ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-29 |
122-24 |
0-26 |
0.7% |
122-08 |
| High |
123-02 |
123-13 |
0-10 |
0.3% |
123-04 |
| Low |
121-20 |
122-14 |
0-26 |
0.7% |
119-16 |
| Close |
122-30 |
123-04 |
0-06 |
0.1% |
120-10 |
| Range |
1-14 |
0-30 |
-0-16 |
-34.4% |
3-20 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.9% |
0-00 |
| Volume |
175,307 |
168,543 |
-6,764 |
-3.9% |
856,794 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-27 |
125-14 |
123-20 |
|
| R3 |
124-29 |
124-15 |
123-12 |
|
| R2 |
123-30 |
123-30 |
123-09 |
|
| R1 |
123-17 |
123-17 |
123-06 |
123-24 |
| PP |
123-00 |
123-00 |
123-00 |
123-03 |
| S1 |
122-18 |
122-18 |
123-01 |
122-25 |
| S2 |
122-01 |
122-01 |
122-30 |
|
| S3 |
121-03 |
121-20 |
122-27 |
|
| S4 |
120-04 |
120-21 |
122-19 |
|
|
| 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 |
123-13 |
119-16 |
3-30 |
3.2% |
1-12 |
1.1% |
92% |
True |
False |
195,706 |
| 10 |
123-13 |
119-16 |
3-30 |
3.2% |
1-10 |
1.1% |
92% |
True |
False |
175,613 |
| 20 |
127-19 |
119-16 |
8-04 |
6.6% |
1-16 |
1.2% |
45% |
False |
False |
168,378 |
| 40 |
131-08 |
119-16 |
11-24 |
9.5% |
1-19 |
1.3% |
31% |
False |
False |
163,903 |
| 60 |
132-18 |
119-16 |
13-02 |
10.6% |
1-28 |
1.5% |
28% |
False |
False |
173,869 |
| 80 |
132-24 |
119-16 |
13-08 |
10.8% |
1-31 |
1.6% |
27% |
False |
False |
131,364 |
| 100 |
140-12 |
119-16 |
20-28 |
17.0% |
1-31 |
1.6% |
17% |
False |
False |
105,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-15 |
|
2.618 |
125-29 |
|
1.618 |
124-30 |
|
1.000 |
124-12 |
|
0.618 |
124-00 |
|
HIGH |
123-13 |
|
0.618 |
123-01 |
|
0.500 |
122-30 |
|
0.382 |
122-26 |
|
LOW |
122-14 |
|
0.618 |
121-28 |
|
1.000 |
121-16 |
|
1.618 |
120-29 |
|
2.618 |
119-31 |
|
4.250 |
118-13 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-02 |
122-26 |
| PP |
123-00 |
122-16 |
| S1 |
122-30 |
122-07 |
|