ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 23-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-22 |
124-27 |
-0-27 |
-0.7% |
125-26 |
| High |
126-02 |
125-10 |
-0-24 |
-0.6% |
128-08 |
| Low |
124-18 |
124-12 |
-0-06 |
-0.1% |
125-00 |
| Close |
124-20 |
125-07 |
0-18 |
0.5% |
125-11 |
| Range |
1-16 |
0-30 |
-0-18 |
-38.5% |
3-08 |
| ATR |
1-28 |
1-26 |
-0-02 |
-3.6% |
0-00 |
| Volume |
169,854 |
200,549 |
30,695 |
18.1% |
664,894 |
|
| Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-24 |
127-13 |
125-23 |
|
| R3 |
126-26 |
126-15 |
125-15 |
|
| R2 |
125-29 |
125-29 |
125-12 |
|
| R1 |
125-18 |
125-18 |
125-10 |
125-23 |
| PP |
124-31 |
124-31 |
124-31 |
125-02 |
| S1 |
124-20 |
124-20 |
125-04 |
124-26 |
| S2 |
124-02 |
124-02 |
125-02 |
|
| S3 |
123-04 |
123-23 |
124-31 |
|
| S4 |
122-07 |
122-25 |
124-23 |
|
|
| 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 |
127-19 |
124-12 |
3-06 |
2.6% |
1-22 |
1.4% |
26% |
False |
True |
159,546 |
| 10 |
128-08 |
124-12 |
3-28 |
3.1% |
1-20 |
1.3% |
21% |
False |
True |
146,452 |
| 20 |
130-30 |
124-12 |
6-18 |
5.2% |
1-20 |
1.3% |
13% |
False |
True |
146,947 |
| 40 |
132-18 |
123-04 |
9-14 |
7.5% |
2-00 |
1.6% |
22% |
False |
False |
181,359 |
| 60 |
132-18 |
123-04 |
9-14 |
7.5% |
2-03 |
1.7% |
22% |
False |
False |
132,274 |
| 80 |
140-12 |
123-04 |
17-08 |
13.8% |
2-05 |
1.7% |
12% |
False |
False |
99,335 |
| 100 |
140-16 |
123-04 |
17-12 |
13.9% |
2-04 |
1.7% |
12% |
False |
False |
79,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-07 |
|
2.618 |
127-23 |
|
1.618 |
126-26 |
|
1.000 |
126-08 |
|
0.618 |
125-28 |
|
HIGH |
125-10 |
|
0.618 |
124-31 |
|
0.500 |
124-27 |
|
0.382 |
124-24 |
|
LOW |
124-12 |
|
0.618 |
123-26 |
|
1.000 |
123-15 |
|
1.618 |
122-29 |
|
2.618 |
121-31 |
|
4.250 |
120-15 |
|
|
| Fisher Pivots for day following 23-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-03 |
126-00 |
| PP |
124-31 |
125-24 |
| S1 |
124-27 |
125-15 |
|