ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-26 |
127-03 |
1-08 |
1.0% |
127-06 |
| High |
127-13 |
128-00 |
0-18 |
0.5% |
127-30 |
| Low |
125-18 |
126-14 |
0-28 |
0.7% |
125-20 |
| Close |
127-03 |
127-21 |
0-18 |
0.4% |
125-30 |
| Range |
1-27 |
1-18 |
-0-09 |
-15.3% |
2-10 |
| ATR |
2-00 |
1-31 |
-0-01 |
-1.6% |
0-00 |
| Volume |
147,420 |
94,169 |
-53,251 |
-36.1% |
598,862 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-01 |
131-13 |
128-16 |
|
| R3 |
130-15 |
129-27 |
128-03 |
|
| R2 |
128-29 |
128-29 |
127-30 |
|
| R1 |
128-09 |
128-09 |
127-26 |
128-19 |
| PP |
127-11 |
127-11 |
127-11 |
127-16 |
| S1 |
126-23 |
126-23 |
127-16 |
127-01 |
| S2 |
125-25 |
125-25 |
127-12 |
|
| S3 |
124-07 |
125-05 |
127-07 |
|
| S4 |
122-21 |
123-19 |
126-26 |
|
|
| 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 |
128-00 |
125-18 |
2-14 |
1.9% |
1-16 |
1.2% |
86% |
True |
False |
131,395 |
| 10 |
130-30 |
125-18 |
5-12 |
4.2% |
1-20 |
1.3% |
39% |
False |
False |
139,656 |
| 20 |
132-18 |
123-23 |
8-27 |
6.9% |
2-03 |
1.6% |
45% |
False |
False |
165,425 |
| 40 |
132-18 |
123-04 |
9-14 |
7.4% |
2-06 |
1.7% |
48% |
False |
False |
170,073 |
| 60 |
135-17 |
123-04 |
12-13 |
9.7% |
2-06 |
1.7% |
37% |
False |
False |
114,267 |
| 80 |
140-16 |
123-04 |
17-12 |
13.6% |
2-04 |
1.7% |
26% |
False |
False |
85,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-20 |
|
2.618 |
132-02 |
|
1.618 |
130-16 |
|
1.000 |
129-18 |
|
0.618 |
128-30 |
|
HIGH |
128-00 |
|
0.618 |
127-12 |
|
0.500 |
127-06 |
|
0.382 |
127-01 |
|
LOW |
126-14 |
|
0.618 |
125-15 |
|
1.000 |
124-28 |
|
1.618 |
123-29 |
|
2.618 |
122-11 |
|
4.250 |
119-25 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-16 |
127-12 |
| PP |
127-11 |
127-02 |
| S1 |
127-06 |
126-25 |
|