ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
114-25 |
116-05 |
1-12 |
1.2% |
118-01 |
| High |
116-12 |
117-27 |
1-15 |
1.3% |
118-16 |
| Low |
114-15 |
115-27 |
1-12 |
1.2% |
114-12 |
| Close |
115-23 |
117-21 |
1-30 |
1.7% |
117-21 |
| Range |
1-29 |
2-00 |
0-03 |
4.9% |
4-04 |
| ATR |
1-23 |
1-24 |
0-01 |
1.7% |
0-00 |
| Volume |
392,559 |
378,938 |
-13,621 |
-3.5% |
1,020,955 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-04 |
122-12 |
118-24 |
|
| R3 |
121-04 |
120-12 |
118-07 |
|
| R2 |
119-04 |
119-04 |
118-01 |
|
| R1 |
118-12 |
118-12 |
117-27 |
118-24 |
| PP |
117-04 |
117-04 |
117-04 |
117-10 |
| S1 |
116-12 |
116-12 |
117-15 |
116-24 |
| S2 |
115-04 |
115-04 |
117-09 |
|
| S3 |
113-04 |
114-12 |
117-03 |
|
| S4 |
111-04 |
112-12 |
116-18 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-07 |
127-18 |
119-30 |
|
| R3 |
125-03 |
123-14 |
118-25 |
|
| R2 |
120-31 |
120-31 |
118-13 |
|
| R1 |
119-10 |
119-10 |
118-01 |
118-02 |
| PP |
116-27 |
116-27 |
116-27 |
116-07 |
| S1 |
115-06 |
115-06 |
117-09 |
113-30 |
| S2 |
112-23 |
112-23 |
116-29 |
|
| S3 |
108-19 |
111-02 |
116-17 |
|
| S4 |
104-15 |
106-30 |
115-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-18 |
114-12 |
5-06 |
4.4% |
2-01 |
1.7% |
63% |
False |
False |
221,783 |
| 10 |
122-11 |
114-12 |
7-31 |
6.8% |
1-29 |
1.6% |
41% |
False |
False |
127,303 |
| 20 |
122-11 |
114-12 |
7-31 |
6.8% |
1-18 |
1.3% |
41% |
False |
False |
64,263 |
| 40 |
129-16 |
114-12 |
15-04 |
12.9% |
1-17 |
1.3% |
22% |
False |
False |
32,235 |
| 60 |
130-15 |
114-12 |
16-03 |
13.7% |
1-21 |
1.4% |
20% |
False |
False |
21,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-11 |
|
2.618 |
123-03 |
|
1.618 |
121-03 |
|
1.000 |
119-27 |
|
0.618 |
119-03 |
|
HIGH |
117-27 |
|
0.618 |
117-03 |
|
0.500 |
116-27 |
|
0.382 |
116-19 |
|
LOW |
115-27 |
|
0.618 |
114-19 |
|
1.000 |
113-27 |
|
1.618 |
112-19 |
|
2.618 |
110-19 |
|
4.250 |
107-11 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-12 |
117-04 |
| PP |
117-04 |
116-20 |
| S1 |
116-27 |
116-04 |
|