ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
126-26 |
127-14 |
0-20 |
0.5% |
128-18 |
| High |
127-30 |
127-14 |
-0-16 |
-0.4% |
130-30 |
| Low |
126-22 |
125-20 |
-1-02 |
-0.8% |
126-26 |
| Close |
127-19 |
125-30 |
-1-22 |
-1.3% |
127-00 |
| Range |
1-08 |
1-26 |
0-18 |
45.6% |
4-05 |
| ATR |
2-01 |
2-01 |
0-00 |
-0.2% |
0-00 |
| Volume |
135,909 |
138,054 |
2,145 |
1.6% |
685,642 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-23 |
130-20 |
126-29 |
|
| R3 |
129-29 |
128-26 |
126-13 |
|
| R2 |
128-04 |
128-04 |
126-08 |
|
| R1 |
127-01 |
127-01 |
126-03 |
126-22 |
| PP |
126-10 |
126-10 |
126-10 |
126-05 |
| S1 |
125-07 |
125-07 |
125-24 |
124-28 |
| S2 |
124-17 |
124-17 |
125-19 |
|
| S3 |
122-23 |
123-14 |
125-14 |
|
| S4 |
120-30 |
121-20 |
124-30 |
|
|
| 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 |
129-08 |
125-20 |
3-20 |
2.9% |
1-20 |
1.3% |
8% |
False |
True |
149,285 |
| 10 |
130-30 |
125-20 |
5-10 |
4.2% |
1-19 |
1.3% |
6% |
False |
True |
144,178 |
| 20 |
132-18 |
123-23 |
8-27 |
7.0% |
2-05 |
1.7% |
25% |
False |
False |
175,540 |
| 40 |
132-18 |
123-04 |
9-14 |
7.5% |
2-07 |
1.8% |
30% |
False |
False |
164,463 |
| 60 |
136-17 |
123-04 |
13-13 |
10.6% |
2-06 |
1.7% |
21% |
False |
False |
110,270 |
| 80 |
140-16 |
123-04 |
17-12 |
13.8% |
2-05 |
1.7% |
16% |
False |
False |
82,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-02 |
|
2.618 |
132-04 |
|
1.618 |
130-11 |
|
1.000 |
129-07 |
|
0.618 |
128-17 |
|
HIGH |
127-14 |
|
0.618 |
126-24 |
|
0.500 |
126-17 |
|
0.382 |
126-10 |
|
LOW |
125-20 |
|
0.618 |
124-16 |
|
1.000 |
123-26 |
|
1.618 |
122-23 |
|
2.618 |
120-29 |
|
4.250 |
118-00 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-17 |
126-25 |
| PP |
126-10 |
126-16 |
| S1 |
126-04 |
126-07 |
|