ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 17-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2009 |
17-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
118-22 |
0-21 |
0.6% |
115-06 |
| High |
119-14 |
120-00 |
0-18 |
0.5% |
119-14 |
| Low |
117-27 |
118-20 |
0-25 |
0.7% |
114-28 |
| Close |
118-25 |
119-22 |
0-28 |
0.7% |
118-25 |
| Range |
1-20 |
1-12 |
-0-08 |
-14.6% |
4-18 |
| ATR |
1-23 |
1-23 |
-0-01 |
-1.5% |
0-00 |
| Volume |
348,036 |
227,277 |
-120,759 |
-34.7% |
1,307,577 |
|
| Daily Pivots for day following 17-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
123-00 |
120-14 |
|
| R3 |
122-06 |
121-20 |
120-02 |
|
| R2 |
120-26 |
120-26 |
119-30 |
|
| R1 |
120-08 |
120-08 |
119-26 |
120-17 |
| PP |
119-14 |
119-14 |
119-14 |
119-18 |
| S1 |
118-28 |
118-28 |
119-17 |
119-05 |
| S2 |
118-02 |
118-02 |
119-13 |
|
| S3 |
116-22 |
117-16 |
119-09 |
|
| S4 |
115-10 |
116-04 |
118-29 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-14 |
129-22 |
121-10 |
|
| R3 |
126-28 |
125-04 |
120-01 |
|
| R2 |
122-09 |
122-09 |
119-20 |
|
| R1 |
120-17 |
120-17 |
119-06 |
121-13 |
| PP |
117-22 |
117-22 |
117-22 |
118-04 |
| S1 |
115-30 |
115-30 |
118-12 |
116-26 |
| S2 |
113-04 |
113-04 |
117-30 |
|
| S3 |
108-18 |
111-12 |
117-17 |
|
| S4 |
103-31 |
106-26 |
116-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-00 |
115-28 |
4-04 |
3.4% |
1-26 |
1.5% |
92% |
True |
False |
258,045 |
| 10 |
120-00 |
114-26 |
5-06 |
4.3% |
1-24 |
1.5% |
94% |
True |
False |
253,196 |
| 20 |
120-00 |
114-26 |
5-06 |
4.3% |
1-23 |
1.4% |
94% |
True |
False |
242,337 |
| 40 |
121-12 |
114-24 |
6-20 |
5.5% |
1-20 |
1.4% |
75% |
False |
False |
228,390 |
| 60 |
121-12 |
111-22 |
9-22 |
8.1% |
1-21 |
1.4% |
83% |
False |
False |
231,965 |
| 80 |
124-10 |
111-22 |
12-20 |
10.6% |
1-20 |
1.3% |
63% |
False |
False |
176,191 |
| 100 |
129-16 |
111-22 |
17-26 |
14.9% |
1-19 |
1.3% |
45% |
False |
False |
140,988 |
| 120 |
130-15 |
111-22 |
18-26 |
15.7% |
1-21 |
1.4% |
43% |
False |
False |
117,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
123-19 |
|
1.618 |
122-07 |
|
1.000 |
121-12 |
|
0.618 |
120-27 |
|
HIGH |
120-00 |
|
0.618 |
119-15 |
|
0.500 |
119-10 |
|
0.382 |
119-05 |
|
LOW |
118-20 |
|
0.618 |
117-25 |
|
1.000 |
117-08 |
|
1.618 |
116-13 |
|
2.618 |
115-01 |
|
4.250 |
112-25 |
|
|
| Fisher Pivots for day following 17-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-03 |
| PP |
119-14 |
118-17 |
| S1 |
119-10 |
117-31 |
|