ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
126-28 |
125-08 |
-1-20 |
-1.3% |
125-26 |
| High |
127-10 |
126-24 |
-0-19 |
-0.5% |
128-08 |
| Low |
125-00 |
125-04 |
0-04 |
0.1% |
125-00 |
| Close |
125-11 |
126-21 |
1-10 |
1.0% |
125-11 |
| Range |
2-10 |
1-19 |
-0-24 |
-31.5% |
3-08 |
| ATR |
1-29 |
1-29 |
-0-01 |
-1.2% |
0-00 |
| Volume |
136,157 |
156,106 |
19,949 |
14.7% |
664,894 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-31 |
130-13 |
127-17 |
|
| R3 |
129-12 |
128-26 |
127-03 |
|
| R2 |
127-25 |
127-25 |
126-30 |
|
| R1 |
127-07 |
127-07 |
126-26 |
127-16 |
| PP |
126-06 |
126-06 |
126-06 |
126-10 |
| S1 |
125-20 |
125-20 |
126-16 |
125-29 |
| S2 |
124-19 |
124-19 |
126-12 |
|
| S3 |
123-00 |
124-01 |
126-07 |
|
| S4 |
121-13 |
122-14 |
125-25 |
|
|
| 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% |
1-20 |
1.3% |
51% |
False |
False |
134,716 |
| 10 |
128-08 |
125-00 |
3-08 |
2.6% |
1-18 |
1.2% |
51% |
False |
False |
141,986 |
| 20 |
130-30 |
125-00 |
5-30 |
4.7% |
1-22 |
1.3% |
28% |
False |
False |
145,761 |
| 40 |
132-18 |
123-04 |
9-14 |
7.5% |
2-02 |
1.6% |
37% |
False |
False |
181,582 |
| 60 |
132-18 |
123-04 |
9-14 |
7.5% |
2-03 |
1.7% |
37% |
False |
False |
123,874 |
| 80 |
140-12 |
123-04 |
17-08 |
13.6% |
2-04 |
1.7% |
20% |
False |
False |
93,017 |
| 100 |
140-16 |
122-19 |
17-29 |
14.1% |
2-03 |
1.7% |
23% |
False |
False |
74,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-16 |
|
2.618 |
130-29 |
|
1.618 |
129-10 |
|
1.000 |
128-10 |
|
0.618 |
127-23 |
|
HIGH |
126-24 |
|
0.618 |
126-04 |
|
0.500 |
125-30 |
|
0.382 |
125-24 |
|
LOW |
125-04 |
|
0.618 |
124-05 |
|
1.000 |
123-18 |
|
1.618 |
122-18 |
|
2.618 |
120-31 |
|
4.250 |
118-12 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-13 |
126-18 |
| PP |
126-06 |
126-16 |
| S1 |
125-30 |
126-13 |
|