ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 28-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2009 |
28-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
119-18 |
119-07 |
-0-11 |
-0.3% |
117-16 |
| High |
119-31 |
119-12 |
-0-19 |
-0.5% |
119-31 |
| Low |
118-25 |
118-04 |
-0-21 |
-0.6% |
116-30 |
| Close |
119-03 |
119-03 |
0-00 |
0.0% |
119-03 |
| Range |
1-06 |
1-08 |
0-02 |
5.3% |
3-01 |
| ATR |
1-16 |
1-16 |
-0-01 |
-1.2% |
0-00 |
| Volume |
253,416 |
294,913 |
41,497 |
16.4% |
873,496 |
|
| Daily Pivots for day following 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
122-03 |
119-25 |
|
| R3 |
121-12 |
120-27 |
119-14 |
|
| R2 |
120-04 |
120-04 |
119-10 |
|
| R1 |
119-19 |
119-19 |
119-07 |
119-08 |
| PP |
118-28 |
118-28 |
118-28 |
118-22 |
| S1 |
118-11 |
118-11 |
118-31 |
118-00 |
| S2 |
117-20 |
117-20 |
118-28 |
|
| S3 |
116-12 |
117-03 |
118-24 |
|
| S4 |
115-04 |
115-27 |
118-13 |
|
|
| Weekly Pivots for week ending 28-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-24 |
126-15 |
120-24 |
|
| R3 |
124-23 |
123-14 |
119-30 |
|
| R2 |
121-22 |
121-22 |
119-21 |
|
| R1 |
120-13 |
120-13 |
119-12 |
121-02 |
| PP |
118-21 |
118-21 |
118-21 |
119-00 |
| S1 |
117-12 |
117-12 |
118-26 |
118-00 |
| S2 |
115-20 |
115-20 |
118-17 |
|
| S3 |
112-19 |
114-11 |
118-08 |
|
| S4 |
109-18 |
111-10 |
117-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-31 |
116-30 |
3-01 |
2.5% |
1-08 |
1.1% |
71% |
False |
False |
174,699 |
| 10 |
119-31 |
116-30 |
3-01 |
2.5% |
1-11 |
1.1% |
71% |
False |
False |
97,854 |
| 20 |
119-31 |
113-16 |
6-15 |
5.4% |
1-17 |
1.3% |
86% |
False |
False |
49,766 |
| 40 |
120-01 |
113-16 |
6-17 |
5.5% |
1-17 |
1.3% |
86% |
False |
False |
24,994 |
| 60 |
120-01 |
110-08 |
9-25 |
8.2% |
1-13 |
1.2% |
90% |
False |
False |
16,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-22 |
|
2.618 |
122-21 |
|
1.618 |
121-13 |
|
1.000 |
120-20 |
|
0.618 |
120-05 |
|
HIGH |
119-12 |
|
0.618 |
118-29 |
|
0.500 |
118-24 |
|
0.382 |
118-19 |
|
LOW |
118-04 |
|
0.618 |
117-11 |
|
1.000 |
116-28 |
|
1.618 |
116-03 |
|
2.618 |
114-27 |
|
4.250 |
112-26 |
|
|
| Fisher Pivots for day following 28-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-31 |
119-02 |
| PP |
118-28 |
119-02 |
| S1 |
118-24 |
119-02 |
|