ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
130-16 |
129-00 |
-1-16 |
-1.2% |
128-18 |
| High |
130-30 |
129-08 |
-1-23 |
-1.3% |
130-30 |
| Low |
128-26 |
126-26 |
-2-00 |
-1.6% |
126-26 |
| Close |
129-05 |
127-00 |
-2-06 |
-1.7% |
127-00 |
| Range |
2-05 |
2-14 |
0-09 |
13.0% |
4-05 |
| ATR |
2-05 |
2-06 |
0-01 |
0.9% |
0-00 |
| Volume |
133,897 |
147,566 |
13,669 |
10.2% |
685,642 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-00 |
133-14 |
128-10 |
|
| R3 |
132-18 |
131-00 |
127-21 |
|
| R2 |
130-04 |
130-04 |
127-14 |
|
| R1 |
128-18 |
128-18 |
127-07 |
128-04 |
| PP |
127-22 |
127-22 |
127-22 |
127-14 |
| S1 |
126-04 |
126-04 |
126-24 |
125-22 |
| S2 |
125-08 |
125-08 |
126-17 |
|
| S3 |
122-26 |
123-22 |
126-10 |
|
| S4 |
120-12 |
121-08 |
125-21 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-23 |
138-00 |
129-09 |
|
| R3 |
136-18 |
133-27 |
128-04 |
|
| R2 |
132-13 |
132-13 |
127-24 |
|
| R1 |
129-22 |
129-22 |
127-12 |
128-31 |
| PP |
128-08 |
128-08 |
128-08 |
127-28 |
| S1 |
125-17 |
125-17 |
126-19 |
124-26 |
| S2 |
124-03 |
124-03 |
126-07 |
|
| S3 |
119-30 |
121-12 |
125-27 |
|
| S4 |
115-25 |
117-07 |
124-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-30 |
126-26 |
4-05 |
3.3% |
1-25 |
1.4% |
5% |
False |
True |
137,128 |
| 10 |
130-30 |
126-24 |
4-06 |
3.3% |
1-25 |
1.4% |
5% |
False |
False |
149,537 |
| 20 |
132-18 |
123-23 |
8-27 |
7.0% |
2-08 |
1.8% |
37% |
False |
False |
186,549 |
| 40 |
132-18 |
123-04 |
9-14 |
7.4% |
2-08 |
1.8% |
41% |
False |
False |
149,967 |
| 60 |
136-17 |
123-04 |
13-13 |
10.6% |
2-07 |
1.8% |
29% |
False |
False |
100,325 |
| 80 |
140-16 |
123-04 |
17-12 |
13.7% |
2-06 |
1.7% |
22% |
False |
False |
75,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-19 |
|
2.618 |
135-20 |
|
1.618 |
133-06 |
|
1.000 |
131-22 |
|
0.618 |
130-24 |
|
HIGH |
129-08 |
|
0.618 |
128-10 |
|
0.500 |
128-00 |
|
0.382 |
127-23 |
|
LOW |
126-26 |
|
0.618 |
125-09 |
|
1.000 |
124-12 |
|
1.618 |
122-27 |
|
2.618 |
120-13 |
|
4.250 |
116-14 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-00 |
128-28 |
| PP |
127-22 |
128-08 |
| S1 |
127-10 |
127-20 |
|