ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 20-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2009 |
20-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
118-12 |
118-20 |
0-08 |
0.2% |
113-24 |
| High |
119-17 |
119-07 |
-0-10 |
-0.3% |
118-06 |
| Low |
118-03 |
118-05 |
0-02 |
0.1% |
113-19 |
| Close |
118-19 |
119-02 |
0-15 |
0.4% |
117-16 |
| Range |
1-14 |
1-02 |
-0-12 |
-26.1% |
4-19 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.3% |
0-00 |
| Volume |
36,795 |
36,183 |
-612 |
-1.7% |
12,212 |
|
| Daily Pivots for day following 20-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-19 |
119-21 |
|
| R3 |
120-30 |
120-17 |
119-11 |
|
| R2 |
119-28 |
119-28 |
119-08 |
|
| R1 |
119-15 |
119-15 |
119-05 |
119-22 |
| PP |
118-26 |
118-26 |
118-26 |
118-29 |
| S1 |
118-13 |
118-13 |
118-31 |
118-20 |
| S2 |
117-24 |
117-24 |
118-28 |
|
| S3 |
116-22 |
117-11 |
118-25 |
|
| S4 |
115-20 |
116-09 |
118-15 |
|
|
| 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 |
119-17 |
116-18 |
2-31 |
2.5% |
1-08 |
1.1% |
84% |
False |
False |
18,086 |
| 10 |
119-17 |
113-16 |
6-01 |
5.1% |
1-18 |
1.3% |
92% |
False |
False |
9,774 |
| 20 |
119-17 |
113-16 |
6-01 |
5.1% |
1-17 |
1.3% |
92% |
False |
False |
5,174 |
| 40 |
120-01 |
113-16 |
6-17 |
5.5% |
1-14 |
1.2% |
85% |
False |
False |
2,677 |
| 60 |
120-01 |
110-08 |
9-25 |
8.2% |
1-13 |
1.2% |
90% |
False |
False |
1,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
122-00 |
|
1.618 |
120-30 |
|
1.000 |
120-09 |
|
0.618 |
119-28 |
|
HIGH |
119-07 |
|
0.618 |
118-26 |
|
0.500 |
118-22 |
|
0.382 |
118-18 |
|
LOW |
118-05 |
|
0.618 |
117-16 |
|
1.000 |
117-03 |
|
1.618 |
116-14 |
|
2.618 |
115-12 |
|
4.250 |
113-20 |
|
|
| Fisher Pivots for day following 20-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
118-30 |
| PP |
118-26 |
118-27 |
| S1 |
118-22 |
118-24 |
|