ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 12-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2009 |
12-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-08 |
120-10 |
1-02 |
0.9% |
120-24 |
| High |
120-18 |
121-00 |
0-14 |
0.4% |
121-23 |
| Low |
119-08 |
119-22 |
0-14 |
0.4% |
118-06 |
| Close |
120-12 |
120-21 |
0-09 |
0.2% |
118-31 |
| Range |
1-10 |
1-10 |
0-00 |
0.0% |
3-17 |
| ATR |
1-17 |
1-16 |
0-00 |
-1.0% |
0-00 |
| Volume |
2,097 |
2,097 |
0 |
0.0% |
3,655 |
|
| Daily Pivots for day following 12-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-27 |
121-12 |
|
| R3 |
123-02 |
122-17 |
121-01 |
|
| R2 |
121-24 |
121-24 |
120-29 |
|
| R1 |
121-07 |
121-07 |
120-25 |
121-16 |
| PP |
120-14 |
120-14 |
120-14 |
120-19 |
| S1 |
119-29 |
119-29 |
120-17 |
120-06 |
| S2 |
119-04 |
119-04 |
120-13 |
|
| S3 |
117-26 |
118-19 |
120-09 |
|
| S4 |
116-16 |
117-09 |
119-30 |
|
|
| 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% |
1-12 |
1.1% |
70% |
False |
False |
1,320 |
| 10 |
123-00 |
118-06 |
4-26 |
4.0% |
1-10 |
1.1% |
51% |
False |
False |
893 |
| 20 |
126-29 |
118-06 |
8-23 |
7.2% |
1-12 |
1.1% |
28% |
False |
False |
479 |
| 40 |
130-15 |
118-06 |
12-09 |
10.2% |
1-20 |
1.3% |
20% |
False |
False |
341 |
| 60 |
130-15 |
118-06 |
12-09 |
10.2% |
1-19 |
1.3% |
20% |
False |
False |
234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-18 |
|
2.618 |
124-14 |
|
1.618 |
123-04 |
|
1.000 |
122-10 |
|
0.618 |
121-26 |
|
HIGH |
121-00 |
|
0.618 |
120-16 |
|
0.500 |
120-11 |
|
0.382 |
120-06 |
|
LOW |
119-22 |
|
0.618 |
118-28 |
|
1.000 |
118-12 |
|
1.618 |
117-18 |
|
2.618 |
116-08 |
|
4.250 |
114-04 |
|
|
| Fisher Pivots for day following 12-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-18 |
120-10 |
| PP |
120-14 |
119-30 |
| S1 |
120-11 |
119-19 |
|