ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 03-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2009 |
03-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
115-15 |
0-15 |
0.4% |
118-01 |
| High |
115-18 |
116-15 |
0-29 |
0.8% |
118-16 |
| Low |
114-14 |
115-05 |
0-23 |
0.6% |
114-12 |
| Close |
115-11 |
116-08 |
0-29 |
0.8% |
117-21 |
| Range |
1-04 |
1-10 |
0-06 |
16.7% |
4-04 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.9% |
0-00 |
| Volume |
288,422 |
262,990 |
-25,432 |
-8.8% |
1,020,955 |
|
| Daily Pivots for day following 03-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-29 |
119-12 |
116-31 |
|
| R3 |
118-19 |
118-02 |
116-20 |
|
| R2 |
117-09 |
117-09 |
116-16 |
|
| R1 |
116-24 |
116-24 |
116-12 |
117-00 |
| PP |
115-31 |
115-31 |
115-31 |
116-03 |
| S1 |
115-14 |
115-14 |
116-04 |
115-22 |
| S2 |
114-21 |
114-21 |
116-00 |
|
| S3 |
113-11 |
114-04 |
115-28 |
|
| S4 |
112-01 |
112-26 |
115-17 |
|
|
| 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 |
114-14 |
3-13 |
2.9% |
1-27 |
1.6% |
53% |
False |
False |
325,669 |
| 10 |
121-31 |
114-12 |
7-19 |
6.5% |
2-01 |
1.8% |
25% |
False |
False |
208,854 |
| 20 |
122-11 |
114-12 |
7-31 |
6.9% |
1-22 |
1.5% |
24% |
False |
False |
107,035 |
| 40 |
126-29 |
114-12 |
12-17 |
10.8% |
1-17 |
1.3% |
15% |
False |
False |
53,616 |
| 60 |
130-15 |
114-12 |
16-03 |
13.8% |
1-21 |
1.4% |
12% |
False |
False |
35,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-02 |
|
2.618 |
119-29 |
|
1.618 |
118-19 |
|
1.000 |
117-25 |
|
0.618 |
117-09 |
|
HIGH |
116-15 |
|
0.618 |
115-31 |
|
0.500 |
115-26 |
|
0.382 |
115-21 |
|
LOW |
115-05 |
|
0.618 |
114-11 |
|
1.000 |
113-27 |
|
1.618 |
113-01 |
|
2.618 |
111-23 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 03-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-03 |
116-04 |
| PP |
115-31 |
116-01 |
| S1 |
115-26 |
115-30 |
|