ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
114-15 |
-1-23 |
-1.5% |
117-10 |
| High |
116-08 |
114-22 |
-1-18 |
-1.4% |
117-13 |
| Low |
114-02 |
112-31 |
-1-02 |
-0.9% |
112-31 |
| Close |
114-14 |
113-07 |
-1-07 |
-1.1% |
113-07 |
| Range |
2-06 |
1-22 |
-0-16 |
-22.7% |
4-14 |
| ATR |
1-25 |
1-25 |
0-00 |
-0.3% |
0-00 |
| Volume |
236,179 |
232,838 |
-3,341 |
-1.4% |
1,325,866 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-23 |
117-22 |
114-05 |
|
| R3 |
117-01 |
115-31 |
113-22 |
|
| R2 |
115-10 |
115-10 |
113-17 |
|
| R1 |
114-09 |
114-09 |
113-12 |
113-30 |
| PP |
113-20 |
113-20 |
113-20 |
113-15 |
| S1 |
112-18 |
112-18 |
113-02 |
112-08 |
| S2 |
111-29 |
111-29 |
112-29 |
|
| S3 |
110-07 |
110-28 |
112-24 |
|
| S4 |
108-16 |
109-05 |
112-09 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
124-31 |
115-21 |
|
| R3 |
123-13 |
120-17 |
114-14 |
|
| R2 |
118-31 |
118-31 |
114-01 |
|
| R1 |
116-03 |
116-03 |
113-20 |
115-10 |
| PP |
114-17 |
114-17 |
114-17 |
114-04 |
| S1 |
111-21 |
111-21 |
112-26 |
110-28 |
| S2 |
110-03 |
110-03 |
112-13 |
|
| S3 |
105-21 |
107-07 |
112-00 |
|
| S4 |
101-07 |
102-25 |
110-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-13 |
112-31 |
4-14 |
3.9% |
1-27 |
1.6% |
6% |
False |
True |
265,173 |
| 10 |
119-18 |
112-31 |
6-19 |
5.8% |
1-30 |
1.7% |
4% |
False |
True |
243,478 |
| 20 |
122-11 |
112-31 |
9-12 |
8.3% |
1-24 |
1.5% |
3% |
False |
True |
130,423 |
| 40 |
126-29 |
112-31 |
13-30 |
12.3% |
1-18 |
1.4% |
2% |
False |
True |
65,340 |
| 60 |
130-15 |
112-31 |
17-16 |
15.5% |
1-22 |
1.5% |
1% |
False |
True |
43,614 |
| 80 |
130-15 |
112-31 |
17-16 |
15.5% |
1-19 |
1.4% |
1% |
False |
True |
32,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-29 |
|
2.618 |
119-04 |
|
1.618 |
117-14 |
|
1.000 |
116-12 |
|
0.618 |
115-23 |
|
HIGH |
114-22 |
|
0.618 |
114-01 |
|
0.500 |
113-26 |
|
0.382 |
113-20 |
|
LOW |
112-31 |
|
0.618 |
111-29 |
|
1.000 |
111-08 |
|
1.618 |
110-07 |
|
2.618 |
108-16 |
|
4.250 |
105-23 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-26 |
114-23 |
| PP |
113-20 |
114-07 |
| S1 |
113-13 |
113-23 |
|