ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 15-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2009 |
15-May-2009 |
Change |
Change % |
Previous Week |
| Open |
122-24 |
123-12 |
0-20 |
0.5% |
120-14 |
| High |
123-13 |
123-23 |
0-10 |
0.3% |
123-23 |
| Low |
122-14 |
122-14 |
0-00 |
0.0% |
120-12 |
| Close |
123-04 |
122-30 |
-0-06 |
-0.2% |
122-30 |
| Range |
0-30 |
1-08 |
0-10 |
32.8% |
3-10 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.3% |
0-00 |
| Volume |
168,543 |
165,703 |
-2,840 |
-1.7% |
865,232 |
|
| Daily Pivots for day following 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-26 |
126-04 |
123-20 |
|
| R3 |
125-18 |
124-28 |
123-09 |
|
| R2 |
124-10 |
124-10 |
123-05 |
|
| R1 |
123-20 |
123-20 |
123-01 |
123-10 |
| PP |
123-01 |
123-01 |
123-01 |
122-28 |
| S1 |
122-11 |
122-11 |
122-26 |
122-02 |
| S2 |
121-24 |
121-24 |
122-22 |
|
| S3 |
120-16 |
121-02 |
122-18 |
|
| S4 |
119-08 |
119-26 |
122-07 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-10 |
130-30 |
124-24 |
|
| R3 |
129-00 |
127-20 |
123-27 |
|
| R2 |
125-22 |
125-22 |
123-17 |
|
| R1 |
124-10 |
124-10 |
123-07 |
125-00 |
| PP |
122-11 |
122-11 |
122-11 |
122-22 |
| S1 |
120-31 |
120-31 |
122-20 |
121-21 |
| S2 |
119-00 |
119-00 |
122-10 |
|
| S3 |
115-22 |
117-20 |
122-00 |
|
| S4 |
112-12 |
114-10 |
121-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-23 |
120-12 |
3-10 |
2.7% |
1-10 |
1.1% |
76% |
True |
False |
173,046 |
| 10 |
123-23 |
119-16 |
4-08 |
3.4% |
1-11 |
1.1% |
81% |
True |
False |
172,202 |
| 20 |
127-19 |
119-16 |
8-04 |
6.6% |
1-14 |
1.2% |
42% |
False |
False |
169,855 |
| 40 |
130-30 |
119-16 |
11-15 |
9.3% |
1-18 |
1.3% |
30% |
False |
False |
159,532 |
| 60 |
132-18 |
119-16 |
13-02 |
10.6% |
1-28 |
1.5% |
26% |
False |
False |
176,082 |
| 80 |
132-18 |
119-16 |
13-02 |
10.6% |
1-30 |
1.6% |
26% |
False |
False |
133,425 |
| 100 |
140-12 |
119-16 |
20-28 |
17.0% |
1-31 |
1.6% |
16% |
False |
False |
106,832 |
| 120 |
140-16 |
119-16 |
21-00 |
17.1% |
2-00 |
1.6% |
16% |
False |
False |
89,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-03 |
|
2.618 |
127-01 |
|
1.618 |
125-25 |
|
1.000 |
125-00 |
|
0.618 |
124-16 |
|
HIGH |
123-23 |
|
0.618 |
123-08 |
|
0.500 |
123-03 |
|
0.382 |
122-30 |
|
LOW |
122-14 |
|
0.618 |
121-21 |
|
1.000 |
121-06 |
|
1.618 |
120-13 |
|
2.618 |
119-04 |
|
4.250 |
117-02 |
|
|
| Fisher Pivots for day following 15-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-03 |
122-27 |
| PP |
123-01 |
122-24 |
| S1 |
122-31 |
122-22 |
|