ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 04-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2009 |
04-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-17 |
122-08 |
-0-09 |
-0.2% |
124-12 |
| High |
122-24 |
122-22 |
-0-02 |
-0.1% |
125-23 |
| Low |
121-21 |
121-24 |
0-03 |
0.1% |
121-21 |
| Close |
122-05 |
122-16 |
0-12 |
0.3% |
122-05 |
| Range |
1-04 |
0-30 |
-0-05 |
-14.1% |
4-02 |
| ATR |
1-23 |
1-22 |
-0-02 |
-3.2% |
0-00 |
| Volume |
199,809 |
146,280 |
-53,529 |
-26.8% |
854,774 |
|
| Daily Pivots for day following 04-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-06 |
124-26 |
123-01 |
|
| R3 |
124-07 |
123-27 |
122-25 |
|
| R2 |
123-09 |
123-09 |
122-22 |
|
| R1 |
122-29 |
122-29 |
122-19 |
123-03 |
| PP |
122-10 |
122-10 |
122-10 |
122-13 |
| S1 |
121-30 |
121-30 |
122-14 |
122-04 |
| S2 |
121-12 |
121-12 |
122-11 |
|
| S3 |
120-13 |
121-00 |
122-08 |
|
| S4 |
119-15 |
120-01 |
122-00 |
|
|
| 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% |
1-19 |
1.3% |
21% |
False |
False |
172,812 |
| 10 |
127-19 |
121-21 |
5-30 |
4.8% |
1-16 |
1.2% |
14% |
False |
False |
166,526 |
| 20 |
128-08 |
121-21 |
6-19 |
5.4% |
1-17 |
1.3% |
13% |
False |
False |
154,256 |
| 40 |
132-18 |
121-21 |
10-29 |
8.9% |
1-28 |
1.5% |
8% |
False |
False |
170,403 |
| 60 |
132-18 |
121-21 |
10-29 |
8.9% |
2-00 |
1.6% |
8% |
False |
False |
151,397 |
| 80 |
136-17 |
121-21 |
14-28 |
12.1% |
2-02 |
1.7% |
6% |
False |
False |
113,808 |
| 100 |
140-16 |
121-21 |
18-27 |
15.4% |
2-02 |
1.7% |
5% |
False |
False |
91,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-24 |
|
2.618 |
125-06 |
|
1.618 |
124-08 |
|
1.000 |
123-21 |
|
0.618 |
123-09 |
|
HIGH |
122-22 |
|
0.618 |
122-11 |
|
0.500 |
122-07 |
|
0.382 |
122-04 |
|
LOW |
121-24 |
|
0.618 |
121-05 |
|
1.000 |
120-26 |
|
1.618 |
120-07 |
|
2.618 |
119-08 |
|
4.250 |
117-22 |
|
|
| Fisher Pivots for day following 04-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-13 |
122-14 |
| PP |
122-10 |
122-12 |
| S1 |
122-07 |
122-10 |
|