ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-02 |
115-00 |
-0-02 |
-0.1% |
118-23 |
| High |
115-26 |
115-17 |
-0-08 |
-0.2% |
118-25 |
| Low |
114-18 |
114-19 |
0-02 |
0.0% |
114-16 |
| Close |
114-28 |
115-02 |
0-06 |
0.2% |
114-22 |
| Range |
1-08 |
0-30 |
-0-10 |
-25.0% |
4-09 |
| ATR |
1-25 |
1-23 |
-0-02 |
-3.4% |
0-00 |
| Volume |
11,601 |
10,411 |
-1,190 |
-10.3% |
266,627 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-28 |
117-13 |
115-19 |
|
| R3 |
116-30 |
116-15 |
115-11 |
|
| R2 |
116-00 |
116-00 |
115-08 |
|
| R1 |
115-17 |
115-17 |
115-05 |
115-25 |
| PP |
115-02 |
115-02 |
115-02 |
115-06 |
| S1 |
114-19 |
114-19 |
115-00 |
114-27 |
| S2 |
114-04 |
114-04 |
114-29 |
|
| S3 |
113-06 |
113-21 |
114-26 |
|
| S4 |
112-08 |
112-23 |
114-18 |
|
|
| 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 |
2.9% |
1-14 |
1.3% |
17% |
False |
False |
22,714 |
| 10 |
119-08 |
114-16 |
4-24 |
4.1% |
1-25 |
1.6% |
12% |
False |
False |
177,912 |
| 20 |
123-23 |
114-16 |
9-07 |
8.0% |
1-23 |
1.5% |
6% |
False |
False |
198,540 |
| 40 |
128-08 |
114-16 |
13-24 |
11.9% |
1-20 |
1.4% |
4% |
False |
False |
180,344 |
| 60 |
132-18 |
114-16 |
18-02 |
15.7% |
1-25 |
1.6% |
3% |
False |
False |
177,265 |
| 80 |
132-18 |
114-16 |
18-02 |
15.7% |
1-29 |
1.7% |
3% |
False |
False |
174,099 |
| 100 |
136-17 |
114-16 |
22-01 |
19.1% |
1-31 |
1.7% |
3% |
False |
False |
139,769 |
| 120 |
140-16 |
114-16 |
26-00 |
22.6% |
1-31 |
1.7% |
2% |
False |
False |
116,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-16 |
|
2.618 |
118-00 |
|
1.618 |
117-02 |
|
1.000 |
116-15 |
|
0.618 |
116-04 |
|
HIGH |
115-17 |
|
0.618 |
115-06 |
|
0.500 |
115-02 |
|
0.382 |
114-30 |
|
LOW |
114-19 |
|
0.618 |
114-00 |
|
1.000 |
113-21 |
|
1.618 |
113-02 |
|
2.618 |
112-04 |
|
4.250 |
110-20 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-10 |
| PP |
115-02 |
115-07 |
| S1 |
115-02 |
115-05 |
|