ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 27-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-08 |
124-12 |
-0-28 |
-0.7% |
125-08 |
| High |
125-12 |
125-04 |
-0-07 |
-0.2% |
127-19 |
| Low |
124-00 |
124-00 |
0-00 |
0.0% |
124-00 |
| Close |
124-08 |
125-01 |
0-26 |
0.6% |
124-08 |
| Range |
1-11 |
1-04 |
-0-06 |
-15.1% |
3-18 |
| ATR |
1-25 |
1-23 |
-0-01 |
-2.6% |
0-00 |
| Volume |
158,742 |
136,991 |
-21,751 |
-13.7% |
820,319 |
|
| Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-05 |
127-23 |
125-21 |
|
| R3 |
127-00 |
126-19 |
125-11 |
|
| R2 |
125-28 |
125-28 |
125-08 |
|
| R1 |
125-14 |
125-14 |
125-04 |
125-21 |
| PP |
124-23 |
124-23 |
124-23 |
124-26 |
| S1 |
124-10 |
124-10 |
124-30 |
124-16 |
| S2 |
123-19 |
123-19 |
124-26 |
|
| S3 |
122-14 |
123-05 |
124-23 |
|
| S4 |
121-10 |
122-01 |
124-13 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-00 |
133-22 |
126-06 |
|
| R3 |
132-14 |
130-04 |
125-07 |
|
| R2 |
128-28 |
128-28 |
124-28 |
|
| R1 |
126-18 |
126-18 |
124-18 |
125-29 |
| PP |
125-09 |
125-09 |
125-09 |
124-31 |
| S1 |
122-31 |
122-31 |
123-29 |
122-11 |
| S2 |
121-22 |
121-22 |
123-19 |
|
| S3 |
118-04 |
119-12 |
123-08 |
|
| S4 |
114-18 |
115-26 |
122-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-19 |
124-00 |
3-19 |
2.9% |
1-13 |
1.1% |
29% |
False |
True |
160,240 |
| 10 |
128-08 |
124-00 |
4-08 |
3.4% |
1-16 |
1.2% |
24% |
False |
True |
147,478 |
| 20 |
130-30 |
124-00 |
6-30 |
5.6% |
1-18 |
1.3% |
15% |
False |
True |
145,335 |
| 40 |
132-18 |
123-10 |
9-08 |
7.4% |
1-31 |
1.6% |
19% |
False |
False |
176,650 |
| 60 |
132-18 |
123-04 |
9-14 |
7.5% |
2-01 |
1.6% |
20% |
False |
False |
137,149 |
| 80 |
140-07 |
123-04 |
17-03 |
13.7% |
2-04 |
1.7% |
11% |
False |
False |
103,027 |
| 100 |
140-16 |
123-04 |
17-12 |
13.9% |
2-03 |
1.7% |
11% |
False |
False |
82,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-00 |
|
2.618 |
128-04 |
|
1.618 |
127-00 |
|
1.000 |
126-09 |
|
0.618 |
125-27 |
|
HIGH |
125-04 |
|
0.618 |
124-23 |
|
0.500 |
124-18 |
|
0.382 |
124-14 |
|
LOW |
124-00 |
|
0.618 |
123-09 |
|
1.000 |
122-28 |
|
1.618 |
122-05 |
|
2.618 |
121-00 |
|
4.250 |
119-05 |
|
|
| Fisher Pivots for day following 27-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-28 |
124-29 |
| PP |
124-23 |
124-26 |
| S1 |
124-18 |
124-22 |
|