ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 29-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2009 |
29-May-2009 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
117-16 |
1-12 |
1.2% |
119-15 |
| High |
117-24 |
119-08 |
1-16 |
1.3% |
119-28 |
| Low |
115-27 |
117-08 |
1-12 |
1.2% |
115-24 |
| Close |
117-03 |
119-03 |
2-00 |
1.7% |
119-03 |
| Range |
1-29 |
2-01 |
0-04 |
6.6% |
4-04 |
| ATR |
1-25 |
1-25 |
0-01 |
1.6% |
0-00 |
| Volume |
642,757 |
510,017 |
-132,740 |
-20.7% |
1,731,918 |
|
| Daily Pivots for day following 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-20 |
123-28 |
120-07 |
|
| R3 |
122-19 |
121-28 |
119-21 |
|
| R2 |
120-18 |
120-18 |
119-15 |
|
| R1 |
119-26 |
119-26 |
119-09 |
120-06 |
| PP |
118-17 |
118-17 |
118-17 |
118-23 |
| S1 |
117-26 |
117-26 |
118-29 |
118-05 |
| S2 |
116-16 |
116-16 |
118-23 |
|
| S3 |
114-15 |
115-24 |
118-17 |
|
| S4 |
112-14 |
113-24 |
117-31 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-21 |
129-00 |
121-12 |
|
| R3 |
126-16 |
124-28 |
120-07 |
|
| R2 |
122-12 |
122-12 |
119-27 |
|
| R1 |
120-24 |
120-24 |
119-15 |
119-16 |
| PP |
118-08 |
118-08 |
118-08 |
117-20 |
| S1 |
116-19 |
116-19 |
118-23 |
115-11 |
| S2 |
114-03 |
114-03 |
118-11 |
|
| S3 |
109-30 |
112-14 |
117-31 |
|
| S4 |
105-26 |
108-10 |
116-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-29 |
115-24 |
5-06 |
4.3% |
2-02 |
1.7% |
65% |
False |
False |
420,302 |
| 10 |
123-23 |
115-24 |
8-00 |
6.7% |
1-30 |
1.6% |
42% |
False |
False |
317,624 |
| 20 |
123-23 |
115-24 |
8-00 |
6.7% |
1-20 |
1.4% |
42% |
False |
False |
246,619 |
| 40 |
130-30 |
115-24 |
15-07 |
12.8% |
1-21 |
1.4% |
22% |
False |
False |
198,822 |
| 60 |
132-18 |
115-24 |
16-26 |
14.1% |
1-28 |
1.6% |
20% |
False |
False |
197,526 |
| 80 |
132-18 |
115-24 |
16-26 |
14.1% |
1-29 |
1.6% |
20% |
False |
False |
170,935 |
| 100 |
136-17 |
115-24 |
20-26 |
17.5% |
1-31 |
1.7% |
16% |
False |
False |
136,918 |
| 120 |
140-16 |
115-24 |
24-24 |
20.8% |
2-00 |
1.7% |
14% |
False |
False |
114,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-29 |
|
2.618 |
124-19 |
|
1.618 |
122-18 |
|
1.000 |
121-10 |
|
0.618 |
120-17 |
|
HIGH |
119-08 |
|
0.618 |
118-16 |
|
0.500 |
118-08 |
|
0.382 |
118-00 |
|
LOW |
117-08 |
|
0.618 |
115-31 |
|
1.000 |
115-06 |
|
1.618 |
113-30 |
|
2.618 |
111-29 |
|
4.250 |
108-19 |
|
|
| Fisher Pivots for day following 29-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-18 |
| PP |
118-17 |
118-01 |
| S1 |
118-08 |
117-16 |
|