ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 14-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2009 |
14-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-15 |
121-20 |
1-05 |
1.0% |
120-24 |
| High |
121-23 |
122-01 |
0-10 |
0.3% |
121-23 |
| Low |
120-10 |
121-04 |
0-26 |
0.7% |
118-06 |
| Close |
121-19 |
121-25 |
0-06 |
0.2% |
118-31 |
| Range |
1-13 |
0-29 |
-0-16 |
-35.6% |
3-17 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.8% |
0-00 |
| Volume |
2,103 |
2,130 |
27 |
1.3% |
3,655 |
|
| Daily Pivots for day following 14-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-31 |
122-09 |
|
| R3 |
123-15 |
123-02 |
122-01 |
|
| R2 |
122-18 |
122-18 |
121-30 |
|
| R1 |
122-05 |
122-05 |
121-28 |
122-12 |
| PP |
121-21 |
121-21 |
121-21 |
121-24 |
| S1 |
121-08 |
121-08 |
121-22 |
121-14 |
| S2 |
120-24 |
120-24 |
121-20 |
|
| S3 |
119-27 |
120-11 |
121-17 |
|
| S4 |
118-30 |
119-14 |
121-09 |
|
|
| 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 |
122-01 |
118-06 |
3-27 |
3.2% |
1-09 |
1.0% |
93% |
True |
False |
1,912 |
| 10 |
122-01 |
118-06 |
3-27 |
3.2% |
1-07 |
1.0% |
93% |
True |
False |
1,223 |
| 20 |
126-07 |
118-06 |
8-01 |
6.6% |
1-13 |
1.1% |
45% |
False |
False |
686 |
| 40 |
130-15 |
118-06 |
12-09 |
10.1% |
1-15 |
1.2% |
29% |
False |
False |
447 |
| 60 |
130-15 |
118-06 |
12-09 |
10.1% |
1-18 |
1.3% |
29% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-28 |
|
2.618 |
124-13 |
|
1.618 |
123-16 |
|
1.000 |
122-30 |
|
0.618 |
122-19 |
|
HIGH |
122-01 |
|
0.618 |
121-22 |
|
0.500 |
121-18 |
|
0.382 |
121-15 |
|
LOW |
121-04 |
|
0.618 |
120-18 |
|
1.000 |
120-07 |
|
1.618 |
119-21 |
|
2.618 |
118-24 |
|
4.250 |
117-09 |
|
|
| Fisher Pivots for day following 14-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-23 |
121-15 |
| PP |
121-21 |
121-05 |
| S1 |
121-18 |
120-28 |
|