ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
119-30 |
0-18 |
0.5% |
115-06 |
| High |
120-24 |
120-16 |
-0-09 |
-0.2% |
119-14 |
| Low |
119-10 |
119-12 |
0-02 |
0.1% |
114-28 |
| Close |
119-28 |
120-10 |
0-14 |
0.4% |
118-25 |
| Range |
1-14 |
1-03 |
-0-12 |
-24.7% |
4-18 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.4% |
0-00 |
| Volume |
233,108 |
320,720 |
87,612 |
37.6% |
1,307,577 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
122-29 |
120-29 |
|
| R3 |
122-08 |
121-26 |
120-19 |
|
| R2 |
121-05 |
121-05 |
120-16 |
|
| R1 |
120-23 |
120-23 |
120-13 |
120-30 |
| PP |
120-02 |
120-02 |
120-02 |
120-05 |
| S1 |
119-20 |
119-20 |
120-06 |
119-27 |
| S2 |
118-31 |
118-31 |
120-03 |
|
| S3 |
117-28 |
118-17 |
120-00 |
|
| S4 |
116-25 |
117-14 |
119-22 |
|
|
| 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 |
120-24 |
117-27 |
2-30 |
2.4% |
1-09 |
1.1% |
84% |
False |
False |
264,285 |
| 10 |
120-24 |
114-26 |
5-31 |
5.0% |
1-19 |
1.3% |
92% |
False |
False |
249,626 |
| 20 |
120-24 |
114-26 |
5-31 |
5.0% |
1-19 |
1.3% |
92% |
False |
False |
246,816 |
| 40 |
121-12 |
114-26 |
6-18 |
5.5% |
1-19 |
1.3% |
84% |
False |
False |
233,532 |
| 60 |
121-12 |
111-22 |
9-22 |
8.1% |
1-20 |
1.3% |
89% |
False |
False |
238,777 |
| 80 |
123-00 |
111-22 |
11-10 |
9.4% |
1-19 |
1.3% |
76% |
False |
False |
185,517 |
| 100 |
129-16 |
111-22 |
17-26 |
14.8% |
1-18 |
1.3% |
48% |
False |
False |
148,448 |
| 120 |
130-15 |
111-22 |
18-26 |
15.6% |
1-20 |
1.4% |
46% |
False |
False |
123,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-04 |
|
2.618 |
123-11 |
|
1.618 |
122-08 |
|
1.000 |
121-18 |
|
0.618 |
121-05 |
|
HIGH |
120-16 |
|
0.618 |
120-02 |
|
0.500 |
119-30 |
|
0.382 |
119-26 |
|
LOW |
119-12 |
|
0.618 |
118-23 |
|
1.000 |
118-10 |
|
1.618 |
117-20 |
|
2.618 |
116-17 |
|
4.250 |
114-24 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
120-06 |
| PP |
120-02 |
120-03 |
| S1 |
119-30 |
119-31 |
|