ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
124-12 |
125-01 |
0-21 |
0.5% |
125-08 |
| High |
125-04 |
125-23 |
0-18 |
0.5% |
127-19 |
| Low |
124-00 |
123-14 |
-0-18 |
-0.4% |
124-00 |
| Close |
125-01 |
123-26 |
-1-07 |
-1.0% |
124-08 |
| Range |
1-04 |
2-08 |
1-04 |
98.6% |
3-18 |
| ATR |
1-23 |
1-25 |
0-01 |
2.2% |
0-00 |
| Volume |
136,991 |
145,101 |
8,110 |
5.9% |
820,319 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-04 |
129-24 |
125-02 |
|
| R3 |
128-28 |
127-15 |
124-14 |
|
| R2 |
126-19 |
126-19 |
124-07 |
|
| R1 |
125-06 |
125-06 |
124-01 |
124-24 |
| PP |
124-10 |
124-10 |
124-10 |
124-04 |
| S1 |
122-30 |
122-30 |
123-19 |
122-16 |
| S2 |
122-02 |
122-02 |
123-13 |
|
| S3 |
119-26 |
120-22 |
123-06 |
|
| S4 |
117-17 |
118-13 |
122-18 |
|
|
| 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 |
126-02 |
123-14 |
2-20 |
2.1% |
1-14 |
1.2% |
14% |
False |
True |
162,247 |
| 10 |
128-08 |
123-14 |
4-26 |
3.9% |
1-18 |
1.3% |
7% |
False |
True |
152,571 |
| 20 |
130-30 |
123-14 |
7-16 |
6.1% |
1-19 |
1.3% |
5% |
False |
True |
146,114 |
| 40 |
132-18 |
123-10 |
9-08 |
7.5% |
1-31 |
1.6% |
5% |
False |
False |
174,099 |
| 60 |
132-18 |
123-04 |
9-14 |
7.6% |
2-01 |
1.6% |
7% |
False |
False |
139,541 |
| 80 |
138-06 |
123-04 |
15-02 |
12.2% |
2-04 |
1.7% |
5% |
False |
False |
104,835 |
| 100 |
140-16 |
123-04 |
17-12 |
14.0% |
2-03 |
1.7% |
4% |
False |
False |
83,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-11 |
|
2.618 |
131-21 |
|
1.618 |
129-12 |
|
1.000 |
128-00 |
|
0.618 |
127-04 |
|
HIGH |
125-23 |
|
0.618 |
124-27 |
|
0.500 |
124-19 |
|
0.382 |
124-10 |
|
LOW |
123-14 |
|
0.618 |
122-02 |
|
1.000 |
121-06 |
|
1.618 |
119-25 |
|
2.618 |
117-17 |
|
4.250 |
113-26 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-19 |
124-19 |
| PP |
124-10 |
124-10 |
| S1 |
124-02 |
124-02 |
|