ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-12 |
117-09 |
-0-04 |
-0.1% |
115-02 |
| High |
118-14 |
117-13 |
-1-02 |
-0.9% |
116-09 |
| Low |
117-08 |
115-14 |
-1-26 |
-1.5% |
113-04 |
| Close |
117-25 |
115-22 |
-2-04 |
-1.8% |
115-25 |
| Range |
1-06 |
1-30 |
0-24 |
62.3% |
3-05 |
| ATR |
1-20 |
1-22 |
0-02 |
3.1% |
0-00 |
| Volume |
5,013 |
6,226 |
1,213 |
24.2% |
46,289 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-01 |
120-26 |
116-24 |
|
| R3 |
120-03 |
118-27 |
116-07 |
|
| R2 |
118-04 |
118-04 |
116-01 |
|
| R1 |
116-29 |
116-29 |
115-27 |
116-17 |
| PP |
116-06 |
116-06 |
116-06 |
116-00 |
| S1 |
114-30 |
114-30 |
115-16 |
114-19 |
| S2 |
114-07 |
114-07 |
115-10 |
|
| S3 |
112-09 |
113-00 |
115-04 |
|
| S4 |
110-10 |
111-01 |
114-19 |
|
|
| 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 |
115-00 |
3-14 |
3.0% |
1-11 |
1.2% |
19% |
False |
False |
5,387 |
| 10 |
118-14 |
113-04 |
5-10 |
4.6% |
1-15 |
1.3% |
48% |
False |
False |
8,683 |
| 20 |
123-10 |
113-04 |
10-06 |
8.8% |
1-25 |
1.5% |
25% |
False |
False |
135,996 |
| 40 |
125-23 |
113-04 |
12-19 |
10.9% |
1-19 |
1.4% |
20% |
False |
False |
156,963 |
| 60 |
130-30 |
113-04 |
17-26 |
15.4% |
1-20 |
1.4% |
14% |
False |
False |
153,861 |
| 80 |
132-18 |
113-04 |
19-14 |
16.8% |
1-26 |
1.6% |
13% |
False |
False |
170,008 |
| 100 |
132-18 |
113-04 |
19-14 |
16.8% |
1-29 |
1.6% |
13% |
False |
False |
140,151 |
| 120 |
140-12 |
113-04 |
27-08 |
23.6% |
1-31 |
1.7% |
9% |
False |
False |
116,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-23 |
|
2.618 |
122-17 |
|
1.618 |
120-18 |
|
1.000 |
119-12 |
|
0.618 |
118-20 |
|
HIGH |
117-13 |
|
0.618 |
116-21 |
|
0.500 |
116-14 |
|
0.382 |
116-06 |
|
LOW |
115-14 |
|
0.618 |
114-08 |
|
1.000 |
113-16 |
|
1.618 |
112-09 |
|
2.618 |
110-11 |
|
4.250 |
107-05 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-30 |
| PP |
116-06 |
116-17 |
| S1 |
115-30 |
116-03 |
|