ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 02-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2009 |
02-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
115-00 |
-2-10 |
-2.0% |
118-01 |
| High |
117-13 |
115-18 |
-1-27 |
-1.6% |
118-16 |
| Low |
114-16 |
114-14 |
-0-02 |
-0.1% |
114-12 |
| Close |
114-18 |
115-11 |
0-25 |
0.7% |
117-21 |
| Range |
2-29 |
1-04 |
-1-25 |
-61.3% |
4-04 |
| ATR |
1-27 |
1-25 |
-0-02 |
-2.8% |
0-00 |
| Volume |
305,437 |
288,422 |
-17,015 |
-5.6% |
1,020,955 |
|
| Daily Pivots for day following 02-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
118-01 |
115-31 |
|
| R3 |
117-12 |
116-29 |
115-21 |
|
| R2 |
116-08 |
116-08 |
115-18 |
|
| R1 |
115-25 |
115-25 |
115-14 |
116-00 |
| PP |
115-04 |
115-04 |
115-04 |
115-07 |
| S1 |
114-21 |
114-21 |
115-08 |
114-28 |
| S2 |
114-00 |
114-00 |
115-04 |
|
| S3 |
112-28 |
113-17 |
115-01 |
|
| S4 |
111-24 |
112-13 |
114-23 |
|
|
| 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 |
117-27 |
114-12 |
3-15 |
3.0% |
2-04 |
1.9% |
28% |
False |
False |
306,369 |
| 10 |
121-31 |
114-12 |
7-19 |
6.6% |
1-31 |
1.7% |
13% |
False |
False |
184,544 |
| 20 |
122-11 |
114-12 |
7-31 |
6.9% |
1-21 |
1.4% |
12% |
False |
False |
93,906 |
| 40 |
126-29 |
114-12 |
12-17 |
10.9% |
1-17 |
1.3% |
8% |
False |
False |
47,052 |
| 60 |
130-15 |
114-12 |
16-03 |
14.0% |
1-21 |
1.4% |
6% |
False |
False |
31,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-11 |
|
2.618 |
118-16 |
|
1.618 |
117-12 |
|
1.000 |
116-22 |
|
0.618 |
116-08 |
|
HIGH |
115-18 |
|
0.618 |
115-04 |
|
0.500 |
115-00 |
|
0.382 |
114-28 |
|
LOW |
114-14 |
|
0.618 |
113-24 |
|
1.000 |
113-10 |
|
1.618 |
112-20 |
|
2.618 |
111-16 |
|
4.250 |
109-21 |
|
|
| Fisher Pivots for day following 02-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-07 |
116-04 |
| PP |
115-04 |
115-28 |
| S1 |
115-00 |
115-20 |
|