ECBOT 30 Year Treasury Bond Future June 2009
Trading Metrics calculated at close of trading on 06-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
129-00 |
127-06 |
-1-26 |
-1.4% |
128-18 |
High |
129-08 |
127-24 |
-1-16 |
-1.2% |
130-30 |
Low |
126-26 |
126-02 |
-0-24 |
-0.6% |
126-26 |
Close |
127-00 |
126-02 |
-0-29 |
-0.7% |
127-00 |
Range |
2-14 |
1-22 |
-0-24 |
-30.8% |
4-05 |
ATR |
2-06 |
2-05 |
-0-01 |
-1.6% |
0-00 |
Volume |
147,566 |
183,473 |
35,907 |
24.3% |
685,642 |
|
Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-22 |
130-18 |
127-00 |
|
R3 |
130-00 |
128-28 |
126-17 |
|
R2 |
128-10 |
128-10 |
126-12 |
|
R1 |
127-06 |
127-06 |
126-07 |
126-29 |
PP |
126-20 |
126-20 |
126-20 |
126-15 |
S1 |
125-16 |
125-16 |
125-30 |
125-07 |
S2 |
124-30 |
124-30 |
125-25 |
|
S3 |
123-08 |
123-26 |
125-20 |
|
S4 |
121-18 |
122-04 |
125-05 |
|
|
Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
140-23 |
138-00 |
129-09 |
|
R3 |
136-18 |
133-27 |
128-04 |
|
R2 |
132-13 |
132-13 |
127-24 |
|
R1 |
129-22 |
129-22 |
127-12 |
128-31 |
PP |
128-08 |
128-08 |
128-08 |
127-28 |
S1 |
125-17 |
125-17 |
126-19 |
124-26 |
S2 |
124-03 |
124-03 |
126-07 |
|
S3 |
119-30 |
121-12 |
125-27 |
|
S4 |
115-25 |
117-07 |
124-22 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
130-30 |
126-02 |
4-29 |
3.9% |
1-24 |
1.4% |
1% |
False |
True |
147,917 |
10 |
130-30 |
126-02 |
4-29 |
3.9% |
1-26 |
1.4% |
1% |
False |
True |
151,879 |
20 |
132-18 |
123-23 |
8-27 |
7.0% |
2-08 |
1.8% |
27% |
False |
False |
183,161 |
40 |
132-18 |
123-04 |
9-14 |
7.5% |
2-08 |
1.8% |
31% |
False |
False |
154,503 |
60 |
136-17 |
123-04 |
13-13 |
10.6% |
2-08 |
1.8% |
22% |
False |
False |
103,380 |
80 |
140-16 |
123-04 |
17-12 |
13.8% |
2-06 |
1.7% |
17% |
False |
False |
77,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-29 |
2.618 |
132-05 |
1.618 |
130-15 |
1.000 |
129-14 |
0.618 |
128-25 |
HIGH |
127-24 |
0.618 |
127-03 |
0.500 |
126-28 |
0.382 |
126-22 |
LOW |
126-02 |
0.618 |
125-00 |
1.000 |
124-12 |
1.618 |
123-10 |
2.618 |
121-20 |
4.250 |
118-28 |
|
|
Fisher Pivots for day following 06-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
126-28 |
128-16 |
PP |
126-20 |
127-22 |
S1 |
126-11 |
126-28 |
|