ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 13-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
127-14 |
125-26 |
-1-19 |
-1.3% |
127-06 |
| High |
127-14 |
127-13 |
0-00 |
0.0% |
127-30 |
| Low |
125-20 |
125-18 |
-0-02 |
0.0% |
125-20 |
| Close |
125-30 |
127-03 |
1-06 |
0.9% |
125-30 |
| Range |
1-26 |
1-27 |
0-02 |
2.6% |
2-10 |
| ATR |
2-01 |
2-00 |
0-00 |
-0.6% |
0-00 |
| Volume |
138,054 |
147,420 |
9,366 |
6.8% |
598,862 |
|
| Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-07 |
131-16 |
128-03 |
|
| R3 |
130-12 |
129-21 |
127-19 |
|
| R2 |
128-17 |
128-17 |
127-14 |
|
| R1 |
127-26 |
127-26 |
127-08 |
128-06 |
| PP |
126-22 |
126-22 |
126-22 |
126-28 |
| S1 |
125-31 |
125-31 |
126-30 |
126-10 |
| S2 |
124-27 |
124-27 |
126-24 |
|
| S3 |
123-00 |
124-04 |
126-19 |
|
| S4 |
121-05 |
122-09 |
126-03 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-12 |
131-30 |
127-06 |
|
| R3 |
131-03 |
129-21 |
126-18 |
|
| R2 |
128-25 |
128-25 |
126-11 |
|
| R1 |
127-11 |
127-11 |
126-04 |
126-30 |
| PP |
126-16 |
126-16 |
126-16 |
126-09 |
| S1 |
125-02 |
125-02 |
125-23 |
124-20 |
| S2 |
124-06 |
124-06 |
125-16 |
|
| S3 |
121-29 |
122-24 |
125-09 |
|
| S4 |
119-19 |
120-15 |
124-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-30 |
125-18 |
2-12 |
1.9% |
1-16 |
1.2% |
65% |
False |
True |
149,256 |
| 10 |
130-30 |
125-18 |
5-12 |
4.2% |
1-21 |
1.3% |
28% |
False |
True |
143,192 |
| 20 |
132-18 |
123-23 |
8-27 |
7.0% |
2-05 |
1.7% |
38% |
False |
False |
171,107 |
| 40 |
132-18 |
123-04 |
9-14 |
7.4% |
2-07 |
1.7% |
42% |
False |
False |
167,854 |
| 60 |
136-17 |
123-04 |
13-13 |
10.5% |
2-06 |
1.7% |
30% |
False |
False |
112,719 |
| 80 |
140-16 |
123-04 |
17-12 |
13.7% |
2-05 |
1.7% |
23% |
False |
False |
84,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-08 |
|
2.618 |
132-07 |
|
1.618 |
130-12 |
|
1.000 |
129-08 |
|
0.618 |
128-17 |
|
HIGH |
127-13 |
|
0.618 |
126-22 |
|
0.500 |
126-16 |
|
0.382 |
126-09 |
|
LOW |
125-18 |
|
0.618 |
124-14 |
|
1.000 |
123-23 |
|
1.618 |
122-19 |
|
2.618 |
120-24 |
|
4.250 |
117-23 |
|
|
| Fisher Pivots for day following 13-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-28 |
126-31 |
| PP |
126-22 |
126-28 |
| S1 |
126-16 |
126-24 |
|