ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-14 |
121-25 |
1-11 |
1.1% |
122-08 |
| High |
121-30 |
122-12 |
0-13 |
0.3% |
123-04 |
| Low |
120-12 |
121-00 |
0-20 |
0.5% |
119-16 |
| Close |
121-24 |
122-00 |
0-08 |
0.2% |
120-10 |
| Range |
1-18 |
1-11 |
-0-07 |
-14.0% |
3-20 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.3% |
0-00 |
| Volume |
193,598 |
162,081 |
-31,517 |
-16.3% |
856,794 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-26 |
125-08 |
122-24 |
|
| R3 |
124-16 |
123-30 |
122-12 |
|
| R2 |
123-04 |
123-04 |
122-08 |
|
| R1 |
122-18 |
122-18 |
122-04 |
122-28 |
| PP |
121-26 |
121-26 |
121-26 |
121-30 |
| S1 |
121-08 |
121-08 |
121-29 |
121-16 |
| S2 |
120-14 |
120-14 |
121-25 |
|
| S3 |
119-04 |
119-28 |
121-21 |
|
| S4 |
117-24 |
118-18 |
121-09 |
|
|
| 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% |
1-18 |
1.3% |
70% |
False |
False |
190,519 |
| 10 |
124-13 |
119-16 |
4-30 |
4.0% |
1-14 |
1.2% |
51% |
False |
False |
178,515 |
| 20 |
128-08 |
119-16 |
8-24 |
7.2% |
1-16 |
1.2% |
29% |
False |
False |
165,543 |
| 40 |
132-18 |
119-16 |
13-02 |
10.7% |
1-26 |
1.5% |
19% |
False |
False |
165,484 |
| 60 |
132-18 |
119-16 |
13-02 |
10.7% |
1-31 |
1.6% |
19% |
False |
False |
168,563 |
| 80 |
135-17 |
119-16 |
16-02 |
13.2% |
2-00 |
1.6% |
16% |
False |
False |
127,086 |
| 100 |
140-16 |
119-16 |
21-00 |
17.2% |
2-00 |
1.6% |
12% |
False |
False |
101,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-02 |
|
2.618 |
125-28 |
|
1.618 |
124-17 |
|
1.000 |
123-22 |
|
0.618 |
123-06 |
|
HIGH |
122-12 |
|
0.618 |
121-27 |
|
0.500 |
121-22 |
|
0.382 |
121-17 |
|
LOW |
121-00 |
|
0.618 |
120-06 |
|
1.000 |
119-22 |
|
1.618 |
118-27 |
|
2.618 |
117-16 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-29 |
121-21 |
| PP |
121-26 |
121-09 |
| S1 |
121-22 |
120-30 |
|