ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 19-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2009 |
19-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-20 |
120-06 |
-1-14 |
-1.2% |
119-08 |
| High |
122-07 |
120-15 |
-1-24 |
-1.4% |
122-11 |
| Low |
120-00 |
119-24 |
-0-08 |
-0.2% |
119-08 |
| Close |
120-14 |
120-11 |
-0-03 |
-0.1% |
121-18 |
| Range |
2-07 |
0-23 |
-1-16 |
-67.6% |
3-03 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.7% |
0-00 |
| Volume |
18,424 |
19,887 |
1,463 |
7.9% |
11,451 |
|
| Daily Pivots for day following 19-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-11 |
122-02 |
120-24 |
|
| R3 |
121-20 |
121-11 |
120-17 |
|
| R2 |
120-29 |
120-29 |
120-15 |
|
| R1 |
120-20 |
120-20 |
120-13 |
120-24 |
| PP |
120-06 |
120-06 |
120-06 |
120-08 |
| S1 |
119-29 |
119-29 |
120-09 |
120-02 |
| S2 |
119-15 |
119-15 |
120-07 |
|
| S3 |
118-24 |
119-06 |
120-05 |
|
| S4 |
118-01 |
118-15 |
119-30 |
|
|
| 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 |
119-24 |
2-19 |
2.2% |
1-09 |
1.1% |
23% |
False |
True |
9,113 |
| 10 |
122-11 |
118-06 |
4-05 |
3.5% |
1-11 |
1.1% |
52% |
False |
False |
5,217 |
| 20 |
124-21 |
118-06 |
6-15 |
5.4% |
1-10 |
1.1% |
33% |
False |
False |
2,749 |
| 40 |
129-16 |
118-06 |
11-10 |
9.4% |
1-14 |
1.2% |
19% |
False |
False |
1,466 |
| 60 |
130-15 |
118-06 |
12-09 |
10.2% |
1-19 |
1.3% |
18% |
False |
False |
993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-17 |
|
2.618 |
122-11 |
|
1.618 |
121-20 |
|
1.000 |
121-06 |
|
0.618 |
120-29 |
|
HIGH |
120-15 |
|
0.618 |
120-06 |
|
0.500 |
120-04 |
|
0.382 |
120-01 |
|
LOW |
119-24 |
|
0.618 |
119-10 |
|
1.000 |
119-01 |
|
1.618 |
118-19 |
|
2.618 |
117-28 |
|
4.250 |
116-22 |
|
|
| Fisher Pivots for day following 19-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
121-02 |
| PP |
120-06 |
120-26 |
| S1 |
120-04 |
120-18 |
|