ECBOT 30 Year Treasury Bond Future September 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 |
120-06 |
121-07 |
1-01 |
0.9% |
119-08 |
| High |
121-13 |
121-31 |
0-18 |
0.5% |
122-11 |
| Low |
119-30 |
118-21 |
-1-09 |
-1.1% |
119-08 |
| Close |
121-04 |
119-00 |
-2-04 |
-1.8% |
121-18 |
| Range |
1-15 |
3-10 |
1-27 |
125.5% |
3-03 |
| ATR |
1-14 |
1-18 |
0-04 |
9.2% |
0-00 |
| Volume |
30,847 |
91,935 |
61,088 |
198.0% |
11,451 |
|
| Daily Pivots for day following 21-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-26 |
127-23 |
120-26 |
|
| R3 |
126-16 |
124-13 |
119-29 |
|
| R2 |
123-06 |
123-06 |
119-19 |
|
| R1 |
121-03 |
121-03 |
119-10 |
120-16 |
| PP |
119-28 |
119-28 |
119-28 |
119-18 |
| S1 |
117-25 |
117-25 |
118-22 |
117-06 |
| S2 |
116-18 |
116-18 |
118-13 |
|
| S3 |
113-08 |
114-15 |
118-03 |
|
| S4 |
109-30 |
111-05 |
117-06 |
|
|
| Weekly Pivots for week ending 15-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-11 |
129-01 |
123-08 |
|
| R3 |
127-08 |
125-30 |
122-13 |
|
| R2 |
124-05 |
124-05 |
122-04 |
|
| R1 |
122-27 |
122-27 |
121-27 |
123-16 |
| PP |
121-02 |
121-02 |
121-02 |
121-12 |
| S1 |
119-24 |
119-24 |
121-09 |
120-13 |
| S2 |
117-31 |
117-31 |
121-00 |
|
| S3 |
114-28 |
116-21 |
120-23 |
|
| S4 |
111-25 |
113-18 |
119-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-11 |
118-21 |
3-22 |
3.1% |
1-25 |
1.5% |
9% |
False |
True |
32,823 |
| 10 |
122-11 |
118-06 |
4-05 |
3.5% |
1-17 |
1.3% |
20% |
False |
False |
17,368 |
| 20 |
124-10 |
118-06 |
6-04 |
5.1% |
1-14 |
1.2% |
13% |
False |
False |
8,869 |
| 40 |
129-16 |
118-06 |
11-10 |
9.5% |
1-15 |
1.2% |
7% |
False |
False |
4,523 |
| 60 |
130-15 |
118-06 |
12-09 |
10.3% |
1-20 |
1.4% |
7% |
False |
False |
3,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-02 |
|
2.618 |
130-21 |
|
1.618 |
127-11 |
|
1.000 |
125-09 |
|
0.618 |
124-01 |
|
HIGH |
121-31 |
|
0.618 |
120-23 |
|
0.500 |
120-10 |
|
0.382 |
119-29 |
|
LOW |
118-21 |
|
0.618 |
116-19 |
|
1.000 |
115-11 |
|
1.618 |
113-09 |
|
2.618 |
109-31 |
|
4.250 |
104-18 |
|
|
| Fisher Pivots for day following 21-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
120-10 |
120-10 |
| PP |
119-28 |
119-28 |
| S1 |
119-14 |
119-14 |
|