ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
126-18 |
125-22 |
-0-28 |
-0.7% |
125-26 |
| High |
127-19 |
126-02 |
-1-17 |
-1.2% |
128-08 |
| Low |
125-15 |
124-18 |
-0-29 |
-0.7% |
125-00 |
| Close |
125-21 |
124-20 |
-1-00 |
-0.8% |
125-11 |
| Range |
2-04 |
1-16 |
-0-20 |
-29.4% |
3-08 |
| ATR |
1-29 |
1-28 |
-0-01 |
-1.5% |
0-00 |
| Volume |
135,068 |
169,854 |
34,786 |
25.8% |
664,894 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-19 |
128-20 |
125-15 |
|
| R3 |
128-03 |
127-04 |
125-02 |
|
| R2 |
126-19 |
126-19 |
124-29 |
|
| R1 |
125-20 |
125-20 |
124-25 |
125-11 |
| PP |
125-03 |
125-03 |
125-03 |
124-31 |
| S1 |
124-04 |
124-04 |
124-16 |
123-27 |
| S2 |
123-19 |
123-19 |
124-12 |
|
| S3 |
122-03 |
122-20 |
124-07 |
|
| S4 |
120-19 |
121-04 |
123-26 |
|
|
| 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 |
127-26 |
124-18 |
3-08 |
2.6% |
1-23 |
1.4% |
2% |
False |
True |
151,617 |
| 10 |
128-08 |
124-18 |
3-22 |
3.0% |
1-21 |
1.3% |
2% |
False |
True |
139,988 |
| 20 |
130-30 |
124-18 |
6-12 |
5.1% |
1-21 |
1.3% |
1% |
False |
True |
147,657 |
| 40 |
132-18 |
123-04 |
9-14 |
7.6% |
2-02 |
1.6% |
16% |
False |
False |
183,053 |
| 60 |
132-18 |
123-04 |
9-14 |
7.6% |
2-03 |
1.7% |
16% |
False |
False |
128,943 |
| 80 |
140-12 |
123-04 |
17-08 |
13.8% |
2-04 |
1.7% |
9% |
False |
False |
96,828 |
| 100 |
140-16 |
123-04 |
17-12 |
13.9% |
2-03 |
1.7% |
9% |
False |
False |
77,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-14 |
|
2.618 |
130-00 |
|
1.618 |
128-16 |
|
1.000 |
127-18 |
|
0.618 |
127-00 |
|
HIGH |
126-02 |
|
0.618 |
125-16 |
|
0.500 |
125-10 |
|
0.382 |
125-04 |
|
LOW |
124-18 |
|
0.618 |
123-20 |
|
1.000 |
123-02 |
|
1.618 |
122-04 |
|
2.618 |
120-20 |
|
4.250 |
118-06 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-10 |
126-02 |
| PP |
125-03 |
125-19 |
| S1 |
124-28 |
125-04 |
|