ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 01-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-24 |
122-17 |
-0-06 |
-0.2% |
124-12 |
| High |
123-00 |
122-24 |
-0-08 |
-0.2% |
125-23 |
| Low |
121-31 |
121-21 |
-0-10 |
-0.3% |
121-21 |
| Close |
122-18 |
122-05 |
-0-13 |
-0.3% |
122-05 |
| Range |
1-01 |
1-04 |
0-02 |
7.6% |
4-02 |
| ATR |
1-25 |
1-23 |
-0-02 |
-2.7% |
0-00 |
| Volume |
198,010 |
199,809 |
1,799 |
0.9% |
854,774 |
|
| Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
124-30 |
122-25 |
|
| R3 |
124-13 |
123-27 |
122-15 |
|
| R2 |
123-10 |
123-10 |
122-12 |
|
| R1 |
122-23 |
122-23 |
122-08 |
122-15 |
| PP |
122-06 |
122-06 |
122-06 |
122-02 |
| S1 |
121-20 |
121-20 |
122-02 |
121-11 |
| S2 |
121-03 |
121-03 |
121-30 |
|
| S3 |
119-31 |
120-16 |
121-27 |
|
| S4 |
118-28 |
119-13 |
121-17 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-12 |
132-26 |
124-12 |
|
| R3 |
131-10 |
128-24 |
123-09 |
|
| R2 |
127-08 |
127-08 |
122-29 |
|
| R1 |
124-22 |
124-22 |
122-17 |
123-30 |
| PP |
123-06 |
123-06 |
123-06 |
122-26 |
| S1 |
120-20 |
120-20 |
121-25 |
119-28 |
| S2 |
119-04 |
119-04 |
121-13 |
|
| S3 |
115-02 |
116-18 |
121-01 |
|
| S4 |
111-00 |
112-16 |
119-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-23 |
121-21 |
4-02 |
3.3% |
1-20 |
1.3% |
12% |
False |
True |
170,954 |
| 10 |
127-19 |
121-21 |
5-30 |
4.9% |
1-18 |
1.3% |
8% |
False |
True |
167,509 |
| 20 |
129-08 |
121-21 |
7-18 |
6.2% |
1-19 |
1.3% |
7% |
False |
True |
154,320 |
| 40 |
132-18 |
121-21 |
10-29 |
8.9% |
1-29 |
1.6% |
5% |
False |
True |
173,301 |
| 60 |
132-18 |
121-21 |
10-29 |
8.9% |
2-00 |
1.6% |
5% |
False |
True |
148,996 |
| 80 |
136-17 |
121-21 |
14-28 |
12.2% |
2-02 |
1.7% |
3% |
False |
True |
111,988 |
| 100 |
140-16 |
121-21 |
18-27 |
15.4% |
2-02 |
1.7% |
3% |
False |
True |
89,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-15 |
|
2.618 |
125-21 |
|
1.618 |
124-18 |
|
1.000 |
123-28 |
|
0.618 |
123-14 |
|
HIGH |
122-24 |
|
0.618 |
122-11 |
|
0.500 |
122-07 |
|
0.382 |
122-03 |
|
LOW |
121-21 |
|
0.618 |
120-31 |
|
1.000 |
120-18 |
|
1.618 |
119-28 |
|
2.618 |
118-24 |
|
4.250 |
116-30 |
|
|
| Fisher Pivots for day following 01-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-07 |
123-01 |
| PP |
122-06 |
122-24 |
| S1 |
122-06 |
122-14 |
|