ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
115-24 |
-1-17 |
-1.3% |
115-30 |
| High |
117-13 |
116-10 |
-1-04 |
-0.9% |
118-14 |
| Low |
115-14 |
115-10 |
-0-04 |
-0.1% |
115-10 |
| Close |
115-22 |
116-00 |
0-10 |
0.3% |
116-00 |
| Range |
1-30 |
0-31 |
-1-00 |
-50.4% |
3-04 |
| ATR |
1-22 |
1-20 |
-0-02 |
-3.0% |
0-00 |
| Volume |
6,226 |
2,420 |
-3,806 |
-61.1% |
21,405 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-25 |
118-12 |
116-17 |
|
| R3 |
117-26 |
117-12 |
116-09 |
|
| R2 |
116-27 |
116-27 |
116-06 |
|
| R1 |
116-14 |
116-14 |
116-03 |
116-20 |
| PP |
115-28 |
115-28 |
115-28 |
115-31 |
| S1 |
115-14 |
115-14 |
115-29 |
115-21 |
| S2 |
114-29 |
114-29 |
115-26 |
|
| S3 |
113-30 |
114-16 |
115-23 |
|
| S4 |
112-31 |
113-16 |
115-15 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-31 |
124-04 |
117-23 |
|
| R3 |
122-27 |
121-00 |
116-28 |
|
| R2 |
119-23 |
119-23 |
116-18 |
|
| R1 |
117-28 |
117-28 |
116-09 |
118-25 |
| PP |
116-19 |
116-19 |
116-19 |
117-02 |
| S1 |
114-24 |
114-24 |
115-23 |
115-21 |
| S2 |
113-15 |
113-15 |
115-14 |
|
| S3 |
110-11 |
111-20 |
115-04 |
|
| S4 |
107-07 |
108-16 |
114-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-14 |
115-10 |
3-04 |
2.7% |
1-09 |
1.1% |
22% |
False |
True |
4,281 |
| 10 |
118-14 |
113-04 |
5-10 |
4.6% |
1-12 |
1.2% |
54% |
False |
False |
6,769 |
| 20 |
120-29 |
113-04 |
7-25 |
6.7% |
1-21 |
1.4% |
37% |
False |
False |
121,791 |
| 40 |
125-23 |
113-04 |
12-19 |
10.9% |
1-19 |
1.4% |
23% |
False |
False |
152,010 |
| 60 |
130-30 |
113-04 |
17-26 |
15.4% |
1-19 |
1.4% |
16% |
False |
False |
150,322 |
| 80 |
132-18 |
113-04 |
19-14 |
16.8% |
1-26 |
1.6% |
15% |
False |
False |
166,684 |
| 100 |
132-18 |
113-04 |
19-14 |
16.8% |
1-28 |
1.6% |
15% |
False |
False |
140,168 |
| 120 |
140-12 |
113-04 |
27-08 |
23.5% |
1-31 |
1.7% |
11% |
False |
False |
116,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-13 |
|
2.618 |
118-27 |
|
1.618 |
117-28 |
|
1.000 |
117-08 |
|
0.618 |
116-29 |
|
HIGH |
116-10 |
|
0.618 |
115-30 |
|
0.500 |
115-26 |
|
0.382 |
115-22 |
|
LOW |
115-10 |
|
0.618 |
114-23 |
|
1.000 |
114-12 |
|
1.618 |
113-24 |
|
2.618 |
112-25 |
|
4.250 |
111-07 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-30 |
116-28 |
| PP |
115-28 |
116-19 |
| S1 |
115-26 |
116-10 |
|