ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
128-29 |
129-28 |
0-31 |
0.8% |
129-03 |
| High |
129-30 |
130-21 |
0-23 |
0.6% |
129-24 |
| Low |
128-20 |
129-14 |
0-26 |
0.6% |
126-24 |
| Close |
129-22 |
130-18 |
0-28 |
0.7% |
128-18 |
| Range |
1-10 |
1-08 |
-0-02 |
-6.0% |
2-31 |
| ATR |
2-08 |
2-05 |
-0-02 |
-3.2% |
0-00 |
| Volume |
149,759 |
124,894 |
-24,865 |
-16.6% |
809,735 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-30 |
133-16 |
131-08 |
|
| R3 |
132-22 |
132-08 |
130-29 |
|
| R2 |
131-14 |
131-14 |
130-26 |
|
| R1 |
131-00 |
131-00 |
130-22 |
131-08 |
| PP |
130-07 |
130-07 |
130-07 |
130-10 |
| S1 |
129-25 |
129-25 |
130-15 |
130-00 |
| S2 |
129-00 |
129-00 |
130-11 |
|
| S3 |
127-24 |
128-18 |
130-08 |
|
| S4 |
126-16 |
127-10 |
129-29 |
|
|
| 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 |
130-21 |
126-28 |
3-24 |
2.9% |
1-17 |
1.2% |
98% |
True |
False |
146,431 |
| 10 |
131-08 |
126-24 |
4-15 |
3.4% |
1-23 |
1.3% |
85% |
False |
False |
177,949 |
| 20 |
132-18 |
123-20 |
8-30 |
6.8% |
2-10 |
1.8% |
78% |
False |
False |
194,936 |
| 40 |
132-18 |
123-04 |
9-14 |
7.2% |
2-06 |
1.7% |
79% |
False |
False |
143,049 |
| 60 |
136-17 |
123-04 |
13-13 |
10.3% |
2-07 |
1.7% |
56% |
False |
False |
95,649 |
| 80 |
140-16 |
123-04 |
17-12 |
13.3% |
2-06 |
1.7% |
43% |
False |
False |
71,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-29 |
|
2.618 |
133-28 |
|
1.618 |
132-21 |
|
1.000 |
131-28 |
|
0.618 |
131-13 |
|
HIGH |
130-21 |
|
0.618 |
130-06 |
|
0.500 |
130-01 |
|
0.382 |
129-29 |
|
LOW |
129-14 |
|
0.618 |
128-21 |
|
1.000 |
128-06 |
|
1.618 |
127-14 |
|
2.618 |
126-06 |
|
4.250 |
124-06 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
130-13 |
130-06 |
| PP |
130-07 |
129-26 |
| S1 |
130-01 |
129-14 |
|