ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 20-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2009 |
20-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-06 |
120-06 |
0-00 |
0.0% |
119-08 |
| High |
120-15 |
121-13 |
0-30 |
0.8% |
122-11 |
| Low |
119-24 |
119-30 |
0-06 |
0.2% |
119-08 |
| Close |
120-11 |
121-04 |
0-25 |
0.6% |
121-18 |
| Range |
0-23 |
1-15 |
0-24 |
104.3% |
3-03 |
| ATR |
1-14 |
1-14 |
0-00 |
0.1% |
0-00 |
| Volume |
19,887 |
30,847 |
10,960 |
55.1% |
11,451 |
|
| Daily Pivots for day following 20-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-07 |
124-21 |
121-30 |
|
| R3 |
123-24 |
123-06 |
121-17 |
|
| R2 |
122-09 |
122-09 |
121-13 |
|
| R1 |
121-23 |
121-23 |
121-08 |
122-00 |
| PP |
120-26 |
120-26 |
120-26 |
120-31 |
| S1 |
120-08 |
120-08 |
121-00 |
120-17 |
| S2 |
119-11 |
119-11 |
120-27 |
|
| S3 |
117-28 |
118-25 |
120-23 |
|
| S4 |
116-13 |
117-10 |
120-10 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-11 |
129-01 |
123-08 |
|
| R3 |
127-08 |
125-30 |
122-13 |
|
| R2 |
124-05 |
124-05 |
122-04 |
|
| R1 |
122-27 |
122-27 |
121-27 |
123-16 |
| PP |
121-02 |
121-02 |
121-02 |
121-12 |
| S1 |
119-24 |
119-24 |
121-09 |
120-13 |
| S2 |
117-31 |
117-31 |
121-00 |
|
| S3 |
114-28 |
116-21 |
120-23 |
|
| S4 |
111-25 |
113-18 |
119-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-11 |
119-24 |
2-19 |
2.1% |
1-10 |
1.1% |
53% |
False |
False |
14,862 |
| 10 |
122-11 |
118-06 |
4-05 |
3.4% |
1-12 |
1.1% |
71% |
False |
False |
8,243 |
| 20 |
124-10 |
118-06 |
6-04 |
5.1% |
1-10 |
1.1% |
48% |
False |
False |
4,284 |
| 40 |
129-16 |
118-06 |
11-10 |
9.3% |
1-13 |
1.2% |
26% |
False |
False |
2,228 |
| 60 |
130-15 |
118-06 |
12-09 |
10.1% |
1-19 |
1.3% |
24% |
False |
False |
1,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-21 |
|
2.618 |
125-08 |
|
1.618 |
123-25 |
|
1.000 |
122-28 |
|
0.618 |
122-10 |
|
HIGH |
121-13 |
|
0.618 |
120-27 |
|
0.500 |
120-22 |
|
0.382 |
120-16 |
|
LOW |
119-30 |
|
0.618 |
119-01 |
|
1.000 |
118-15 |
|
1.618 |
117-18 |
|
2.618 |
116-03 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 20-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-31 |
121-02 |
| PP |
120-26 |
121-01 |
| S1 |
120-22 |
121-00 |
|