ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-28 |
121-15 |
-1-14 |
-1.2% |
120-14 |
| High |
123-19 |
121-26 |
-1-24 |
-1.4% |
123-23 |
| Low |
121-11 |
121-02 |
-0-08 |
-0.2% |
120-12 |
| Close |
121-25 |
121-22 |
-0-03 |
-0.1% |
122-30 |
| Range |
2-08 |
0-24 |
-1-16 |
-66.7% |
3-10 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.8% |
0-00 |
| Volume |
181,259 |
215,462 |
34,203 |
18.9% |
865,232 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-25 |
123-16 |
122-03 |
|
| R3 |
123-01 |
122-24 |
121-29 |
|
| R2 |
122-09 |
122-09 |
121-26 |
|
| R1 |
122-00 |
122-00 |
121-24 |
122-04 |
| PP |
121-17 |
121-17 |
121-17 |
121-19 |
| S1 |
121-08 |
121-08 |
121-20 |
121-12 |
| S2 |
120-25 |
120-25 |
121-18 |
|
| S3 |
120-01 |
120-16 |
121-15 |
|
| S4 |
119-09 |
119-24 |
121-09 |
|
|
| 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 |
121-02 |
2-20 |
2.2% |
1-11 |
1.1% |
23% |
False |
True |
181,254 |
| 10 |
123-23 |
119-16 |
4-08 |
3.5% |
1-14 |
1.2% |
52% |
False |
False |
185,887 |
| 20 |
126-02 |
119-16 |
6-18 |
5.4% |
1-13 |
1.2% |
33% |
False |
False |
175,133 |
| 40 |
130-30 |
119-16 |
11-15 |
9.4% |
1-18 |
1.3% |
19% |
False |
False |
159,822 |
| 60 |
132-18 |
119-16 |
13-02 |
10.7% |
1-27 |
1.5% |
17% |
False |
False |
180,135 |
| 80 |
132-18 |
119-16 |
13-02 |
10.7% |
1-30 |
1.6% |
17% |
False |
False |
138,372 |
| 100 |
140-12 |
119-16 |
20-28 |
17.2% |
1-31 |
1.6% |
11% |
False |
False |
110,791 |
| 120 |
140-16 |
119-16 |
21-00 |
17.3% |
1-31 |
1.6% |
10% |
False |
False |
92,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-00 |
|
2.618 |
123-25 |
|
1.618 |
123-01 |
|
1.000 |
122-18 |
|
0.618 |
122-09 |
|
HIGH |
121-26 |
|
0.618 |
121-17 |
|
0.500 |
121-14 |
|
0.382 |
121-12 |
|
LOW |
121-02 |
|
0.618 |
120-20 |
|
1.000 |
120-10 |
|
1.618 |
119-28 |
|
2.618 |
119-04 |
|
4.250 |
117-28 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-20 |
122-13 |
| PP |
121-17 |
122-05 |
| S1 |
121-14 |
121-30 |
|