ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 25-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2009 |
25-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
118-22 |
1-06 |
1.0% |
117-19 |
| High |
118-27 |
119-12 |
0-17 |
0.4% |
119-22 |
| Low |
116-30 |
118-06 |
1-08 |
1.1% |
117-10 |
| Close |
118-17 |
119-07 |
0-22 |
0.6% |
117-18 |
| Range |
1-29 |
1-06 |
-0-23 |
-37.7% |
2-12 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.9% |
0-00 |
| Volume |
38,490 |
124,218 |
85,728 |
222.7% |
105,046 |
|
| Daily Pivots for day following 25-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
122-01 |
119-28 |
|
| R3 |
121-10 |
120-27 |
119-17 |
|
| R2 |
120-04 |
120-04 |
119-14 |
|
| R1 |
119-21 |
119-21 |
119-10 |
119-28 |
| PP |
118-30 |
118-30 |
118-30 |
119-01 |
| S1 |
118-15 |
118-15 |
119-04 |
118-22 |
| S2 |
117-24 |
117-24 |
119-00 |
|
| S3 |
116-18 |
117-09 |
118-29 |
|
| S4 |
115-12 |
116-03 |
118-18 |
|
|
| Weekly Pivots for week ending 21-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
123-26 |
118-28 |
|
| R3 |
122-30 |
121-14 |
118-07 |
|
| R2 |
120-18 |
120-18 |
118-00 |
|
| R1 |
119-02 |
119-02 |
117-25 |
118-20 |
| PP |
118-06 |
118-06 |
118-06 |
117-31 |
| S1 |
116-22 |
116-22 |
117-11 |
116-08 |
| S2 |
115-26 |
115-26 |
117-04 |
|
| S3 |
113-14 |
114-10 |
116-29 |
|
| S4 |
111-02 |
111-30 |
116-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-22 |
116-30 |
2-24 |
2.3% |
1-19 |
1.3% |
83% |
False |
False |
51,117 |
| 10 |
119-22 |
114-22 |
5-00 |
4.2% |
1-20 |
1.3% |
91% |
False |
False |
27,852 |
| 20 |
119-22 |
113-16 |
6-06 |
5.2% |
1-20 |
1.4% |
92% |
False |
False |
14,275 |
| 40 |
120-01 |
113-16 |
6-17 |
5.5% |
1-16 |
1.3% |
88% |
False |
False |
7,236 |
| 60 |
120-01 |
110-08 |
9-25 |
8.2% |
1-13 |
1.2% |
92% |
False |
False |
4,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-14 |
|
2.618 |
122-15 |
|
1.618 |
121-09 |
|
1.000 |
120-18 |
|
0.618 |
120-03 |
|
HIGH |
119-12 |
|
0.618 |
118-29 |
|
0.500 |
118-25 |
|
0.382 |
118-21 |
|
LOW |
118-06 |
|
0.618 |
117-15 |
|
1.000 |
117-00 |
|
1.618 |
116-09 |
|
2.618 |
115-03 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 25-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
118-29 |
| PP |
118-30 |
118-20 |
| S1 |
118-25 |
118-10 |
|