ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
120-14 |
0-14 |
0.4% |
122-08 |
| High |
120-31 |
121-30 |
1-00 |
0.8% |
123-04 |
| Low |
119-16 |
120-12 |
0-29 |
0.8% |
119-16 |
| Close |
120-10 |
121-24 |
1-14 |
1.2% |
120-10 |
| Range |
1-16 |
1-18 |
0-02 |
5.3% |
3-20 |
| ATR |
1-20 |
1-20 |
0-00 |
0.0% |
0-00 |
| Volume |
279,004 |
193,598 |
-85,406 |
-30.6% |
856,794 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-02 |
125-15 |
122-20 |
|
| R3 |
124-16 |
123-29 |
122-06 |
|
| R2 |
122-30 |
122-30 |
122-01 |
|
| R1 |
122-11 |
122-11 |
121-29 |
122-20 |
| PP |
121-12 |
121-12 |
121-12 |
121-16 |
| S1 |
120-25 |
120-25 |
121-19 |
121-02 |
| S2 |
119-26 |
119-26 |
121-15 |
|
| S3 |
118-08 |
119-07 |
121-10 |
|
| S4 |
116-22 |
117-21 |
120-28 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-27 |
129-23 |
122-10 |
|
| R3 |
128-07 |
126-03 |
121-10 |
|
| R2 |
124-19 |
124-19 |
121-00 |
|
| R1 |
122-15 |
122-15 |
120-21 |
121-23 |
| PP |
120-31 |
120-31 |
120-31 |
120-19 |
| S1 |
118-27 |
118-27 |
120-00 |
118-03 |
| S2 |
117-11 |
117-11 |
119-21 |
|
| S3 |
113-23 |
115-07 |
119-11 |
|
| S4 |
110-03 |
111-19 |
118-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-04 |
119-16 |
3-20 |
3.0% |
1-15 |
1.2% |
63% |
False |
False |
180,822 |
| 10 |
125-23 |
119-16 |
6-08 |
5.1% |
1-17 |
1.3% |
36% |
False |
False |
176,817 |
| 20 |
128-08 |
119-16 |
8-24 |
7.2% |
1-17 |
1.3% |
26% |
False |
False |
162,147 |
| 40 |
132-18 |
119-16 |
13-02 |
10.7% |
1-27 |
1.5% |
17% |
False |
False |
166,627 |
| 60 |
132-18 |
119-16 |
13-02 |
10.7% |
1-31 |
1.6% |
17% |
False |
False |
165,952 |
| 80 |
136-17 |
119-16 |
17-02 |
14.0% |
2-00 |
1.7% |
13% |
False |
False |
125,076 |
| 100 |
140-16 |
119-16 |
21-00 |
17.3% |
2-01 |
1.7% |
11% |
False |
False |
100,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-19 |
|
2.618 |
126-01 |
|
1.618 |
124-15 |
|
1.000 |
123-16 |
|
0.618 |
122-29 |
|
HIGH |
121-30 |
|
0.618 |
121-11 |
|
0.500 |
121-06 |
|
0.382 |
121-00 |
|
LOW |
120-12 |
|
0.618 |
119-14 |
|
1.000 |
118-26 |
|
1.618 |
117-28 |
|
2.618 |
116-10 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-18 |
121-15 |
| PP |
121-12 |
121-06 |
| S1 |
121-06 |
120-28 |
|