ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 18-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2009 |
18-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-30 |
121-20 |
-0-10 |
-0.3% |
119-08 |
| High |
122-11 |
122-07 |
-0-04 |
-0.1% |
122-11 |
| Low |
121-04 |
120-00 |
-1-04 |
-0.9% |
119-08 |
| Close |
121-18 |
120-14 |
-1-04 |
-0.9% |
121-18 |
| Range |
1-07 |
2-07 |
1-00 |
82.1% |
3-03 |
| ATR |
1-14 |
1-16 |
0-02 |
3.8% |
0-00 |
| Volume |
3,024 |
18,424 |
15,400 |
509.3% |
11,451 |
|
| Daily Pivots for day following 18-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-17 |
126-07 |
121-21 |
|
| R3 |
125-10 |
124-00 |
121-02 |
|
| R2 |
123-03 |
123-03 |
120-27 |
|
| R1 |
121-25 |
121-25 |
120-21 |
121-10 |
| PP |
120-28 |
120-28 |
120-28 |
120-21 |
| S1 |
119-18 |
119-18 |
120-07 |
119-04 |
| S2 |
118-21 |
118-21 |
120-01 |
|
| S3 |
116-14 |
117-11 |
119-26 |
|
| S4 |
114-07 |
115-04 |
119-07 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-11 |
129-01 |
123-08 |
|
| R3 |
127-08 |
125-30 |
122-13 |
|
| R2 |
124-05 |
124-05 |
122-04 |
|
| R1 |
122-27 |
122-27 |
121-27 |
123-16 |
| PP |
121-02 |
121-02 |
121-02 |
121-12 |
| S1 |
119-24 |
119-24 |
121-09 |
120-13 |
| S2 |
117-31 |
117-31 |
121-00 |
|
| S3 |
114-28 |
116-21 |
120-23 |
|
| S4 |
111-25 |
113-18 |
119-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-11 |
119-22 |
2-21 |
2.2% |
1-13 |
1.2% |
28% |
False |
False |
5,555 |
| 10 |
122-11 |
118-06 |
4-05 |
3.5% |
1-11 |
1.1% |
54% |
False |
False |
3,268 |
| 20 |
126-07 |
118-06 |
8-01 |
6.7% |
1-12 |
1.1% |
28% |
False |
False |
1,756 |
| 40 |
129-16 |
118-06 |
11-10 |
9.4% |
1-15 |
1.2% |
20% |
False |
False |
980 |
| 60 |
130-15 |
118-06 |
12-09 |
10.2% |
1-19 |
1.3% |
18% |
False |
False |
662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-21 |
|
2.618 |
128-01 |
|
1.618 |
125-26 |
|
1.000 |
124-14 |
|
0.618 |
123-19 |
|
HIGH |
122-07 |
|
0.618 |
121-12 |
|
0.500 |
121-04 |
|
0.382 |
120-27 |
|
LOW |
120-00 |
|
0.618 |
118-20 |
|
1.000 |
117-25 |
|
1.618 |
116-13 |
|
2.618 |
114-06 |
|
4.250 |
110-18 |
|
|
| Fisher Pivots for day following 18-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-04 |
121-06 |
| PP |
120-28 |
120-30 |
| S1 |
120-21 |
120-22 |
|