ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-24 |
117-12 |
0-21 |
0.6% |
115-02 |
| High |
117-21 |
118-14 |
0-26 |
0.7% |
116-09 |
| Low |
116-05 |
117-08 |
1-03 |
0.9% |
113-04 |
| Close |
117-05 |
117-25 |
0-20 |
0.5% |
115-25 |
| Range |
1-16 |
1-06 |
-0-10 |
-19.8% |
3-05 |
| ATR |
1-21 |
1-20 |
-0-01 |
-1.5% |
0-00 |
| Volume |
3,671 |
5,013 |
1,342 |
36.6% |
46,289 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
120-26 |
118-14 |
|
| R3 |
120-08 |
119-20 |
118-04 |
|
| R2 |
119-01 |
119-01 |
118-00 |
|
| R1 |
118-13 |
118-13 |
117-29 |
118-23 |
| PP |
117-26 |
117-26 |
117-26 |
118-00 |
| S1 |
117-06 |
117-06 |
117-21 |
117-16 |
| S2 |
116-20 |
116-20 |
117-18 |
|
| S3 |
115-14 |
116-00 |
117-14 |
|
| S4 |
114-07 |
114-26 |
117-04 |
|
|
| 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 |
118-14 |
113-04 |
5-10 |
4.5% |
1-14 |
1.2% |
87% |
True |
False |
6,617 |
| 10 |
118-14 |
113-04 |
5-10 |
4.5% |
1-15 |
1.2% |
87% |
True |
False |
10,910 |
| 20 |
123-10 |
113-04 |
10-06 |
8.6% |
1-24 |
1.5% |
46% |
False |
False |
146,975 |
| 40 |
126-02 |
113-04 |
12-30 |
11.0% |
1-19 |
1.3% |
36% |
False |
False |
161,054 |
| 60 |
130-30 |
113-04 |
17-26 |
15.1% |
1-20 |
1.4% |
26% |
False |
False |
155,540 |
| 80 |
132-18 |
113-04 |
19-14 |
16.5% |
1-26 |
1.5% |
24% |
False |
False |
171,845 |
| 100 |
132-18 |
113-04 |
19-14 |
16.5% |
1-29 |
1.6% |
24% |
False |
False |
140,093 |
| 120 |
140-12 |
113-04 |
27-08 |
23.1% |
1-30 |
1.7% |
17% |
False |
False |
116,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-18 |
|
2.618 |
121-19 |
|
1.618 |
120-13 |
|
1.000 |
119-21 |
|
0.618 |
119-06 |
|
HIGH |
118-14 |
|
0.618 |
118-00 |
|
0.500 |
117-27 |
|
0.382 |
117-23 |
|
LOW |
117-08 |
|
0.618 |
116-16 |
|
1.000 |
116-02 |
|
1.618 |
115-10 |
|
2.618 |
114-03 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-27 |
117-19 |
| PP |
117-26 |
117-12 |
| S1 |
117-26 |
117-06 |
|