ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-15 |
116-06 |
0-23 |
0.6% |
118-01 |
| High |
116-15 |
116-08 |
-0-07 |
-0.2% |
118-16 |
| Low |
115-05 |
114-02 |
-1-04 |
-1.0% |
114-12 |
| Close |
116-08 |
114-14 |
-1-26 |
-1.6% |
117-21 |
| Range |
1-10 |
2-06 |
0-28 |
67.9% |
4-04 |
| ATR |
1-24 |
1-25 |
0-01 |
1.8% |
0-00 |
| Volume |
262,990 |
236,179 |
-26,811 |
-10.2% |
1,020,955 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-17 |
120-06 |
115-21 |
|
| R3 |
119-10 |
117-31 |
115-01 |
|
| R2 |
117-04 |
117-04 |
114-27 |
|
| R1 |
115-25 |
115-25 |
114-20 |
115-11 |
| PP |
114-29 |
114-29 |
114-29 |
114-22 |
| S1 |
113-18 |
113-18 |
114-08 |
113-04 |
| S2 |
112-23 |
112-23 |
114-01 |
|
| S3 |
110-16 |
111-12 |
113-27 |
|
| S4 |
108-10 |
109-05 |
113-07 |
|
|
| 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 |
114-02 |
3-26 |
3.3% |
1-29 |
1.7% |
10% |
False |
True |
294,393 |
| 10 |
121-31 |
114-02 |
7-30 |
6.9% |
2-03 |
1.8% |
5% |
False |
True |
229,387 |
| 20 |
122-11 |
114-02 |
8-10 |
7.3% |
1-24 |
1.5% |
5% |
False |
True |
118,815 |
| 40 |
126-29 |
114-02 |
12-28 |
11.2% |
1-18 |
1.4% |
3% |
False |
True |
59,519 |
| 60 |
130-15 |
114-02 |
16-14 |
14.4% |
1-22 |
1.5% |
2% |
False |
True |
39,733 |
| 80 |
130-15 |
114-02 |
16-14 |
14.4% |
1-19 |
1.4% |
2% |
False |
True |
29,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-20 |
|
2.618 |
122-01 |
|
1.618 |
119-26 |
|
1.000 |
118-14 |
|
0.618 |
117-20 |
|
HIGH |
116-08 |
|
0.618 |
115-13 |
|
0.500 |
115-05 |
|
0.382 |
114-28 |
|
LOW |
114-02 |
|
0.618 |
112-22 |
|
1.000 |
111-27 |
|
1.618 |
110-15 |
|
2.618 |
108-09 |
|
4.250 |
104-22 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-05 |
115-08 |
| PP |
114-29 |
115-00 |
| S1 |
114-22 |
114-23 |
|