ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 15-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2009 |
15-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
127-03 |
127-23 |
0-20 |
0.5% |
127-06 |
| High |
128-00 |
128-08 |
0-08 |
0.2% |
127-30 |
| Low |
126-14 |
126-24 |
0-10 |
0.3% |
125-20 |
| Close |
127-21 |
127-30 |
0-08 |
0.2% |
125-30 |
| Range |
1-18 |
1-16 |
-0-02 |
-4.0% |
2-10 |
| ATR |
1-31 |
1-30 |
-0-01 |
-1.7% |
0-00 |
| Volume |
94,169 |
126,247 |
32,078 |
34.1% |
598,862 |
|
| Daily Pivots for day following 15-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-04 |
131-17 |
128-24 |
|
| R3 |
130-20 |
130-01 |
128-11 |
|
| R2 |
129-04 |
129-04 |
128-06 |
|
| R1 |
128-17 |
128-17 |
128-02 |
128-27 |
| PP |
127-20 |
127-20 |
127-20 |
127-25 |
| S1 |
127-01 |
127-01 |
127-25 |
127-11 |
| S2 |
126-04 |
126-04 |
127-21 |
|
| S3 |
124-20 |
125-17 |
127-16 |
|
| S4 |
123-04 |
124-01 |
127-03 |
|
|
| 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 |
128-08 |
125-18 |
2-22 |
2.1% |
1-19 |
1.2% |
88% |
True |
False |
128,359 |
| 10 |
130-30 |
125-18 |
5-12 |
4.2% |
1-21 |
1.3% |
44% |
False |
False |
137,305 |
| 20 |
132-18 |
123-23 |
8-27 |
6.9% |
2-02 |
1.6% |
48% |
False |
False |
161,778 |
| 40 |
132-18 |
123-04 |
9-14 |
7.4% |
2-04 |
1.7% |
51% |
False |
False |
173,136 |
| 60 |
134-00 |
123-04 |
10-28 |
8.5% |
2-05 |
1.7% |
44% |
False |
False |
116,353 |
| 80 |
140-16 |
123-04 |
17-12 |
13.6% |
2-03 |
1.6% |
28% |
False |
False |
87,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-20 |
|
2.618 |
132-06 |
|
1.618 |
130-22 |
|
1.000 |
129-24 |
|
0.618 |
129-06 |
|
HIGH |
128-08 |
|
0.618 |
127-22 |
|
0.500 |
127-16 |
|
0.382 |
127-10 |
|
LOW |
126-24 |
|
0.618 |
125-26 |
|
1.000 |
125-08 |
|
1.618 |
124-10 |
|
2.618 |
122-26 |
|
4.250 |
120-12 |
|
|
| Fisher Pivots for day following 15-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-25 |
127-19 |
| PP |
127-20 |
127-08 |
| S1 |
127-16 |
126-29 |
|