ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 22-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2009 |
22-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-07 |
118-31 |
-2-08 |
-1.9% |
121-20 |
| High |
121-31 |
119-18 |
-2-13 |
-2.0% |
122-07 |
| Low |
118-21 |
117-28 |
-0-25 |
-0.7% |
117-28 |
| Close |
119-00 |
117-30 |
-1-02 |
-0.9% |
117-30 |
| Range |
3-10 |
1-22 |
-1-20 |
-49.1% |
4-11 |
| ATR |
1-18 |
1-19 |
0-00 |
0.5% |
0-00 |
| Volume |
91,935 |
87,960 |
-3,975 |
-4.3% |
249,053 |
|
| Daily Pivots for day following 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
122-13 |
118-28 |
|
| R3 |
121-27 |
120-23 |
118-13 |
|
| R2 |
120-05 |
120-05 |
118-08 |
|
| R1 |
119-01 |
119-01 |
118-03 |
118-24 |
| PP |
118-15 |
118-15 |
118-15 |
118-10 |
| S1 |
117-11 |
117-11 |
117-25 |
117-02 |
| S2 |
116-25 |
116-25 |
117-20 |
|
| S3 |
115-03 |
115-21 |
117-15 |
|
| S4 |
113-13 |
113-31 |
117-00 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-12 |
129-16 |
120-10 |
|
| R3 |
128-01 |
125-05 |
119-04 |
|
| R2 |
123-22 |
123-22 |
118-23 |
|
| R1 |
120-26 |
120-26 |
118-11 |
120-02 |
| PP |
119-11 |
119-11 |
119-11 |
118-31 |
| S1 |
116-15 |
116-15 |
117-17 |
115-24 |
| S2 |
115-00 |
115-00 |
117-05 |
|
| S3 |
110-21 |
112-04 |
116-24 |
|
| S4 |
106-10 |
107-25 |
115-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-07 |
117-28 |
4-11 |
3.7% |
1-28 |
1.6% |
1% |
False |
True |
49,810 |
| 10 |
122-11 |
117-28 |
4-15 |
3.8% |
1-18 |
1.3% |
1% |
False |
True |
26,050 |
| 20 |
124-10 |
117-28 |
6-14 |
5.5% |
1-15 |
1.2% |
1% |
False |
True |
13,265 |
| 40 |
129-16 |
117-28 |
11-20 |
9.9% |
1-15 |
1.2% |
1% |
False |
True |
6,720 |
| 60 |
130-15 |
117-28 |
12-19 |
10.7% |
1-20 |
1.4% |
0% |
False |
True |
4,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-24 |
|
2.618 |
123-31 |
|
1.618 |
122-09 |
|
1.000 |
121-08 |
|
0.618 |
120-19 |
|
HIGH |
119-18 |
|
0.618 |
118-29 |
|
0.500 |
118-23 |
|
0.382 |
118-17 |
|
LOW |
117-28 |
|
0.618 |
116-27 |
|
1.000 |
116-06 |
|
1.618 |
115-05 |
|
2.618 |
113-15 |
|
4.250 |
110-22 |
|
|
| Fisher Pivots for day following 22-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
119-30 |
| PP |
118-15 |
119-08 |
| S1 |
118-06 |
118-19 |
|