ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 14-Sep-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2009 |
14-Sep-2009 |
Change |
Change % |
Previous Week |
| Open |
121-01 |
121-02 |
0-01 |
0.0% |
120-01 |
| High |
122-02 |
121-03 |
-0-31 |
-0.8% |
122-02 |
| Low |
121-01 |
121-00 |
-0-01 |
0.0% |
119-00 |
| Close |
121-03 |
121-01 |
-0-02 |
-0.1% |
121-03 |
| Range |
1-01 |
0-03 |
-0-30 |
-90.9% |
3-02 |
| ATR |
1-13 |
1-10 |
-0-03 |
-6.7% |
0-00 |
| Volume |
12,680 |
2,218 |
-10,462 |
-82.5% |
80,159 |
|
| Daily Pivots for day following 14-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-10 |
121-09 |
121-02 |
|
| R3 |
121-07 |
121-06 |
121-02 |
|
| R2 |
121-04 |
121-04 |
121-01 |
|
| R1 |
121-03 |
121-03 |
121-01 |
121-02 |
| PP |
121-01 |
121-01 |
121-01 |
121-01 |
| S1 |
121-00 |
121-00 |
121-01 |
120-31 |
| S2 |
120-30 |
120-30 |
121-00 |
|
| S3 |
120-27 |
120-29 |
121-00 |
|
| S4 |
120-24 |
120-26 |
120-31 |
|
|
| Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-30 |
128-19 |
122-25 |
|
| R3 |
126-28 |
125-17 |
121-30 |
|
| R2 |
123-25 |
123-25 |
121-21 |
|
| R1 |
122-14 |
122-14 |
121-12 |
123-04 |
| PP |
120-23 |
120-23 |
120-23 |
121-02 |
| S1 |
119-12 |
119-12 |
120-26 |
120-01 |
| S2 |
117-21 |
117-21 |
120-17 |
|
| S3 |
114-18 |
116-09 |
120-08 |
|
| S4 |
111-16 |
113-07 |
119-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-02 |
119-00 |
3-02 |
2.5% |
1-01 |
0.9% |
66% |
False |
False |
16,475 |
| 10 |
122-08 |
119-00 |
3-08 |
2.7% |
1-06 |
1.0% |
62% |
False |
False |
61,970 |
| 20 |
122-08 |
118-06 |
4-02 |
3.4% |
1-09 |
1.0% |
69% |
False |
False |
184,756 |
| 40 |
122-08 |
114-26 |
7-15 |
6.2% |
1-16 |
1.2% |
83% |
False |
False |
212,571 |
| 60 |
122-08 |
113-22 |
8-18 |
7.1% |
1-16 |
1.2% |
86% |
False |
False |
214,427 |
| 80 |
122-08 |
111-22 |
10-19 |
8.8% |
1-19 |
1.3% |
88% |
False |
False |
218,471 |
| 100 |
124-10 |
111-22 |
12-20 |
10.4% |
1-17 |
1.3% |
74% |
False |
False |
175,634 |
| 120 |
129-16 |
111-22 |
17-26 |
14.7% |
1-17 |
1.3% |
52% |
False |
False |
146,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-16 |
|
2.618 |
121-11 |
|
1.618 |
121-08 |
|
1.000 |
121-06 |
|
0.618 |
121-05 |
|
HIGH |
121-03 |
|
0.618 |
121-02 |
|
0.500 |
121-02 |
|
0.382 |
121-01 |
|
LOW |
121-00 |
|
0.618 |
120-30 |
|
1.000 |
120-29 |
|
1.618 |
120-27 |
|
2.618 |
120-24 |
|
4.250 |
120-19 |
|
|
| Fisher Pivots for day following 14-Sep-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-02 |
120-28 |
| PP |
121-01 |
120-23 |
| S1 |
121-01 |
120-18 |
|