ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 21-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2009 |
21-May-2009 |
Change |
Change % |
Previous Week |
| Open |
121-16 |
122-16 |
1-00 |
0.8% |
120-14 |
| High |
122-24 |
123-10 |
0-18 |
0.4% |
123-23 |
| Low |
121-09 |
120-00 |
-1-10 |
-1.1% |
120-12 |
| Close |
122-14 |
120-10 |
-2-04 |
-1.7% |
122-30 |
| Range |
1-16 |
3-10 |
1-27 |
124.2% |
3-10 |
| ATR |
1-17 |
1-21 |
0-04 |
8.5% |
0-00 |
| Volume |
225,790 |
286,523 |
60,733 |
26.9% |
865,232 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-06 |
129-03 |
122-05 |
|
| R3 |
127-28 |
125-24 |
121-08 |
|
| R2 |
124-17 |
124-17 |
120-30 |
|
| R1 |
122-14 |
122-14 |
120-20 |
121-26 |
| PP |
121-07 |
121-07 |
121-07 |
120-29 |
| S1 |
119-03 |
119-03 |
120-01 |
118-16 |
| S2 |
117-28 |
117-28 |
119-23 |
|
| S3 |
114-18 |
115-25 |
119-13 |
|
| S4 |
111-07 |
112-14 |
118-16 |
|
|
| 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 |
120-00 |
3-24 |
3.1% |
1-26 |
1.5% |
9% |
False |
True |
214,947 |
| 10 |
123-23 |
119-16 |
4-08 |
3.5% |
1-19 |
1.3% |
20% |
False |
False |
205,327 |
| 20 |
125-23 |
119-16 |
6-08 |
5.2% |
1-17 |
1.3% |
14% |
False |
False |
182,228 |
| 40 |
130-30 |
119-16 |
11-15 |
9.5% |
1-18 |
1.3% |
7% |
False |
False |
164,588 |
| 60 |
132-18 |
119-16 |
13-02 |
10.9% |
1-27 |
1.5% |
6% |
False |
False |
181,649 |
| 80 |
132-18 |
119-16 |
13-02 |
10.9% |
1-30 |
1.6% |
6% |
False |
False |
144,763 |
| 100 |
140-12 |
119-16 |
20-28 |
17.4% |
2-01 |
1.7% |
4% |
False |
False |
115,914 |
| 120 |
140-16 |
119-16 |
21-00 |
17.5% |
2-00 |
1.7% |
4% |
False |
False |
96,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-15 |
|
2.618 |
132-01 |
|
1.618 |
128-22 |
|
1.000 |
126-20 |
|
0.618 |
125-12 |
|
HIGH |
123-10 |
|
0.618 |
122-01 |
|
0.500 |
121-21 |
|
0.382 |
121-08 |
|
LOW |
120-00 |
|
0.618 |
117-30 |
|
1.000 |
116-21 |
|
1.618 |
114-19 |
|
2.618 |
111-09 |
|
4.250 |
105-27 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-21 |
121-21 |
| PP |
121-07 |
121-07 |
| S1 |
120-25 |
120-25 |
|