ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 28-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2009 |
28-May-2009 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
116-04 |
-1-30 |
-1.6% |
122-28 |
| High |
118-18 |
117-24 |
-0-26 |
-0.7% |
123-19 |
| Low |
115-24 |
115-27 |
0-04 |
0.1% |
119-08 |
| Close |
116-22 |
117-03 |
0-13 |
0.3% |
119-10 |
| Range |
2-26 |
1-29 |
-0-30 |
-32.6% |
4-12 |
| ATR |
1-24 |
1-25 |
0-00 |
0.6% |
0-00 |
| Volume |
337,710 |
642,757 |
305,047 |
90.3% |
1,278,628 |
|
| Daily Pivots for day following 28-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
121-24 |
118-05 |
|
| R3 |
120-23 |
119-27 |
117-20 |
|
| R2 |
118-26 |
118-26 |
117-14 |
|
| R1 |
117-30 |
117-30 |
117-09 |
118-12 |
| PP |
116-29 |
116-29 |
116-29 |
117-04 |
| S1 |
116-01 |
116-01 |
116-29 |
116-15 |
| S2 |
115-00 |
115-00 |
116-24 |
|
| S3 |
113-03 |
114-04 |
116-18 |
|
| S4 |
111-06 |
112-07 |
116-01 |
|
|
| 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% |
2-10 |
2.0% |
18% |
False |
False |
375,603 |
| 10 |
123-23 |
115-24 |
8-00 |
6.8% |
1-27 |
1.6% |
17% |
False |
False |
283,477 |
| 20 |
123-23 |
115-24 |
8-00 |
6.8% |
1-19 |
1.3% |
17% |
False |
False |
231,018 |
| 40 |
130-30 |
115-24 |
15-07 |
13.0% |
1-20 |
1.4% |
9% |
False |
False |
189,194 |
| 60 |
132-18 |
115-24 |
16-26 |
14.4% |
1-28 |
1.6% |
8% |
False |
False |
192,692 |
| 80 |
132-18 |
115-24 |
16-26 |
14.4% |
1-30 |
1.6% |
8% |
False |
False |
164,577 |
| 100 |
136-17 |
115-24 |
20-26 |
17.8% |
2-00 |
1.7% |
7% |
False |
False |
131,820 |
| 120 |
140-16 |
115-24 |
24-24 |
21.2% |
2-00 |
1.7% |
5% |
False |
False |
109,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
122-24 |
|
1.618 |
120-27 |
|
1.000 |
119-21 |
|
0.618 |
118-30 |
|
HIGH |
117-24 |
|
0.618 |
117-01 |
|
0.500 |
116-26 |
|
0.382 |
116-18 |
|
LOW |
115-27 |
|
0.618 |
114-21 |
|
1.000 |
113-30 |
|
1.618 |
112-24 |
|
2.618 |
110-27 |
|
4.250 |
107-24 |
|
|
| Fisher Pivots for day following 28-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-00 |
117-26 |
| PP |
116-29 |
117-18 |
| S1 |
116-26 |
117-11 |
|