ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
115-30 |
0-30 |
0.8% |
115-02 |
| High |
116-09 |
116-23 |
0-14 |
0.4% |
116-09 |
| Low |
115-00 |
115-29 |
0-29 |
0.8% |
113-04 |
| Close |
115-25 |
116-20 |
0-27 |
0.7% |
115-25 |
| Range |
1-09 |
0-26 |
-0-15 |
-36.6% |
3-05 |
| ATR |
1-23 |
1-21 |
-0-02 |
-3.3% |
0-00 |
| Volume |
7,950 |
4,075 |
-3,875 |
-48.7% |
46,289 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-27 |
118-18 |
117-02 |
|
| R3 |
118-01 |
117-24 |
116-27 |
|
| R2 |
117-07 |
117-07 |
116-25 |
|
| R1 |
116-30 |
116-30 |
116-22 |
117-02 |
| PP |
116-13 |
116-13 |
116-13 |
116-16 |
| S1 |
116-04 |
116-04 |
116-18 |
116-08 |
| S2 |
115-19 |
115-19 |
116-15 |
|
| S3 |
114-25 |
115-10 |
116-13 |
|
| S4 |
113-31 |
114-16 |
116-06 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
123-10 |
117-17 |
|
| R3 |
121-12 |
120-05 |
116-21 |
|
| R2 |
118-07 |
118-07 |
116-12 |
|
| R1 |
117-00 |
117-00 |
116-02 |
117-20 |
| PP |
115-02 |
115-02 |
115-02 |
115-12 |
| S1 |
113-27 |
113-27 |
115-16 |
114-14 |
| S2 |
111-29 |
111-29 |
115-06 |
|
| S3 |
108-24 |
110-22 |
114-29 |
|
| S4 |
105-19 |
107-17 |
114-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-23 |
113-04 |
3-19 |
3.1% |
1-13 |
1.2% |
97% |
True |
False |
7,752 |
| 10 |
117-28 |
113-04 |
4-24 |
4.1% |
1-14 |
1.2% |
73% |
False |
False |
18,924 |
| 20 |
123-19 |
113-04 |
10-15 |
9.0% |
1-25 |
1.5% |
33% |
False |
False |
166,376 |
| 40 |
127-19 |
113-04 |
14-15 |
12.4% |
1-20 |
1.4% |
24% |
False |
False |
168,116 |
| 60 |
130-30 |
113-04 |
17-26 |
15.3% |
1-20 |
1.4% |
20% |
False |
False |
161,814 |
| 80 |
132-18 |
113-04 |
19-14 |
16.7% |
1-27 |
1.6% |
18% |
False |
False |
173,655 |
| 100 |
132-18 |
113-04 |
19-14 |
16.7% |
1-29 |
1.6% |
18% |
False |
False |
140,015 |
| 120 |
140-12 |
113-04 |
27-08 |
23.4% |
1-30 |
1.7% |
13% |
False |
False |
116,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-06 |
|
2.618 |
118-27 |
|
1.618 |
118-01 |
|
1.000 |
117-17 |
|
0.618 |
117-07 |
|
HIGH |
116-23 |
|
0.618 |
116-13 |
|
0.500 |
116-10 |
|
0.382 |
116-07 |
|
LOW |
115-29 |
|
0.618 |
115-13 |
|
1.000 |
115-03 |
|
1.618 |
114-19 |
|
2.618 |
113-25 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-17 |
116-02 |
| PP |
116-13 |
115-16 |
| S1 |
116-10 |
114-30 |
|