ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 27-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2009 |
27-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120-16 |
120-26 |
0-10 |
0.3% |
118-22 |
| High |
121-00 |
121-07 |
0-08 |
0.2% |
120-30 |
| Low |
120-07 |
120-00 |
-0-07 |
-0.2% |
118-18 |
| Close |
120-26 |
120-10 |
-0-16 |
-0.4% |
118-26 |
| Range |
0-24 |
1-07 |
0-14 |
59.2% |
2-12 |
| ATR |
1-18 |
1-18 |
-0-01 |
-1.6% |
0-00 |
| Volume |
367,194 |
436,622 |
69,428 |
18.9% |
1,184,797 |
|
| Daily Pivots for day following 27-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-05 |
123-14 |
120-31 |
|
| R3 |
122-30 |
122-07 |
120-20 |
|
| R2 |
121-23 |
121-23 |
120-17 |
|
| R1 |
121-00 |
121-00 |
120-13 |
120-24 |
| PP |
120-16 |
120-16 |
120-16 |
120-12 |
| S1 |
119-25 |
119-25 |
120-06 |
119-17 |
| S2 |
119-09 |
119-09 |
120-02 |
|
| S3 |
118-02 |
118-18 |
119-31 |
|
| S4 |
116-27 |
117-11 |
119-20 |
|
|
| 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 |
121-07 |
118-06 |
3-00 |
2.5% |
1-16 |
1.2% |
69% |
True |
False |
326,217 |
| 10 |
121-07 |
117-27 |
3-12 |
2.8% |
1-12 |
1.2% |
73% |
True |
False |
295,251 |
| 20 |
121-07 |
114-26 |
6-14 |
5.3% |
1-20 |
1.3% |
86% |
True |
False |
271,047 |
| 40 |
121-12 |
114-26 |
6-18 |
5.5% |
1-20 |
1.3% |
84% |
False |
False |
247,485 |
| 60 |
121-12 |
111-22 |
9-22 |
8.1% |
1-19 |
1.3% |
89% |
False |
False |
238,823 |
| 80 |
122-11 |
111-22 |
10-22 |
8.9% |
1-20 |
1.3% |
81% |
False |
False |
205,876 |
| 100 |
126-29 |
111-22 |
15-08 |
12.7% |
1-18 |
1.3% |
57% |
False |
False |
164,740 |
| 120 |
130-15 |
111-22 |
18-26 |
15.6% |
1-20 |
1.3% |
46% |
False |
False |
137,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-13 |
|
2.618 |
124-13 |
|
1.618 |
123-06 |
|
1.000 |
122-14 |
|
0.618 |
121-31 |
|
HIGH |
121-07 |
|
0.618 |
120-24 |
|
0.500 |
120-20 |
|
0.382 |
120-15 |
|
LOW |
120-00 |
|
0.618 |
119-08 |
|
1.000 |
118-25 |
|
1.618 |
118-01 |
|
2.618 |
116-26 |
|
4.250 |
114-26 |
|
|
| Fisher Pivots for day following 27-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-20 |
120-10 |
| PP |
120-16 |
120-10 |
| S1 |
120-13 |
120-10 |
|