ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 31-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2009 |
31-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
120-12 |
120-08 |
-0-05 |
-0.1% |
118-20 |
| High |
120-18 |
121-01 |
0-15 |
0.4% |
121-07 |
| Low |
119-11 |
119-14 |
0-04 |
0.1% |
118-06 |
| Close |
120-10 |
120-15 |
0-05 |
0.1% |
120-10 |
| Range |
1-07 |
1-18 |
0-12 |
29.5% |
3-00 |
| ATR |
1-17 |
1-17 |
0-00 |
0.2% |
0-00 |
| Volume |
470,948 |
312,969 |
-157,979 |
-33.5% |
1,890,629 |
|
| Daily Pivots for day following 31-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-02 |
124-11 |
121-11 |
|
| R3 |
123-15 |
122-24 |
120-29 |
|
| R2 |
121-29 |
121-29 |
120-24 |
|
| R1 |
121-06 |
121-06 |
120-20 |
121-17 |
| PP |
120-10 |
120-10 |
120-10 |
120-16 |
| S1 |
119-19 |
119-19 |
120-10 |
119-31 |
| S2 |
118-24 |
118-24 |
120-06 |
|
| S3 |
117-05 |
118-01 |
120-01 |
|
| S4 |
115-19 |
116-14 |
119-19 |
|
|
| 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 |
119-11 |
1-28 |
1.6% |
1-06 |
1.0% |
60% |
False |
False |
384,177 |
| 10 |
121-07 |
118-06 |
3-00 |
2.5% |
1-12 |
1.1% |
75% |
False |
False |
316,111 |
| 20 |
121-07 |
114-26 |
6-14 |
5.3% |
1-18 |
1.3% |
88% |
False |
False |
284,654 |
| 40 |
121-12 |
114-26 |
6-18 |
5.4% |
1-20 |
1.3% |
86% |
False |
False |
257,227 |
| 60 |
121-12 |
111-22 |
9-22 |
8.0% |
1-18 |
1.3% |
91% |
False |
False |
244,071 |
| 80 |
122-11 |
111-22 |
10-22 |
8.9% |
1-20 |
1.3% |
82% |
False |
False |
215,659 |
| 100 |
126-29 |
111-22 |
15-08 |
12.6% |
1-18 |
1.3% |
58% |
False |
False |
172,578 |
| 120 |
130-15 |
111-22 |
18-26 |
15.6% |
1-20 |
1.3% |
47% |
False |
False |
143,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-24 |
|
2.618 |
125-05 |
|
1.618 |
123-19 |
|
1.000 |
122-20 |
|
0.618 |
122-00 |
|
HIGH |
121-01 |
|
0.618 |
120-14 |
|
0.500 |
120-08 |
|
0.382 |
120-02 |
|
LOW |
119-14 |
|
0.618 |
118-15 |
|
1.000 |
117-28 |
|
1.618 |
116-29 |
|
2.618 |
115-10 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 31-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-13 |
120-13 |
| PP |
120-10 |
120-11 |
| S1 |
120-08 |
120-09 |
|