ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-20 |
113-14 |
-0-06 |
-0.2% |
117-10 |
| High |
114-12 |
114-03 |
-0-09 |
-0.2% |
117-13 |
| Low |
113-02 |
113-04 |
0-02 |
0.1% |
112-31 |
| Close |
113-14 |
113-20 |
0-06 |
0.2% |
113-07 |
| Range |
1-10 |
0-31 |
-0-11 |
-26.2% |
4-14 |
| ATR |
1-24 |
1-22 |
-0-02 |
-3.2% |
0-00 |
| Volume |
317,664 |
184,368 |
-133,296 |
-42.0% |
1,325,866 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-17 |
116-02 |
114-06 |
|
| R3 |
115-18 |
115-03 |
113-29 |
|
| R2 |
114-19 |
114-19 |
113-26 |
|
| R1 |
114-04 |
114-04 |
113-23 |
114-11 |
| PP |
113-20 |
113-20 |
113-20 |
113-24 |
| S1 |
113-05 |
113-05 |
113-18 |
113-12 |
| S2 |
112-21 |
112-21 |
113-15 |
|
| S3 |
111-22 |
112-06 |
113-12 |
|
| S4 |
110-23 |
111-07 |
113-03 |
|
|
| 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 |
116-15 |
112-31 |
3-16 |
3.1% |
1-16 |
1.3% |
19% |
False |
False |
246,807 |
| 10 |
117-27 |
112-31 |
4-28 |
4.3% |
1-26 |
1.6% |
14% |
False |
False |
276,588 |
| 20 |
122-11 |
112-31 |
9-12 |
8.2% |
1-23 |
1.5% |
7% |
False |
False |
155,363 |
| 40 |
126-29 |
112-31 |
13-30 |
12.3% |
1-18 |
1.4% |
5% |
False |
False |
77,872 |
| 60 |
130-15 |
112-31 |
17-16 |
15.4% |
1-21 |
1.5% |
4% |
False |
False |
51,980 |
| 80 |
130-15 |
112-31 |
17-16 |
15.4% |
1-20 |
1.4% |
4% |
False |
False |
38,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-07 |
|
2.618 |
116-20 |
|
1.618 |
115-21 |
|
1.000 |
115-02 |
|
0.618 |
114-22 |
|
HIGH |
114-03 |
|
0.618 |
113-23 |
|
0.500 |
113-20 |
|
0.382 |
113-16 |
|
LOW |
113-04 |
|
0.618 |
112-17 |
|
1.000 |
112-05 |
|
1.618 |
111-18 |
|
2.618 |
110-19 |
|
4.250 |
109-00 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-20 |
113-26 |
| PP |
113-20 |
113-24 |
| S1 |
113-20 |
113-22 |
|