ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-14 |
116-28 |
0-14 |
0.4% |
119-15 |
| High |
117-00 |
117-28 |
0-28 |
0.7% |
119-28 |
| Low |
115-28 |
116-20 |
0-24 |
0.6% |
115-24 |
| Close |
116-24 |
117-22 |
0-29 |
0.8% |
119-03 |
| Range |
1-04 |
1-09 |
0-04 |
12.3% |
4-04 |
| ATR |
1-27 |
1-26 |
-0-01 |
-2.2% |
0-00 |
| Volume |
47,319 |
41,507 |
-5,812 |
-12.3% |
1,731,918 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-08 |
120-24 |
118-12 |
|
| R3 |
119-30 |
119-14 |
118-01 |
|
| R2 |
118-22 |
118-22 |
117-29 |
|
| R1 |
118-06 |
118-06 |
117-25 |
118-14 |
| PP |
117-12 |
117-12 |
117-12 |
117-16 |
| S1 |
116-28 |
116-28 |
117-18 |
117-04 |
| S2 |
116-04 |
116-04 |
117-14 |
|
| S3 |
114-26 |
115-20 |
117-10 |
|
| S4 |
113-18 |
114-10 |
116-31 |
|
|
| 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 |
119-08 |
115-27 |
3-14 |
2.9% |
1-27 |
1.6% |
53% |
False |
False |
273,869 |
| 10 |
123-10 |
115-24 |
7-18 |
6.4% |
2-01 |
1.7% |
26% |
False |
False |
283,039 |
| 20 |
123-23 |
115-24 |
8-00 |
6.8% |
1-24 |
1.5% |
24% |
False |
False |
234,463 |
| 40 |
128-08 |
115-24 |
12-16 |
10.6% |
1-20 |
1.4% |
15% |
False |
False |
192,613 |
| 60 |
132-18 |
115-24 |
16-26 |
14.3% |
1-26 |
1.6% |
12% |
False |
False |
189,462 |
| 80 |
132-18 |
115-24 |
16-26 |
14.3% |
1-30 |
1.6% |
12% |
False |
False |
173,558 |
| 100 |
136-17 |
115-24 |
20-26 |
17.7% |
2-00 |
1.7% |
9% |
False |
False |
139,073 |
| 120 |
140-16 |
115-24 |
24-24 |
21.0% |
2-00 |
1.7% |
8% |
False |
False |
115,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-11 |
|
2.618 |
121-08 |
|
1.618 |
119-31 |
|
1.000 |
119-06 |
|
0.618 |
118-22 |
|
HIGH |
117-28 |
|
0.618 |
117-13 |
|
0.500 |
117-08 |
|
0.382 |
117-03 |
|
LOW |
116-20 |
|
0.618 |
115-26 |
|
1.000 |
115-10 |
|
1.618 |
114-17 |
|
2.618 |
113-08 |
|
4.250 |
111-05 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-17 |
117-18 |
| PP |
117-12 |
117-14 |
| S1 |
117-08 |
117-10 |
|