ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 29-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2009 |
29-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-01 |
123-21 |
-1-12 |
-1.1% |
125-08 |
| High |
125-23 |
124-13 |
-1-10 |
-1.0% |
127-19 |
| Low |
123-14 |
121-25 |
-1-22 |
-1.4% |
124-00 |
| Close |
123-26 |
122-24 |
-1-02 |
-0.9% |
124-08 |
| Range |
2-08 |
2-20 |
0-12 |
15.9% |
3-18 |
| ATR |
1-25 |
1-27 |
0-02 |
3.4% |
0-00 |
| Volume |
145,101 |
174,863 |
29,762 |
20.5% |
820,319 |
|
| Daily Pivots for day following 29-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-27 |
129-14 |
124-06 |
|
| R3 |
128-07 |
126-26 |
123-15 |
|
| R2 |
125-19 |
125-19 |
123-07 |
|
| R1 |
124-06 |
124-06 |
123-00 |
123-18 |
| PP |
122-31 |
122-31 |
122-31 |
122-22 |
| S1 |
121-18 |
121-18 |
122-16 |
120-30 |
| S2 |
120-11 |
120-11 |
122-09 |
|
| S3 |
117-23 |
118-30 |
122-01 |
|
| S4 |
115-03 |
116-10 |
121-10 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
133-22 |
126-06 |
|
| R3 |
132-14 |
130-04 |
125-07 |
|
| R2 |
128-28 |
128-28 |
124-28 |
|
| R1 |
126-18 |
126-18 |
124-18 |
125-29 |
| PP |
125-09 |
125-09 |
125-09 |
124-31 |
| S1 |
122-31 |
122-31 |
123-29 |
122-11 |
| S2 |
121-22 |
121-22 |
123-19 |
|
| S3 |
118-04 |
119-12 |
123-08 |
|
| S4 |
114-18 |
115-26 |
122-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-23 |
121-25 |
3-30 |
3.2% |
1-21 |
1.4% |
25% |
False |
True |
163,249 |
| 10 |
127-26 |
121-25 |
6-01 |
4.9% |
1-22 |
1.4% |
16% |
False |
True |
157,433 |
| 20 |
130-30 |
121-25 |
9-06 |
7.5% |
1-21 |
1.4% |
11% |
False |
True |
147,369 |
| 40 |
132-18 |
121-25 |
10-25 |
8.8% |
2-00 |
1.6% |
9% |
False |
True |
173,529 |
| 60 |
132-18 |
121-25 |
10-25 |
8.8% |
2-01 |
1.7% |
9% |
False |
True |
142,430 |
| 80 |
136-17 |
121-25 |
14-24 |
12.0% |
2-03 |
1.7% |
7% |
False |
True |
107,020 |
| 100 |
140-16 |
121-25 |
18-23 |
15.2% |
2-03 |
1.7% |
5% |
False |
True |
85,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-18 |
|
2.618 |
131-09 |
|
1.618 |
128-21 |
|
1.000 |
127-01 |
|
0.618 |
126-01 |
|
HIGH |
124-13 |
|
0.618 |
123-13 |
|
0.500 |
123-03 |
|
0.382 |
122-25 |
|
LOW |
121-25 |
|
0.618 |
120-05 |
|
1.000 |
119-05 |
|
1.618 |
117-17 |
|
2.618 |
114-29 |
|
4.250 |
110-20 |
|
|
| Fisher Pivots for day following 29-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-03 |
123-24 |
| PP |
122-31 |
123-13 |
| S1 |
122-28 |
123-03 |
|