ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
119-15 |
-0-25 |
-0.6% |
122-28 |
| High |
120-29 |
119-28 |
-1-01 |
-0.9% |
123-19 |
| Low |
119-08 |
118-00 |
-1-08 |
-1.0% |
119-08 |
| Close |
119-10 |
118-21 |
-0-21 |
-0.6% |
119-10 |
| Range |
1-22 |
1-28 |
0-06 |
12.1% |
4-12 |
| ATR |
1-21 |
1-21 |
0-01 |
1.0% |
0-00 |
| Volume |
369,594 |
241,434 |
-128,160 |
-34.7% |
1,278,628 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
123-14 |
119-22 |
|
| R3 |
122-19 |
121-18 |
119-06 |
|
| R2 |
120-23 |
120-23 |
119-00 |
|
| R1 |
119-22 |
119-22 |
118-26 |
119-08 |
| PP |
118-27 |
118-27 |
118-27 |
118-20 |
| S1 |
117-26 |
117-26 |
118-16 |
117-12 |
| S2 |
116-31 |
116-31 |
118-10 |
|
| S3 |
115-03 |
115-30 |
118-04 |
|
| S4 |
113-07 |
114-02 |
117-20 |
|
|
| 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 |
123-10 |
118-00 |
5-10 |
4.5% |
1-26 |
1.5% |
12% |
False |
True |
267,760 |
| 10 |
123-23 |
118-00 |
5-23 |
4.8% |
1-20 |
1.4% |
11% |
False |
True |
219,169 |
| 20 |
125-23 |
118-00 |
7-23 |
6.5% |
1-19 |
1.3% |
9% |
False |
True |
197,993 |
| 40 |
130-30 |
118-00 |
12-30 |
10.9% |
1-19 |
1.3% |
5% |
False |
True |
171,664 |
| 60 |
132-18 |
118-00 |
14-18 |
12.3% |
1-27 |
1.6% |
5% |
False |
True |
183,764 |
| 80 |
132-18 |
118-00 |
14-18 |
12.3% |
1-29 |
1.6% |
5% |
False |
True |
152,360 |
| 100 |
140-07 |
118-00 |
22-07 |
18.7% |
2-01 |
1.7% |
3% |
False |
True |
122,020 |
| 120 |
140-16 |
118-00 |
22-16 |
19.0% |
2-00 |
1.7% |
3% |
False |
True |
101,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-27 |
|
2.618 |
124-25 |
|
1.618 |
122-29 |
|
1.000 |
121-24 |
|
0.618 |
121-01 |
|
HIGH |
119-28 |
|
0.618 |
119-05 |
|
0.500 |
118-30 |
|
0.382 |
118-23 |
|
LOW |
118-00 |
|
0.618 |
116-27 |
|
1.000 |
116-04 |
|
1.618 |
114-31 |
|
2.618 |
113-03 |
|
4.250 |
110-01 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
120-21 |
| PP |
118-27 |
120-00 |
| S1 |
118-24 |
119-10 |
|