ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
127-06 |
126-13 |
-0-26 |
-0.6% |
128-18 |
| High |
127-24 |
127-08 |
-0-16 |
-0.4% |
130-30 |
| Low |
126-02 |
126-08 |
0-06 |
0.1% |
126-26 |
| Close |
126-02 |
126-25 |
0-22 |
0.6% |
127-00 |
| Range |
1-22 |
1-00 |
-0-22 |
-39.8% |
4-05 |
| ATR |
2-05 |
2-03 |
-0-02 |
-3.3% |
0-00 |
| Volume |
183,473 |
141,426 |
-42,047 |
-22.9% |
685,642 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-26 |
129-10 |
127-11 |
|
| R3 |
128-25 |
128-09 |
127-02 |
|
| R2 |
127-25 |
127-25 |
126-31 |
|
| R1 |
127-09 |
127-09 |
126-28 |
127-17 |
| PP |
126-24 |
126-24 |
126-24 |
126-28 |
| S1 |
126-08 |
126-08 |
126-22 |
126-16 |
| S2 |
125-24 |
125-24 |
126-19 |
|
| S3 |
124-23 |
125-08 |
126-16 |
|
| S4 |
123-23 |
124-07 |
126-07 |
|
|
| 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 |
126-02 |
4-29 |
3.9% |
1-23 |
1.3% |
15% |
False |
False |
146,251 |
| 10 |
130-30 |
126-02 |
4-29 |
3.9% |
1-21 |
1.3% |
15% |
False |
False |
155,327 |
| 20 |
132-18 |
123-23 |
8-27 |
7.0% |
2-06 |
1.7% |
35% |
False |
False |
181,624 |
| 40 |
132-18 |
123-04 |
9-14 |
7.4% |
2-07 |
1.8% |
39% |
False |
False |
157,952 |
| 60 |
136-17 |
123-04 |
13-13 |
10.6% |
2-07 |
1.7% |
27% |
False |
False |
105,724 |
| 80 |
140-16 |
123-04 |
17-12 |
13.7% |
2-05 |
1.7% |
21% |
False |
False |
79,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-18 |
|
2.618 |
129-29 |
|
1.618 |
128-29 |
|
1.000 |
128-08 |
|
0.618 |
127-28 |
|
HIGH |
127-08 |
|
0.618 |
126-28 |
|
0.500 |
126-24 |
|
0.382 |
126-20 |
|
LOW |
126-08 |
|
0.618 |
125-19 |
|
1.000 |
125-07 |
|
1.618 |
124-19 |
|
2.618 |
123-18 |
|
4.250 |
121-29 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-25 |
127-20 |
| PP |
126-24 |
127-11 |
| S1 |
126-24 |
127-02 |
|