ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-05 |
117-10 |
1-05 |
1.0% |
118-01 |
| High |
117-27 |
117-13 |
-0-14 |
-0.4% |
118-16 |
| Low |
115-27 |
114-16 |
-1-11 |
-1.2% |
114-12 |
| Close |
117-21 |
114-18 |
-3-03 |
-2.6% |
117-21 |
| Range |
2-00 |
2-29 |
0-29 |
45.3% |
4-04 |
| ATR |
1-24 |
1-27 |
0-03 |
5.8% |
0-00 |
| Volume |
378,938 |
305,437 |
-73,501 |
-19.4% |
1,020,955 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
122-09 |
116-05 |
|
| R3 |
121-10 |
119-12 |
115-12 |
|
| R2 |
118-13 |
118-13 |
115-03 |
|
| R1 |
116-15 |
116-15 |
114-27 |
116-00 |
| PP |
115-16 |
115-16 |
115-16 |
115-08 |
| S1 |
113-18 |
113-18 |
114-09 |
113-02 |
| S2 |
112-19 |
112-19 |
114-01 |
|
| S3 |
109-22 |
110-21 |
113-24 |
|
| S4 |
106-25 |
107-24 |
112-31 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-07 |
127-18 |
119-30 |
|
| R3 |
125-03 |
123-14 |
118-25 |
|
| R2 |
120-31 |
120-31 |
118-13 |
|
| R1 |
119-10 |
119-10 |
118-01 |
118-02 |
| PP |
116-27 |
116-27 |
116-27 |
116-07 |
| S1 |
115-06 |
115-06 |
117-09 |
113-30 |
| S2 |
112-23 |
112-23 |
116-29 |
|
| S3 |
108-19 |
111-02 |
116-17 |
|
| S4 |
104-15 |
106-30 |
115-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-16 |
114-12 |
4-04 |
3.6% |
2-09 |
2.0% |
5% |
False |
False |
265,278 |
| 10 |
122-07 |
114-12 |
7-27 |
6.8% |
2-03 |
1.8% |
2% |
False |
False |
157,544 |
| 20 |
122-11 |
114-12 |
7-31 |
7.0% |
1-21 |
1.4% |
2% |
False |
False |
79,527 |
| 40 |
127-29 |
114-12 |
13-17 |
11.8% |
1-18 |
1.4% |
1% |
False |
False |
39,857 |
| 60 |
130-15 |
114-12 |
16-03 |
14.0% |
1-21 |
1.4% |
1% |
False |
False |
26,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-24 |
|
2.618 |
125-00 |
|
1.618 |
122-03 |
|
1.000 |
120-10 |
|
0.618 |
119-06 |
|
HIGH |
117-13 |
|
0.618 |
116-09 |
|
0.500 |
115-30 |
|
0.382 |
115-20 |
|
LOW |
114-16 |
|
0.618 |
112-23 |
|
1.000 |
111-19 |
|
1.618 |
109-26 |
|
2.618 |
106-29 |
|
4.250 |
102-05 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-30 |
116-05 |
| PP |
115-16 |
115-20 |
| S1 |
115-01 |
115-03 |
|