ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
123-12 |
122-28 |
-0-16 |
-0.4% |
120-14 |
| High |
123-23 |
123-19 |
-0-04 |
-0.1% |
123-23 |
| Low |
122-14 |
121-11 |
-1-04 |
-0.9% |
120-12 |
| Close |
122-30 |
121-25 |
-1-04 |
-0.9% |
122-30 |
| Range |
1-08 |
2-08 |
1-00 |
77.8% |
3-10 |
| ATR |
1-17 |
1-19 |
0-02 |
3.4% |
0-00 |
| Volume |
165,703 |
181,259 |
15,556 |
9.4% |
865,232 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-00 |
127-20 |
123-01 |
|
| R3 |
126-24 |
125-12 |
122-13 |
|
| R2 |
124-16 |
124-16 |
122-06 |
|
| R1 |
123-04 |
123-04 |
122-00 |
122-22 |
| PP |
122-08 |
122-08 |
122-08 |
122-00 |
| S1 |
120-28 |
120-28 |
121-18 |
120-14 |
| S2 |
120-00 |
120-00 |
121-12 |
|
| S3 |
117-24 |
118-20 |
121-05 |
|
| S4 |
115-16 |
116-12 |
120-17 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-10 |
130-30 |
124-24 |
|
| R3 |
129-00 |
127-20 |
123-27 |
|
| R2 |
125-22 |
125-22 |
123-17 |
|
| R1 |
124-10 |
124-10 |
123-07 |
125-00 |
| PP |
122-11 |
122-11 |
122-11 |
122-22 |
| S1 |
120-31 |
120-31 |
122-20 |
121-21 |
| S2 |
119-00 |
119-00 |
122-10 |
|
| S3 |
115-22 |
117-20 |
122-00 |
|
| S4 |
112-12 |
114-10 |
121-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-23 |
121-00 |
2-22 |
2.2% |
1-14 |
1.2% |
28% |
False |
False |
170,578 |
| 10 |
123-23 |
119-16 |
4-08 |
3.5% |
1-15 |
1.2% |
54% |
False |
False |
175,700 |
| 20 |
127-19 |
119-16 |
8-04 |
6.7% |
1-16 |
1.2% |
28% |
False |
False |
171,113 |
| 40 |
130-30 |
119-16 |
11-15 |
9.4% |
1-19 |
1.3% |
20% |
False |
False |
158,437 |
| 60 |
132-18 |
119-16 |
13-02 |
10.7% |
1-28 |
1.5% |
18% |
False |
False |
178,092 |
| 80 |
132-18 |
119-16 |
13-02 |
10.7% |
1-30 |
1.6% |
18% |
False |
False |
135,684 |
| 100 |
140-12 |
119-16 |
20-28 |
17.2% |
2-00 |
1.6% |
11% |
False |
False |
108,636 |
| 120 |
140-16 |
119-16 |
21-00 |
17.3% |
2-00 |
1.6% |
11% |
False |
False |
90,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-05 |
|
2.618 |
129-15 |
|
1.618 |
127-07 |
|
1.000 |
125-27 |
|
0.618 |
124-31 |
|
HIGH |
123-19 |
|
0.618 |
122-23 |
|
0.500 |
122-15 |
|
0.382 |
122-07 |
|
LOW |
121-11 |
|
0.618 |
119-31 |
|
1.000 |
119-03 |
|
1.618 |
117-23 |
|
2.618 |
115-15 |
|
4.250 |
111-25 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-15 |
122-17 |
| PP |
122-08 |
122-09 |
| S1 |
122-00 |
122-01 |
|