |
36% |
False |
False |
165,870 |
100 |
129-16 |
111-22 |
17-26 |
15.3% |
1-19 |
1.4% |
29% |
False |
False |
132,737 |
120 |
130-15 |
111-22 |
18-26 |
16.1% |
1-20 |
1.4% |
28% |
False |
False |
110,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-28 |
2.618 |
123-15 |
1.618 |
121-12 |
1.000 |
120-02 |
0.618 |
119-09 |
HIGH |
118-00 |
0.618 |
117-06 |
0.500 |
116-30 |
0.382 |
116-22 |
LOW |
115-28 |
0.618 |
114-19 |
1.000 |
113-26 |
1.618 |
112-16 |
2.618 |
110-13 |
4.250 |
107-00 |
|
|
Fisher Pivots for day following 12-Aug-2009 |
Pivot |
1 day |
3 day |
R1 |
116-30 |
116-23 |
PP |
116-29 |
116-18 |
S1 |
116-28 |
116-14 |
|