ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 27-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2009 |
27-May-2009 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
118-02 |
-1-12 |
-1.2% |
122-28 |
| High |
119-28 |
118-18 |
-1-10 |
-1.1% |
123-19 |
| Low |
118-00 |
115-24 |
-2-08 |
-1.9% |
119-08 |
| Close |
118-21 |
116-22 |
-1-31 |
-1.7% |
119-10 |
| Range |
1-28 |
2-26 |
0-30 |
50.8% |
4-12 |
| ATR |
1-21 |
1-24 |
0-03 |
5.4% |
0-00 |
| Volume |
241,434 |
337,710 |
96,276 |
39.9% |
1,278,628 |
|
| Daily Pivots for day following 27-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-15 |
123-29 |
118-08 |
|
| R3 |
122-21 |
121-03 |
117-15 |
|
| R2 |
119-26 |
119-26 |
117-07 |
|
| R1 |
118-08 |
118-08 |
116-30 |
117-20 |
| PP |
117-00 |
117-00 |
117-00 |
116-22 |
| S1 |
115-14 |
115-14 |
116-14 |
114-26 |
| S2 |
114-05 |
114-05 |
116-05 |
|
| S3 |
111-11 |
112-19 |
115-29 |
|
| S4 |
108-16 |
109-25 |
115-04 |
|
|
| Weekly Pivots for week ending 22-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-25 |
130-29 |
121-23 |
|
| R3 |
129-14 |
126-18 |
120-16 |
|
| R2 |
125-02 |
125-02 |
120-04 |
|
| R1 |
122-06 |
122-06 |
119-23 |
121-14 |
| PP |
120-23 |
120-23 |
120-23 |
120-11 |
| S1 |
117-27 |
117-27 |
118-29 |
117-03 |
| S2 |
116-11 |
116-11 |
118-16 |
|
| S3 |
112-00 |
113-15 |
118-04 |
|
| S4 |
107-20 |
109-04 |
116-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-10 |
115-24 |
7-18 |
6.5% |
2-08 |
1.9% |
13% |
False |
True |
292,210 |
| 10 |
123-23 |
115-24 |
8-00 |
6.8% |
1-25 |
1.5% |
12% |
False |
True |
236,732 |
| 20 |
124-13 |
115-24 |
8-22 |
7.4% |
1-20 |
1.4% |
11% |
False |
True |
207,624 |
| 40 |
130-30 |
115-24 |
15-07 |
13.0% |
1-20 |
1.4% |
6% |
False |
True |
176,869 |
| 60 |
132-18 |
115-24 |
16-26 |
14.4% |
1-28 |
1.6% |
6% |
False |
True |
185,274 |
| 80 |
132-18 |
115-24 |
16-26 |
14.4% |
1-30 |
1.7% |
6% |
False |
True |
156,562 |
| 100 |
138-06 |
115-24 |
22-14 |
19.2% |
2-01 |
1.7% |
4% |
False |
True |
125,393 |
| 120 |
140-16 |
115-24 |
24-24 |
21.2% |
2-00 |
1.7% |
4% |
False |
True |
104,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-19 |
|
2.618 |
125-31 |
|
1.618 |
123-04 |
|
1.000 |
121-12 |
|
0.618 |
120-10 |
|
HIGH |
118-18 |
|
0.618 |
117-15 |
|
0.500 |
117-05 |
|
0.382 |
116-26 |
|
LOW |
115-24 |
|
0.618 |
114-00 |
|
1.000 |
112-29 |
|
1.618 |
111-05 |
|
2.618 |
108-11 |
|
4.250 |
103-23 |
|
|
| Fisher Pivots for day following 27-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-05 |
118-10 |
| PP |
117-00 |
117-25 |
| S1 |
116-27 |
117-07 |
|