ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
116-14 |
-2-09 |
-1.9% |
119-15 |
| High |
118-25 |
117-00 |
-1-24 |
-1.5% |
119-28 |
| Low |
115-30 |
115-28 |
-0-02 |
-0.1% |
115-24 |
| Close |
116-00 |
116-24 |
0-25 |
0.7% |
119-03 |
| Range |
2-27 |
1-04 |
-1-22 |
-59.9% |
4-04 |
| ATR |
1-29 |
1-27 |
-0-02 |
-2.8% |
0-00 |
| Volume |
127,746 |
47,319 |
-80,427 |
-63.0% |
1,731,918 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
119-16 |
117-13 |
|
| R3 |
118-27 |
118-12 |
117-03 |
|
| R2 |
117-22 |
117-22 |
116-31 |
|
| R1 |
117-07 |
117-07 |
116-28 |
117-15 |
| PP |
116-18 |
116-18 |
116-18 |
116-21 |
| S1 |
116-03 |
116-03 |
116-21 |
116-10 |
| S2 |
115-13 |
115-13 |
116-18 |
|
| S3 |
114-09 |
114-30 |
116-14 |
|
| S4 |
113-04 |
113-26 |
116-04 |
|
|
| 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 |
119-08 |
115-24 |
3-17 |
3.0% |
2-05 |
1.8% |
29% |
False |
False |
333,109 |
| 10 |
123-10 |
115-24 |
7-18 |
6.5% |
2-00 |
1.7% |
14% |
False |
False |
300,435 |
| 20 |
123-23 |
115-24 |
8-00 |
6.8% |
1-23 |
1.5% |
13% |
False |
False |
238,067 |
| 40 |
128-08 |
115-24 |
12-16 |
10.7% |
1-20 |
1.4% |
8% |
False |
False |
196,162 |
| 60 |
132-18 |
115-24 |
16-26 |
14.4% |
1-27 |
1.6% |
6% |
False |
False |
192,958 |
| 80 |
132-18 |
115-24 |
16-26 |
14.4% |
1-30 |
1.7% |
6% |
False |
False |
173,064 |
| 100 |
136-17 |
115-24 |
20-26 |
17.8% |
2-00 |
1.7% |
5% |
False |
False |
138,660 |
| 120 |
140-16 |
115-24 |
24-24 |
21.2% |
2-00 |
1.7% |
4% |
False |
False |
115,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
120-00 |
|
1.618 |
118-28 |
|
1.000 |
118-05 |
|
0.618 |
117-23 |
|
HIGH |
117-00 |
|
0.618 |
116-19 |
|
0.500 |
116-14 |
|
0.382 |
116-10 |
|
LOW |
115-28 |
|
0.618 |
115-05 |
|
1.000 |
114-24 |
|
1.618 |
114-01 |
|
2.618 |
112-28 |
|
4.250 |
111-01 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-21 |
117-18 |
| PP |
116-18 |
117-10 |
| S1 |
116-14 |
117-01 |
|