ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-13 |
122-04 |
-0-08 |
-0.2% |
124-12 |
| High |
123-04 |
122-09 |
-0-26 |
-0.7% |
125-23 |
| Low |
122-00 |
120-00 |
-2-00 |
-1.6% |
121-21 |
| Close |
122-12 |
120-14 |
-1-30 |
-1.6% |
122-05 |
| Range |
1-04 |
2-09 |
1-05 |
102.8% |
4-02 |
| ATR |
1-19 |
1-21 |
0-02 |
3.5% |
0-00 |
| Volume |
138,217 |
179,696 |
41,479 |
30.0% |
854,774 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-24 |
126-12 |
121-22 |
|
| R3 |
125-15 |
124-03 |
121-02 |
|
| R2 |
123-06 |
123-06 |
120-27 |
|
| R1 |
121-26 |
121-26 |
120-21 |
121-12 |
| PP |
120-29 |
120-29 |
120-29 |
120-22 |
| S1 |
119-17 |
119-17 |
120-07 |
119-02 |
| S2 |
118-20 |
118-20 |
120-01 |
|
| S3 |
116-11 |
117-08 |
119-26 |
|
| S4 |
114-02 |
114-31 |
119-06 |
|
|
| Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-12 |
132-26 |
124-12 |
|
| R3 |
131-10 |
128-24 |
123-09 |
|
| R2 |
127-08 |
127-08 |
122-29 |
|
| R1 |
124-22 |
124-22 |
122-17 |
123-30 |
| PP |
123-06 |
123-06 |
123-06 |
122-26 |
| S1 |
120-20 |
120-20 |
121-25 |
119-28 |
| S2 |
119-04 |
119-04 |
121-13 |
|
| S3 |
115-02 |
116-18 |
121-01 |
|
| S4 |
111-00 |
112-16 |
119-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-04 |
120-00 |
3-04 |
2.6% |
1-09 |
1.1% |
14% |
False |
True |
155,519 |
| 10 |
125-23 |
120-00 |
5-23 |
4.7% |
1-15 |
1.2% |
8% |
False |
True |
159,130 |
| 20 |
128-08 |
120-00 |
8-08 |
6.9% |
1-18 |
1.3% |
5% |
False |
True |
152,791 |
| 40 |
132-18 |
120-00 |
12-18 |
10.4% |
1-27 |
1.5% |
3% |
False |
True |
166,192 |
| 60 |
132-18 |
120-00 |
12-18 |
10.4% |
1-31 |
1.6% |
3% |
False |
True |
158,363 |
| 80 |
136-17 |
120-00 |
16-17 |
13.7% |
2-01 |
1.7% |
3% |
False |
True |
119,182 |
| 100 |
140-16 |
120-00 |
20-16 |
17.0% |
2-01 |
1.7% |
2% |
False |
True |
95,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-31 |
|
2.618 |
128-08 |
|
1.618 |
125-31 |
|
1.000 |
124-18 |
|
0.618 |
123-22 |
|
HIGH |
122-09 |
|
0.618 |
121-13 |
|
0.500 |
121-04 |
|
0.382 |
120-28 |
|
LOW |
120-00 |
|
0.618 |
118-19 |
|
1.000 |
117-23 |
|
1.618 |
116-10 |
|
2.618 |
114-01 |
|
4.250 |
110-10 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-04 |
121-18 |
| PP |
120-29 |
121-06 |
| S1 |
120-22 |
120-26 |
|