ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 26-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2009 |
26-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-31 |
118-01 |
-0-30 |
-0.8% |
121-20 |
| High |
119-18 |
118-16 |
-1-02 |
-0.9% |
122-07 |
| Low |
117-28 |
116-20 |
-1-08 |
-1.1% |
117-28 |
| Close |
117-30 |
117-09 |
-0-21 |
-0.6% |
117-30 |
| Range |
1-22 |
1-28 |
0-06 |
11.1% |
4-11 |
| ATR |
1-19 |
1-19 |
0-01 |
1.3% |
0-00 |
| Volume |
87,960 |
82,967 |
-4,993 |
-5.7% |
249,053 |
|
| Daily Pivots for day following 26-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-03 |
122-02 |
118-10 |
|
| R3 |
121-07 |
120-06 |
117-26 |
|
| R2 |
119-11 |
119-11 |
117-20 |
|
| R1 |
118-10 |
118-10 |
117-14 |
117-28 |
| PP |
117-15 |
117-15 |
117-15 |
117-08 |
| S1 |
116-14 |
116-14 |
117-04 |
116-00 |
| S2 |
115-19 |
115-19 |
116-30 |
|
| S3 |
113-23 |
114-18 |
116-24 |
|
| S4 |
111-27 |
112-22 |
116-08 |
|
|
| 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 |
121-31 |
116-20 |
5-11 |
4.6% |
1-26 |
1.5% |
12% |
False |
True |
62,719 |
| 10 |
122-11 |
116-20 |
5-23 |
4.9% |
1-20 |
1.4% |
11% |
False |
True |
34,137 |
| 20 |
124-10 |
116-20 |
7-22 |
6.6% |
1-16 |
1.3% |
9% |
False |
True |
17,412 |
| 40 |
129-16 |
116-20 |
12-28 |
11.0% |
1-15 |
1.3% |
5% |
False |
True |
8,794 |
| 60 |
130-15 |
116-20 |
13-27 |
11.8% |
1-20 |
1.4% |
5% |
False |
True |
5,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-15 |
|
2.618 |
123-13 |
|
1.618 |
121-17 |
|
1.000 |
120-12 |
|
0.618 |
119-21 |
|
HIGH |
118-16 |
|
0.618 |
117-25 |
|
0.500 |
117-18 |
|
0.382 |
117-11 |
|
LOW |
116-20 |
|
0.618 |
115-15 |
|
1.000 |
114-24 |
|
1.618 |
113-19 |
|
2.618 |
111-23 |
|
4.250 |
108-21 |
|
|
| Fisher Pivots for day following 26-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-18 |
119-10 |
| PP |
117-15 |
118-20 |
| S1 |
117-12 |
117-30 |
|