ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 26-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2009 |
26-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
120-16 |
0-18 |
0.5% |
118-22 |
| High |
120-20 |
121-00 |
0-12 |
0.3% |
120-30 |
| Low |
119-14 |
120-07 |
0-26 |
0.7% |
118-18 |
| Close |
120-14 |
120-26 |
0-12 |
0.3% |
118-26 |
| Range |
1-06 |
0-24 |
-0-14 |
-36.4% |
2-12 |
| ATR |
1-20 |
1-18 |
-0-02 |
-3.8% |
0-00 |
| Volume |
333,152 |
367,194 |
34,042 |
10.2% |
1,184,797 |
|
| Daily Pivots for day following 26-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-31 |
122-21 |
121-07 |
|
| R3 |
122-06 |
121-28 |
121-01 |
|
| R2 |
121-14 |
121-14 |
120-30 |
|
| R1 |
121-04 |
121-04 |
120-28 |
121-09 |
| PP |
120-22 |
120-22 |
120-22 |
120-24 |
| S1 |
120-12 |
120-12 |
120-24 |
120-16 |
| S2 |
119-29 |
119-29 |
120-22 |
|
| S3 |
119-04 |
119-19 |
120-19 |
|
| S4 |
118-12 |
118-26 |
120-13 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-20 |
125-03 |
120-04 |
|
| R3 |
124-07 |
122-23 |
119-15 |
|
| R2 |
121-27 |
121-27 |
119-08 |
|
| R1 |
120-10 |
120-10 |
119-01 |
121-02 |
| PP |
119-14 |
119-14 |
119-14 |
119-26 |
| S1 |
117-30 |
117-30 |
118-19 |
118-22 |
| S2 |
117-02 |
117-02 |
118-12 |
|
| S3 |
114-21 |
115-17 |
118-05 |
|
| S4 |
112-09 |
113-05 |
117-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-00 |
118-06 |
2-25 |
2.3% |
1-15 |
1.2% |
94% |
True |
False |
303,036 |
| 10 |
121-00 |
115-30 |
5-01 |
4.2% |
1-16 |
1.2% |
97% |
True |
False |
276,670 |
| 20 |
121-00 |
114-26 |
6-06 |
5.1% |
1-20 |
1.4% |
97% |
True |
False |
263,342 |
| 40 |
121-12 |
114-26 |
6-18 |
5.4% |
1-19 |
1.3% |
92% |
False |
False |
243,636 |
| 60 |
121-12 |
111-22 |
9-22 |
8.0% |
1-19 |
1.3% |
94% |
False |
False |
235,929 |
| 80 |
122-11 |
111-22 |
10-22 |
8.8% |
1-19 |
1.3% |
86% |
False |
False |
200,423 |
| 100 |
126-29 |
111-22 |
15-08 |
12.6% |
1-18 |
1.3% |
60% |
False |
False |
160,378 |
| 120 |
130-15 |
111-22 |
18-26 |
15.6% |
1-20 |
1.3% |
49% |
False |
False |
133,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
123-00 |
|
1.618 |
122-07 |
|
1.000 |
121-24 |
|
0.618 |
121-15 |
|
HIGH |
121-00 |
|
0.618 |
120-22 |
|
0.500 |
120-19 |
|
0.382 |
120-16 |
|
LOW |
120-07 |
|
0.618 |
119-24 |
|
1.000 |
119-14 |
|
1.618 |
118-31 |
|
2.618 |
118-07 |
|
4.250 |
116-31 |
|
|
| Fisher Pivots for day following 26-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-24 |
120-13 |
| PP |
120-22 |
120-00 |
| S1 |
120-19 |
119-19 |
|