ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
116-22 |
-1-11 |
-1.1% |
121-20 |
| High |
118-16 |
117-04 |
-1-12 |
-1.2% |
122-07 |
| Low |
116-20 |
114-12 |
-2-08 |
-1.9% |
117-28 |
| Close |
117-09 |
115-10 |
-1-31 |
-1.7% |
117-30 |
| Range |
1-28 |
2-24 |
0-28 |
46.7% |
4-11 |
| ATR |
1-19 |
1-22 |
0-03 |
5.8% |
0-00 |
| Volume |
82,967 |
166,491 |
83,524 |
100.7% |
249,053 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
122-11 |
116-26 |
|
| R3 |
121-03 |
119-19 |
116-02 |
|
| R2 |
118-11 |
118-11 |
115-26 |
|
| R1 |
116-27 |
116-27 |
115-18 |
116-07 |
| PP |
115-19 |
115-19 |
115-19 |
115-10 |
| S1 |
114-03 |
114-03 |
115-02 |
113-15 |
| S2 |
112-27 |
112-27 |
114-26 |
|
| S3 |
110-03 |
111-11 |
114-18 |
|
| S4 |
107-11 |
108-19 |
113-26 |
|
|
| 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 |
114-12 |
7-19 |
6.6% |
2-07 |
1.9% |
12% |
False |
True |
92,040 |
| 10 |
122-11 |
114-12 |
7-31 |
6.9% |
1-24 |
1.5% |
12% |
False |
True |
50,576 |
| 20 |
123-00 |
114-12 |
8-20 |
7.5% |
1-17 |
1.3% |
11% |
False |
True |
25,735 |
| 40 |
129-16 |
114-12 |
15-04 |
13.1% |
1-16 |
1.3% |
6% |
False |
True |
12,954 |
| 60 |
130-15 |
114-12 |
16-03 |
14.0% |
1-21 |
1.4% |
6% |
False |
True |
8,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-26 |
|
2.618 |
124-10 |
|
1.618 |
121-18 |
|
1.000 |
119-28 |
|
0.618 |
118-26 |
|
HIGH |
117-04 |
|
0.618 |
116-02 |
|
0.500 |
115-24 |
|
0.382 |
115-14 |
|
LOW |
114-12 |
|
0.618 |
112-22 |
|
1.000 |
111-20 |
|
1.618 |
109-30 |
|
2.618 |
107-06 |
|
4.250 |
102-22 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-24 |
116-31 |
| PP |
115-19 |
116-13 |
| S1 |
115-15 |
115-28 |
|