ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 18-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2009 |
18-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-19 |
118-19 |
1-00 |
0.9% |
113-24 |
| High |
118-23 |
118-25 |
0-02 |
0.1% |
118-06 |
| Low |
117-13 |
117-30 |
0-17 |
0.5% |
113-19 |
| Close |
118-13 |
118-01 |
-0-12 |
-0.3% |
117-16 |
| Range |
1-10 |
0-27 |
-0-15 |
-35.7% |
4-19 |
| ATR |
1-20 |
1-18 |
-0-02 |
-3.5% |
0-00 |
| Volume |
3,497 |
8,669 |
5,172 |
147.9% |
12,212 |
|
| Daily Pivots for day following 18-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
120-08 |
118-16 |
|
| R3 |
119-30 |
119-13 |
118-08 |
|
| R2 |
119-03 |
119-03 |
118-06 |
|
| R1 |
118-18 |
118-18 |
118-03 |
118-13 |
| PP |
118-08 |
118-08 |
118-08 |
118-06 |
| S1 |
117-23 |
117-23 |
117-31 |
117-18 |
| S2 |
117-13 |
117-13 |
117-28 |
|
| S3 |
116-18 |
116-28 |
117-26 |
|
| S4 |
115-23 |
116-01 |
117-18 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
128-14 |
120-01 |
|
| R3 |
125-20 |
123-27 |
118-24 |
|
| R2 |
121-01 |
121-01 |
118-11 |
|
| R1 |
119-08 |
119-08 |
117-29 |
120-04 |
| PP |
116-14 |
116-14 |
116-14 |
116-28 |
| S1 |
114-21 |
114-21 |
117-03 |
115-18 |
| S2 |
111-27 |
111-27 |
116-21 |
|
| S3 |
107-08 |
110-02 |
116-08 |
|
| S4 |
102-21 |
105-15 |
114-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-25 |
114-22 |
4-03 |
3.5% |
1-20 |
1.4% |
82% |
True |
False |
4,586 |
| 10 |
118-25 |
113-16 |
5-09 |
4.5% |
1-19 |
1.4% |
86% |
True |
False |
2,671 |
| 20 |
118-25 |
113-16 |
5-09 |
4.5% |
1-18 |
1.3% |
86% |
True |
False |
1,599 |
| 40 |
120-01 |
113-16 |
6-17 |
5.5% |
1-15 |
1.2% |
69% |
False |
False |
855 |
| 60 |
120-01 |
110-08 |
9-25 |
8.3% |
1-13 |
1.2% |
80% |
False |
False |
584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-12 |
|
2.618 |
121-00 |
|
1.618 |
120-05 |
|
1.000 |
119-20 |
|
0.618 |
119-10 |
|
HIGH |
118-25 |
|
0.618 |
118-15 |
|
0.500 |
118-12 |
|
0.382 |
118-08 |
|
LOW |
117-30 |
|
0.618 |
117-13 |
|
1.000 |
117-03 |
|
1.618 |
116-18 |
|
2.618 |
115-23 |
|
4.250 |
114-11 |
|
|
| Fisher Pivots for day following 18-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
117-29 |
| PP |
118-08 |
117-25 |
| S1 |
118-04 |
117-22 |
|