ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-16 |
120-08 |
-2-08 |
-1.8% |
122-28 |
| High |
123-10 |
120-29 |
-2-13 |
-2.0% |
123-19 |
| Low |
120-00 |
119-08 |
-0-24 |
-0.6% |
119-08 |
| Close |
120-10 |
119-10 |
-1-00 |
-0.8% |
119-10 |
| Range |
3-10 |
1-22 |
-1-21 |
-49.8% |
4-12 |
| ATR |
1-21 |
1-21 |
0-00 |
0.1% |
0-00 |
| Volume |
286,523 |
369,594 |
83,071 |
29.0% |
1,278,628 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
123-24 |
120-07 |
|
| R3 |
123-05 |
122-02 |
119-25 |
|
| R2 |
121-16 |
121-16 |
119-20 |
|
| R1 |
120-13 |
120-13 |
119-15 |
120-04 |
| PP |
119-26 |
119-26 |
119-26 |
119-22 |
| S1 |
118-23 |
118-23 |
119-05 |
118-14 |
| S2 |
118-05 |
118-05 |
119-00 |
|
| S3 |
116-15 |
117-02 |
118-27 |
|
| S4 |
114-26 |
115-12 |
118-13 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-25 |
130-29 |
121-23 |
|
| R3 |
129-14 |
126-18 |
120-16 |
|
| R2 |
125-02 |
125-02 |
120-04 |
|
| R1 |
122-06 |
122-06 |
119-23 |
121-14 |
| PP |
120-23 |
120-23 |
120-23 |
120-11 |
| S1 |
117-27 |
117-27 |
118-29 |
117-03 |
| S2 |
116-11 |
116-11 |
118-16 |
|
| S3 |
112-00 |
113-15 |
118-04 |
|
| S4 |
107-20 |
109-04 |
116-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-19 |
119-08 |
4-12 |
3.7% |
1-29 |
1.6% |
2% |
False |
True |
255,725 |
| 10 |
123-23 |
119-08 |
4-16 |
3.8% |
1-19 |
1.3% |
2% |
False |
True |
214,386 |
| 20 |
125-23 |
119-08 |
6-16 |
5.4% |
1-18 |
1.3% |
1% |
False |
True |
192,771 |
| 40 |
130-30 |
119-08 |
11-23 |
9.8% |
1-18 |
1.3% |
1% |
False |
True |
169,560 |
| 60 |
132-18 |
119-08 |
13-10 |
11.2% |
1-27 |
1.6% |
1% |
False |
True |
184,099 |
| 80 |
132-18 |
119-08 |
13-10 |
11.2% |
1-30 |
1.6% |
1% |
False |
True |
149,370 |
| 100 |
140-10 |
119-08 |
21-02 |
17.7% |
2-01 |
1.7% |
0% |
False |
True |
119,609 |
| 120 |
140-16 |
119-08 |
21-08 |
17.8% |
2-01 |
1.7% |
0% |
False |
True |
99,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-00 |
|
2.618 |
125-09 |
|
1.618 |
123-20 |
|
1.000 |
122-18 |
|
0.618 |
121-30 |
|
HIGH |
120-29 |
|
0.618 |
120-09 |
|
0.500 |
120-02 |
|
0.382 |
119-28 |
|
LOW |
119-08 |
|
0.618 |
118-06 |
|
1.000 |
117-18 |
|
1.618 |
116-17 |
|
2.618 |
114-27 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-02 |
121-09 |
| PP |
119-26 |
120-20 |
| S1 |
119-18 |
119-31 |
|