ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 21-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2009 |
21-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-08 |
126-18 |
1-10 |
1.0% |
125-26 |
| High |
126-24 |
127-19 |
0-28 |
0.7% |
128-08 |
| Low |
125-04 |
125-15 |
0-10 |
0.3% |
125-00 |
| Close |
126-21 |
125-21 |
-1-00 |
-0.8% |
125-11 |
| Range |
1-19 |
2-04 |
0-17 |
33.3% |
3-08 |
| ATR |
1-29 |
1-29 |
0-01 |
0.9% |
0-00 |
| Volume |
156,106 |
135,068 |
-21,038 |
-13.5% |
664,894 |
|
| Daily Pivots for day following 21-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-20 |
131-08 |
126-26 |
|
| R3 |
130-16 |
129-04 |
126-08 |
|
| R2 |
128-12 |
128-12 |
126-01 |
|
| R1 |
127-00 |
127-00 |
125-27 |
126-20 |
| PP |
126-08 |
126-08 |
126-08 |
126-02 |
| S1 |
124-28 |
124-28 |
125-15 |
124-16 |
| S2 |
124-04 |
124-04 |
125-09 |
|
| S3 |
122-00 |
122-24 |
125-02 |
|
| S4 |
119-28 |
120-20 |
124-16 |
|
|
| 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% |
1-23 |
1.4% |
20% |
False |
False |
142,895 |
| 10 |
128-08 |
125-00 |
3-08 |
2.6% |
1-19 |
1.3% |
20% |
False |
False |
137,145 |
| 20 |
130-30 |
125-00 |
5-30 |
4.7% |
1-23 |
1.4% |
11% |
False |
False |
144,512 |
| 40 |
132-18 |
123-04 |
9-14 |
7.5% |
2-02 |
1.6% |
27% |
False |
False |
182,636 |
| 60 |
132-18 |
123-04 |
9-14 |
7.5% |
2-03 |
1.7% |
27% |
False |
False |
126,119 |
| 80 |
140-12 |
123-04 |
17-08 |
13.7% |
2-04 |
1.7% |
15% |
False |
False |
94,705 |
| 100 |
140-16 |
123-04 |
17-12 |
13.8% |
2-03 |
1.7% |
15% |
False |
False |
75,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-20 |
|
2.618 |
133-05 |
|
1.618 |
131-01 |
|
1.000 |
129-23 |
|
0.618 |
128-29 |
|
HIGH |
127-19 |
|
0.618 |
126-25 |
|
0.500 |
126-17 |
|
0.382 |
126-09 |
|
LOW |
125-15 |
|
0.618 |
124-05 |
|
1.000 |
123-11 |
|
1.618 |
122-01 |
|
2.618 |
119-29 |
|
4.250 |
116-14 |
|
|
| Fisher Pivots for day following 21-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-17 |
126-10 |
| PP |
126-08 |
126-03 |
| S1 |
125-30 |
125-28 |
|