ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
129-28 |
130-16 |
0-20 |
0.5% |
129-03 |
| High |
130-21 |
130-30 |
0-10 |
0.2% |
129-24 |
| Low |
129-14 |
128-26 |
-0-20 |
-0.5% |
126-24 |
| Close |
130-18 |
129-05 |
-1-14 |
-1.1% |
128-18 |
| Range |
1-08 |
2-05 |
0-30 |
74.7% |
2-31 |
| ATR |
2-05 |
2-05 |
0-00 |
-0.1% |
0-00 |
| Volume |
124,894 |
133,897 |
9,003 |
7.2% |
809,735 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-03 |
134-25 |
130-11 |
|
| R3 |
133-30 |
132-20 |
129-24 |
|
| R2 |
131-25 |
131-25 |
129-18 |
|
| R1 |
130-15 |
130-15 |
129-11 |
130-02 |
| PP |
129-20 |
129-20 |
129-20 |
129-14 |
| S1 |
128-10 |
128-10 |
128-31 |
127-29 |
| S2 |
127-15 |
127-15 |
128-24 |
|
| S3 |
125-10 |
126-05 |
128-18 |
|
| S4 |
123-05 |
124-00 |
127-31 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-08 |
135-28 |
130-06 |
|
| R3 |
134-09 |
132-29 |
129-12 |
|
| R2 |
131-10 |
131-10 |
129-03 |
|
| R1 |
129-30 |
129-30 |
128-26 |
129-04 |
| PP |
128-11 |
128-11 |
128-11 |
127-30 |
| S1 |
126-31 |
126-31 |
128-09 |
126-06 |
| S2 |
125-12 |
125-12 |
128-00 |
|
| S3 |
122-13 |
124-00 |
127-23 |
|
| S4 |
119-14 |
121-01 |
126-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-30 |
127-31 |
3-00 |
2.3% |
1-18 |
1.2% |
40% |
True |
False |
139,072 |
| 10 |
130-30 |
126-24 |
4-06 |
3.2% |
1-23 |
1.3% |
57% |
True |
False |
157,286 |
| 20 |
132-18 |
123-23 |
8-27 |
6.8% |
2-07 |
1.7% |
61% |
False |
False |
192,282 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-07 |
1.7% |
64% |
False |
False |
146,334 |
| 60 |
136-17 |
123-04 |
13-13 |
10.4% |
2-07 |
1.7% |
45% |
False |
False |
97,877 |
| 80 |
140-16 |
123-04 |
17-12 |
13.5% |
2-06 |
1.7% |
35% |
False |
False |
73,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-04 |
|
2.618 |
136-19 |
|
1.618 |
134-14 |
|
1.000 |
133-04 |
|
0.618 |
132-09 |
|
HIGH |
130-30 |
|
0.618 |
130-04 |
|
0.500 |
129-28 |
|
0.382 |
129-20 |
|
LOW |
128-26 |
|
0.618 |
127-15 |
|
1.000 |
126-20 |
|
1.618 |
125-10 |
|
2.618 |
123-05 |
|
4.250 |
119-20 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-28 |
129-25 |
| PP |
129-20 |
129-18 |
| S1 |
129-13 |
129-12 |
|