ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120-26 |
120-12 |
-0-14 |
-0.4% |
118-20 |
| High |
121-07 |
120-18 |
-0-21 |
-0.5% |
121-07 |
| Low |
120-00 |
119-11 |
-0-21 |
-0.5% |
118-06 |
| Close |
120-10 |
120-10 |
0-00 |
0.0% |
120-10 |
| Range |
1-07 |
1-07 |
0-00 |
0.0% |
3-00 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.5% |
0-00 |
| Volume |
436,622 |
470,948 |
34,326 |
7.9% |
1,890,629 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-23 |
123-08 |
120-31 |
|
| R3 |
122-16 |
122-01 |
120-21 |
|
| R2 |
121-09 |
121-09 |
120-17 |
|
| R1 |
120-26 |
120-26 |
120-14 |
120-14 |
| PP |
120-02 |
120-02 |
120-02 |
119-28 |
| S1 |
119-19 |
119-19 |
120-06 |
119-07 |
| S2 |
118-27 |
118-27 |
120-03 |
|
| S3 |
117-20 |
118-12 |
119-31 |
|
| S4 |
116-13 |
117-05 |
119-21 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-31 |
127-21 |
121-31 |
|
| R3 |
125-30 |
124-20 |
121-05 |
|
| R2 |
122-30 |
122-30 |
120-28 |
|
| R1 |
121-20 |
121-20 |
120-19 |
122-09 |
| PP |
119-29 |
119-29 |
119-29 |
120-08 |
| S1 |
118-19 |
118-19 |
120-01 |
119-08 |
| S2 |
116-29 |
116-29 |
119-24 |
|
| S3 |
113-28 |
115-19 |
119-15 |
|
| S4 |
110-28 |
112-18 |
118-21 |
|
|
| 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% |
1-08 |
1.0% |
70% |
False |
False |
378,125 |
| 10 |
121-07 |
118-06 |
3-00 |
2.5% |
1-11 |
1.1% |
70% |
False |
False |
307,542 |
| 20 |
121-07 |
114-26 |
6-14 |
5.3% |
1-18 |
1.3% |
86% |
False |
False |
282,514 |
| 40 |
121-12 |
114-26 |
6-18 |
5.5% |
1-20 |
1.3% |
84% |
False |
False |
253,880 |
| 60 |
121-12 |
111-22 |
9-22 |
8.1% |
1-18 |
1.3% |
89% |
False |
False |
242,736 |
| 80 |
122-11 |
111-22 |
10-22 |
8.9% |
1-20 |
1.3% |
81% |
False |
False |
211,755 |
| 100 |
126-29 |
111-22 |
15-08 |
12.7% |
1-18 |
1.3% |
57% |
False |
False |
169,449 |
| 120 |
130-15 |
111-22 |
18-26 |
15.6% |
1-20 |
1.4% |
46% |
False |
False |
141,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-24 |
|
2.618 |
123-24 |
|
1.618 |
122-17 |
|
1.000 |
121-25 |
|
0.618 |
121-10 |
|
HIGH |
120-18 |
|
0.618 |
120-03 |
|
0.500 |
119-30 |
|
0.382 |
119-26 |
|
LOW |
119-11 |
|
0.618 |
118-19 |
|
1.000 |
118-04 |
|
1.618 |
117-12 |
|
2.618 |
116-05 |
|
4.250 |
114-05 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
120-10 |
| PP |
120-02 |
120-09 |
| S1 |
119-30 |
120-09 |
|