ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-08 |
122-12 |
0-04 |
0.1% |
124-12 |
| High |
122-22 |
122-26 |
0-03 |
0.1% |
125-23 |
| Low |
121-24 |
121-27 |
0-03 |
0.1% |
121-21 |
| Close |
122-16 |
122-18 |
0-01 |
0.0% |
122-05 |
| Range |
0-30 |
0-30 |
0-00 |
0.0% |
4-02 |
| ATR |
1-22 |
1-20 |
-0-02 |
-3.1% |
0-00 |
| Volume |
146,280 |
113,597 |
-32,683 |
-22.3% |
854,774 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-27 |
123-02 |
|
| R3 |
124-10 |
123-29 |
122-26 |
|
| R2 |
123-11 |
123-11 |
122-23 |
|
| R1 |
122-30 |
122-30 |
122-20 |
123-05 |
| PP |
122-13 |
122-13 |
122-13 |
122-16 |
| S1 |
122-00 |
122-00 |
122-15 |
122-06 |
| S2 |
121-14 |
121-14 |
122-12 |
|
| S3 |
120-16 |
121-01 |
122-09 |
|
| S4 |
119-17 |
120-03 |
122-01 |
|
|
| 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 |
124-13 |
121-21 |
2-24 |
2.2% |
1-11 |
1.1% |
32% |
False |
False |
166,511 |
| 10 |
126-02 |
121-21 |
4-13 |
3.6% |
1-12 |
1.1% |
20% |
False |
False |
164,379 |
| 20 |
128-08 |
121-21 |
6-19 |
5.4% |
1-16 |
1.2% |
14% |
False |
False |
150,762 |
| 40 |
132-18 |
121-21 |
10-29 |
8.9% |
1-28 |
1.5% |
8% |
False |
False |
166,962 |
| 60 |
132-18 |
121-21 |
10-29 |
8.9% |
2-00 |
1.6% |
8% |
False |
False |
153,256 |
| 80 |
136-17 |
121-21 |
14-28 |
12.1% |
2-02 |
1.7% |
6% |
False |
False |
115,226 |
| 100 |
140-16 |
121-21 |
18-27 |
15.4% |
2-01 |
1.7% |
5% |
False |
False |
92,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-27 |
|
2.618 |
125-09 |
|
1.618 |
124-11 |
|
1.000 |
123-24 |
|
0.618 |
123-12 |
|
HIGH |
122-26 |
|
0.618 |
122-14 |
|
0.500 |
122-10 |
|
0.382 |
122-07 |
|
LOW |
121-27 |
|
0.618 |
121-08 |
|
1.000 |
120-28 |
|
1.618 |
120-10 |
|
2.618 |
119-11 |
|
4.250 |
117-25 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-15 |
122-14 |
| PP |
122-13 |
122-11 |
| S1 |
122-10 |
122-07 |
|