ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 16-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
127-23 |
127-26 |
0-02 |
0.1% |
127-06 |
| High |
128-08 |
127-26 |
-0-14 |
-0.3% |
127-30 |
| Low |
126-24 |
126-24 |
0-00 |
0.0% |
125-20 |
| Close |
127-30 |
127-00 |
-0-30 |
-0.7% |
125-30 |
| Range |
1-16 |
1-02 |
-0-14 |
-29.2% |
2-10 |
| ATR |
1-30 |
1-28 |
-0-02 |
-2.8% |
0-00 |
| Volume |
126,247 |
160,901 |
34,654 |
27.4% |
598,862 |
|
| Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-12 |
129-24 |
127-18 |
|
| R3 |
129-10 |
128-22 |
127-09 |
|
| R2 |
128-08 |
128-08 |
127-06 |
|
| R1 |
127-20 |
127-20 |
127-03 |
127-13 |
| PP |
127-06 |
127-06 |
127-06 |
127-02 |
| S1 |
126-18 |
126-18 |
126-28 |
126-11 |
| S2 |
126-04 |
126-04 |
126-25 |
|
| S3 |
125-02 |
125-16 |
126-22 |
|
| S4 |
124-00 |
124-14 |
126-13 |
|
|
| Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-12 |
131-30 |
127-06 |
|
| R3 |
131-03 |
129-21 |
126-18 |
|
| R2 |
128-25 |
128-25 |
126-11 |
|
| R1 |
127-11 |
127-11 |
126-04 |
126-30 |
| PP |
126-16 |
126-16 |
126-16 |
126-09 |
| S1 |
125-02 |
125-02 |
125-23 |
124-20 |
| S2 |
124-06 |
124-06 |
125-16 |
|
| S3 |
121-29 |
122-24 |
125-09 |
|
| S4 |
119-19 |
120-15 |
124-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-08 |
125-18 |
2-22 |
2.1% |
1-18 |
1.2% |
53% |
False |
False |
133,358 |
| 10 |
130-30 |
125-18 |
5-12 |
4.2% |
1-20 |
1.3% |
26% |
False |
False |
140,906 |
| 20 |
131-08 |
125-18 |
5-22 |
4.5% |
1-22 |
1.3% |
25% |
False |
False |
159,427 |
| 40 |
132-18 |
123-04 |
9-14 |
7.4% |
2-03 |
1.6% |
41% |
False |
False |
176,615 |
| 60 |
132-24 |
123-04 |
9-20 |
7.6% |
2-04 |
1.7% |
40% |
False |
False |
119,026 |
| 80 |
140-12 |
123-04 |
17-08 |
13.6% |
2-03 |
1.6% |
22% |
False |
False |
89,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-10 |
|
2.618 |
130-19 |
|
1.618 |
129-17 |
|
1.000 |
128-28 |
|
0.618 |
128-15 |
|
HIGH |
127-26 |
|
0.618 |
127-13 |
|
0.500 |
127-09 |
|
0.382 |
127-05 |
|
LOW |
126-24 |
|
0.618 |
126-03 |
|
1.000 |
125-22 |
|
1.618 |
125-01 |
|
2.618 |
123-31 |
|
4.250 |
122-08 |
|
|
| Fisher Pivots for day following 16-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-09 |
127-11 |
| PP |
127-06 |
127-07 |
| S1 |
127-03 |
127-03 |
|