ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
114-08 |
-0-18 |
-0.5% |
118-23 |
| High |
115-02 |
115-18 |
0-16 |
0.4% |
118-25 |
| Low |
113-16 |
113-04 |
-0-12 |
-0.3% |
114-16 |
| Close |
114-04 |
115-00 |
0-28 |
0.8% |
114-22 |
| Range |
1-18 |
2-14 |
0-28 |
56.0% |
4-09 |
| ATR |
1-22 |
1-24 |
0-02 |
3.1% |
0-00 |
| Volume |
3,950 |
12,377 |
8,427 |
213.3% |
266,627 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-28 |
120-28 |
116-11 |
|
| R3 |
119-14 |
118-14 |
115-21 |
|
| R2 |
117-00 |
117-00 |
115-14 |
|
| R1 |
116-00 |
116-00 |
115-07 |
116-16 |
| PP |
114-18 |
114-18 |
114-18 |
114-26 |
| S1 |
113-18 |
113-18 |
114-25 |
114-02 |
| S2 |
112-04 |
112-04 |
114-18 |
|
| S3 |
109-22 |
111-04 |
114-11 |
|
| S4 |
107-08 |
108-22 |
113-21 |
|
|
| 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 |
116-04 |
113-04 |
3-00 |
2.6% |
1-18 |
1.4% |
63% |
False |
True |
11,980 |
| 10 |
119-08 |
113-04 |
6-04 |
5.3% |
1-23 |
1.5% |
31% |
False |
True |
81,498 |
| 20 |
123-23 |
113-04 |
10-19 |
9.2% |
1-25 |
1.5% |
18% |
False |
True |
182,487 |
| 40 |
127-26 |
113-04 |
14-22 |
12.8% |
1-21 |
1.4% |
13% |
False |
True |
175,242 |
| 60 |
132-18 |
113-04 |
19-14 |
16.9% |
1-25 |
1.6% |
10% |
False |
True |
170,754 |
| 80 |
132-18 |
113-04 |
19-14 |
16.9% |
1-28 |
1.6% |
10% |
False |
True |
174,189 |
| 100 |
134-00 |
113-04 |
20-28 |
18.2% |
1-30 |
1.7% |
9% |
False |
True |
139,909 |
| 120 |
140-16 |
113-04 |
27-12 |
23.8% |
1-31 |
1.7% |
7% |
False |
True |
116,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-30 |
|
2.618 |
121-30 |
|
1.618 |
119-16 |
|
1.000 |
118-00 |
|
0.618 |
117-02 |
|
HIGH |
115-18 |
|
0.618 |
114-20 |
|
0.500 |
114-11 |
|
0.382 |
114-02 |
|
LOW |
113-04 |
|
0.618 |
111-20 |
|
1.000 |
110-22 |
|
1.618 |
109-06 |
|
2.618 |
106-24 |
|
4.250 |
102-24 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-25 |
114-25 |
| PP |
114-18 |
114-18 |
| S1 |
114-11 |
114-11 |
|