ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-22 |
114-25 |
-1-29 |
-1.6% |
121-20 |
| High |
117-04 |
116-12 |
-0-24 |
-0.6% |
122-07 |
| Low |
114-12 |
114-15 |
0-03 |
0.1% |
117-28 |
| Close |
115-10 |
115-23 |
0-13 |
0.4% |
117-30 |
| Range |
2-24 |
1-29 |
-0-27 |
-30.7% |
4-11 |
| ATR |
1-22 |
1-23 |
0-00 |
0.9% |
0-00 |
| Volume |
166,491 |
392,559 |
226,068 |
135.8% |
249,053 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-08 |
120-12 |
116-25 |
|
| R3 |
119-11 |
118-15 |
116-08 |
|
| R2 |
117-14 |
117-14 |
116-02 |
|
| R1 |
116-18 |
116-18 |
115-29 |
117-00 |
| PP |
115-17 |
115-17 |
115-17 |
115-24 |
| S1 |
114-21 |
114-21 |
115-17 |
115-03 |
| S2 |
113-20 |
113-20 |
115-12 |
|
| S3 |
111-23 |
112-24 |
115-06 |
|
| S4 |
109-26 |
110-27 |
114-21 |
|
|
| 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% |
2-10 |
2.0% |
18% |
False |
False |
164,382 |
| 10 |
122-11 |
114-12 |
7-31 |
6.9% |
1-26 |
1.6% |
17% |
False |
False |
89,622 |
| 20 |
122-11 |
114-12 |
7-31 |
6.9% |
1-16 |
1.3% |
17% |
False |
False |
45,332 |
| 40 |
129-16 |
114-12 |
15-04 |
13.1% |
1-17 |
1.3% |
9% |
False |
False |
22,762 |
| 60 |
130-15 |
114-12 |
16-03 |
13.9% |
1-21 |
1.4% |
8% |
False |
False |
15,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-15 |
|
2.618 |
121-12 |
|
1.618 |
119-15 |
|
1.000 |
118-09 |
|
0.618 |
117-18 |
|
HIGH |
116-12 |
|
0.618 |
115-21 |
|
0.500 |
115-14 |
|
0.382 |
115-06 |
|
LOW |
114-15 |
|
0.618 |
113-09 |
|
1.000 |
112-18 |
|
1.618 |
111-12 |
|
2.618 |
109-15 |
|
4.250 |
106-12 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
116-14 |
| PP |
115-17 |
116-06 |
| S1 |
115-14 |
115-31 |
|