ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 11-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2009 |
11-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-27 |
119-08 |
0-13 |
0.3% |
120-24 |
| High |
119-19 |
120-18 |
0-31 |
0.8% |
121-23 |
| Low |
118-06 |
119-08 |
1-02 |
0.9% |
118-06 |
| Close |
118-31 |
120-12 |
1-13 |
1.2% |
118-31 |
| Range |
1-13 |
1-10 |
-0-03 |
-6.7% |
3-17 |
| ATR |
1-17 |
1-17 |
0-00 |
0.4% |
0-00 |
| Volume |
1,136 |
2,097 |
961 |
84.6% |
3,655 |
|
| Daily Pivots for day following 11-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-00 |
123-16 |
121-03 |
|
| R3 |
122-22 |
122-06 |
120-24 |
|
| R2 |
121-12 |
121-12 |
120-20 |
|
| R1 |
120-28 |
120-28 |
120-16 |
121-04 |
| PP |
120-02 |
120-02 |
120-02 |
120-06 |
| S1 |
119-18 |
119-18 |
120-08 |
119-26 |
| S2 |
118-24 |
118-24 |
120-04 |
|
| S3 |
117-14 |
118-08 |
120-00 |
|
| S4 |
116-04 |
116-30 |
119-21 |
|
|
| Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
128-04 |
120-29 |
|
| R3 |
126-22 |
124-19 |
119-30 |
|
| R2 |
123-05 |
123-05 |
119-20 |
|
| R1 |
121-02 |
121-02 |
119-09 |
120-11 |
| PP |
119-20 |
119-20 |
119-20 |
119-08 |
| S1 |
117-17 |
117-17 |
118-21 |
116-26 |
| S2 |
116-03 |
116-03 |
118-10 |
|
| S3 |
112-18 |
114-00 |
118-00 |
|
| S4 |
109-01 |
110-15 |
117-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-23 |
118-06 |
3-17 |
2.9% |
1-09 |
1.1% |
62% |
False |
False |
981 |
| 10 |
124-10 |
118-06 |
6-04 |
5.1% |
1-13 |
1.2% |
36% |
False |
False |
687 |
| 20 |
126-29 |
118-06 |
8-23 |
7.2% |
1-13 |
1.2% |
25% |
False |
False |
381 |
| 40 |
130-15 |
118-06 |
12-09 |
10.2% |
1-21 |
1.4% |
18% |
False |
False |
289 |
| 60 |
130-15 |
118-06 |
12-09 |
10.2% |
1-19 |
1.3% |
18% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-04 |
|
2.618 |
124-00 |
|
1.618 |
122-22 |
|
1.000 |
121-28 |
|
0.618 |
121-12 |
|
HIGH |
120-18 |
|
0.618 |
120-02 |
|
0.500 |
119-29 |
|
0.382 |
119-24 |
|
LOW |
119-08 |
|
0.618 |
118-14 |
|
1.000 |
117-30 |
|
1.618 |
117-04 |
|
2.618 |
115-26 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 11-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-07 |
120-01 |
| PP |
120-02 |
119-23 |
| S1 |
119-29 |
119-12 |
|