ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 13-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2009 |
13-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-25 |
121-29 |
0-04 |
0.1% |
122-08 |
| High |
122-12 |
123-02 |
0-23 |
0.6% |
123-04 |
| Low |
121-00 |
121-20 |
0-20 |
0.5% |
119-16 |
| Close |
122-00 |
122-30 |
0-30 |
0.8% |
120-10 |
| Range |
1-11 |
1-14 |
0-04 |
8.1% |
3-20 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.7% |
0-00 |
| Volume |
162,081 |
175,307 |
13,226 |
8.2% |
856,794 |
|
| Daily Pivots for day following 13-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-29 |
126-12 |
123-24 |
|
| R3 |
125-14 |
124-30 |
123-11 |
|
| R2 |
124-00 |
124-00 |
123-07 |
|
| R1 |
123-15 |
123-15 |
123-02 |
123-24 |
| PP |
122-18 |
122-18 |
122-18 |
122-22 |
| S1 |
122-00 |
122-00 |
122-26 |
122-09 |
| S2 |
121-03 |
121-03 |
122-21 |
|
| S3 |
119-20 |
120-18 |
122-17 |
|
| S4 |
118-06 |
119-04 |
122-04 |
|
|
| 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 |
123-02 |
119-16 |
3-19 |
2.9% |
1-20 |
1.3% |
96% |
True |
False |
197,937 |
| 10 |
123-04 |
119-16 |
3-20 |
2.9% |
1-11 |
1.1% |
95% |
False |
False |
178,559 |
| 20 |
127-26 |
119-16 |
8-10 |
6.8% |
1-16 |
1.2% |
41% |
False |
False |
167,996 |
| 40 |
132-18 |
119-16 |
13-02 |
10.6% |
1-25 |
1.5% |
26% |
False |
False |
164,887 |
| 60 |
132-18 |
119-16 |
13-02 |
10.6% |
1-29 |
1.6% |
26% |
False |
False |
171,423 |
| 80 |
134-00 |
119-16 |
14-16 |
11.8% |
2-00 |
1.6% |
24% |
False |
False |
129,264 |
| 100 |
140-16 |
119-16 |
21-00 |
17.1% |
2-00 |
1.6% |
16% |
False |
False |
103,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-08 |
|
2.618 |
126-28 |
|
1.618 |
125-14 |
|
1.000 |
124-17 |
|
0.618 |
123-31 |
|
HIGH |
123-02 |
|
0.618 |
122-17 |
|
0.500 |
122-11 |
|
0.382 |
122-06 |
|
LOW |
121-20 |
|
0.618 |
120-23 |
|
1.000 |
120-06 |
|
1.618 |
119-09 |
|
2.618 |
117-26 |
|
4.250 |
115-14 |
|
|
| Fisher Pivots for day following 13-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-24 |
122-17 |
| PP |
122-18 |
122-04 |
| S1 |
122-11 |
121-24 |
|