ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 08-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2009 |
08-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
115-02 |
-1-00 |
-0.9% |
118-23 |
| High |
116-04 |
115-26 |
-0-10 |
-0.3% |
118-25 |
| Low |
114-16 |
114-18 |
0-02 |
0.0% |
114-16 |
| Close |
114-22 |
114-28 |
0-06 |
0.2% |
114-22 |
| Range |
1-20 |
1-08 |
-0-12 |
-22.3% |
4-09 |
| ATR |
1-26 |
1-25 |
-0-01 |
-2.2% |
0-00 |
| Volume |
21,561 |
11,601 |
-9,960 |
-46.2% |
266,627 |
|
| Daily Pivots for day following 08-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-26 |
118-03 |
115-18 |
|
| R3 |
117-18 |
116-27 |
115-07 |
|
| R2 |
116-10 |
116-10 |
115-03 |
|
| R1 |
115-19 |
115-19 |
115-00 |
115-11 |
| PP |
115-02 |
115-02 |
115-02 |
114-30 |
| S1 |
114-11 |
114-11 |
114-24 |
114-03 |
| S2 |
113-26 |
113-26 |
114-21 |
|
| S3 |
112-18 |
113-03 |
114-17 |
|
| S4 |
111-10 |
111-27 |
114-06 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
126-01 |
117-01 |
|
| R3 |
124-18 |
121-24 |
115-27 |
|
| R2 |
120-08 |
120-08 |
115-15 |
|
| R1 |
117-15 |
117-15 |
115-02 |
116-23 |
| PP |
116-00 |
116-00 |
116-00 |
115-20 |
| S1 |
113-06 |
113-06 |
114-09 |
112-14 |
| S2 |
111-22 |
111-22 |
113-28 |
|
| S3 |
107-14 |
108-29 |
113-16 |
|
| S4 |
103-04 |
104-20 |
112-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-28 |
114-16 |
3-12 |
3.0% |
1-15 |
1.3% |
11% |
False |
False |
30,096 |
| 10 |
119-28 |
114-16 |
5-12 |
4.7% |
1-28 |
1.6% |
7% |
False |
False |
201,014 |
| 20 |
123-23 |
114-16 |
9-07 |
8.0% |
1-24 |
1.5% |
4% |
False |
False |
207,700 |
| 40 |
128-08 |
114-16 |
13-24 |
12.0% |
1-21 |
1.4% |
3% |
False |
False |
183,769 |
| 60 |
132-18 |
114-16 |
18-02 |
15.7% |
1-26 |
1.6% |
2% |
False |
False |
181,026 |
| 80 |
132-18 |
114-16 |
18-02 |
15.7% |
1-30 |
1.7% |
2% |
False |
False |
174,116 |
| 100 |
136-17 |
114-16 |
22-01 |
19.2% |
1-31 |
1.7% |
2% |
False |
False |
139,670 |
| 120 |
140-16 |
114-16 |
26-00 |
22.6% |
1-31 |
1.7% |
1% |
False |
False |
116,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
119-02 |
|
1.618 |
117-26 |
|
1.000 |
117-02 |
|
0.618 |
116-18 |
|
HIGH |
115-26 |
|
0.618 |
115-10 |
|
0.500 |
115-06 |
|
0.382 |
115-01 |
|
LOW |
114-18 |
|
0.618 |
113-25 |
|
1.000 |
113-10 |
|
1.618 |
112-17 |
|
2.618 |
111-09 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 08-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-06 |
116-02 |
| PP |
115-02 |
115-21 |
| S1 |
114-31 |
115-09 |
|