ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 17-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2009 |
17-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
127-26 |
126-28 |
-0-29 |
-0.7% |
125-26 |
| High |
127-26 |
127-10 |
-0-16 |
-0.4% |
128-08 |
| Low |
126-24 |
125-00 |
-1-24 |
-1.4% |
125-00 |
| Close |
127-00 |
125-11 |
-1-20 |
-1.3% |
125-11 |
| Range |
1-02 |
2-10 |
1-08 |
119.1% |
3-08 |
| ATR |
1-28 |
1-29 |
0-01 |
1.7% |
0-00 |
| Volume |
160,901 |
136,157 |
-24,744 |
-15.4% |
664,894 |
|
| Daily Pivots for day following 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-28 |
131-14 |
126-20 |
|
| R3 |
130-18 |
129-04 |
125-31 |
|
| R2 |
128-07 |
128-07 |
125-25 |
|
| R1 |
126-25 |
126-25 |
125-18 |
126-11 |
| PP |
125-28 |
125-28 |
125-28 |
125-21 |
| S1 |
124-14 |
124-14 |
125-04 |
124-00 |
| S2 |
123-18 |
123-18 |
124-29 |
|
| S3 |
121-08 |
122-04 |
124-23 |
|
| S4 |
118-29 |
119-26 |
124-02 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-30 |
133-29 |
127-04 |
|
| R3 |
132-22 |
130-21 |
126-08 |
|
| R2 |
129-14 |
129-14 |
125-30 |
|
| R1 |
127-13 |
127-13 |
125-21 |
126-26 |
| PP |
126-06 |
126-06 |
126-06 |
125-29 |
| S1 |
124-05 |
124-05 |
125-01 |
123-18 |
| S2 |
122-30 |
122-30 |
124-24 |
|
| S3 |
119-22 |
120-29 |
124-14 |
|
| S4 |
116-14 |
117-21 |
123-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-08 |
125-00 |
3-08 |
2.6% |
1-21 |
1.3% |
11% |
False |
True |
132,978 |
| 10 |
129-08 |
125-00 |
4-08 |
3.4% |
1-21 |
1.3% |
8% |
False |
True |
141,132 |
| 20 |
130-30 |
125-00 |
5-30 |
4.7% |
1-22 |
1.3% |
6% |
False |
True |
149,209 |
| 40 |
132-18 |
123-04 |
9-14 |
7.5% |
2-03 |
1.7% |
24% |
False |
False |
179,195 |
| 60 |
132-18 |
123-04 |
9-14 |
7.5% |
2-04 |
1.7% |
24% |
False |
False |
121,281 |
| 80 |
140-12 |
123-04 |
17-08 |
13.8% |
2-03 |
1.7% |
13% |
False |
False |
91,077 |
| 100 |
140-16 |
122-13 |
18-03 |
14.4% |
2-03 |
1.7% |
16% |
False |
False |
72,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-07 |
|
2.618 |
133-14 |
|
1.618 |
131-03 |
|
1.000 |
129-21 |
|
0.618 |
128-25 |
|
HIGH |
127-10 |
|
0.618 |
126-14 |
|
0.500 |
126-05 |
|
0.382 |
125-28 |
|
LOW |
125-00 |
|
0.618 |
123-18 |
|
1.000 |
122-22 |
|
1.618 |
121-07 |
|
2.618 |
118-29 |
|
4.250 |
115-03 |
|
|
| Fisher Pivots for day following 17-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-05 |
126-20 |
| PP |
125-28 |
126-06 |
| S1 |
125-20 |
125-25 |
|