ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-21 |
122-24 |
-0-30 |
-0.7% |
125-08 |
| High |
124-13 |
123-00 |
-1-13 |
-1.1% |
127-19 |
| Low |
121-25 |
121-31 |
0-06 |
0.2% |
124-00 |
| Close |
122-24 |
122-18 |
-0-06 |
-0.2% |
124-08 |
| Range |
2-20 |
1-01 |
-1-19 |
-60.7% |
3-18 |
| ATR |
1-27 |
1-25 |
-0-02 |
-3.1% |
0-00 |
| Volume |
174,863 |
198,010 |
23,147 |
13.2% |
820,319 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-19 |
125-04 |
123-04 |
|
| R3 |
124-18 |
124-03 |
122-27 |
|
| R2 |
123-17 |
123-17 |
122-24 |
|
| R1 |
123-02 |
123-02 |
122-21 |
122-25 |
| PP |
122-16 |
122-16 |
122-16 |
122-12 |
| S1 |
122-01 |
122-01 |
122-15 |
121-24 |
| S2 |
121-15 |
121-15 |
122-12 |
|
| S3 |
120-14 |
121-00 |
122-09 |
|
| S4 |
119-13 |
119-31 |
122-00 |
|
|
| 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 |
125-23 |
121-25 |
3-30 |
3.2% |
1-22 |
1.4% |
20% |
False |
False |
162,741 |
| 10 |
127-19 |
121-25 |
5-26 |
4.7% |
1-22 |
1.4% |
13% |
False |
False |
161,144 |
| 20 |
130-30 |
121-25 |
9-06 |
7.5% |
1-21 |
1.4% |
9% |
False |
False |
151,025 |
| 40 |
132-18 |
121-25 |
10-25 |
8.8% |
1-31 |
1.6% |
7% |
False |
False |
172,980 |
| 60 |
132-18 |
121-25 |
10-25 |
8.8% |
2-01 |
1.6% |
7% |
False |
False |
145,708 |
| 80 |
136-17 |
121-25 |
14-24 |
12.0% |
2-02 |
1.7% |
5% |
False |
False |
109,493 |
| 100 |
140-16 |
121-25 |
18-23 |
15.3% |
2-02 |
1.7% |
4% |
False |
False |
87,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-12 |
|
2.618 |
125-22 |
|
1.618 |
124-21 |
|
1.000 |
124-01 |
|
0.618 |
123-20 |
|
HIGH |
123-00 |
|
0.618 |
122-19 |
|
0.500 |
122-16 |
|
0.382 |
122-12 |
|
LOW |
121-31 |
|
0.618 |
121-11 |
|
1.000 |
120-30 |
|
1.618 |
120-10 |
|
2.618 |
119-09 |
|
4.250 |
117-19 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-17 |
123-24 |
| PP |
122-16 |
123-11 |
| S1 |
122-16 |
122-31 |
|