ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-14 |
113-19 |
0-05 |
0.1% |
117-10 |
| High |
114-03 |
113-21 |
-0-14 |
-0.4% |
117-13 |
| Low |
113-04 |
112-00 |
-1-04 |
-1.0% |
112-31 |
| Close |
113-20 |
112-22 |
-0-30 |
-0.8% |
113-07 |
| Range |
0-31 |
1-21 |
0-22 |
71.0% |
4-14 |
| ATR |
1-22 |
1-22 |
0-00 |
-0.2% |
0-00 |
| Volume |
184,368 |
192,105 |
7,737 |
4.2% |
1,325,866 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-24 |
116-28 |
113-19 |
|
| R3 |
116-03 |
115-07 |
113-05 |
|
| R2 |
114-14 |
114-14 |
113-00 |
|
| R1 |
113-18 |
113-18 |
112-27 |
113-06 |
| PP |
112-25 |
112-25 |
112-25 |
112-19 |
| S1 |
111-29 |
111-29 |
112-17 |
111-16 |
| S2 |
111-04 |
111-04 |
112-12 |
|
| S3 |
109-15 |
110-08 |
112-07 |
|
| S4 |
107-26 |
108-19 |
111-25 |
|
|
| 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 |
116-08 |
112-00 |
4-08 |
3.8% |
1-18 |
1.4% |
16% |
False |
True |
232,630 |
| 10 |
117-27 |
112-00 |
5-27 |
5.2% |
1-23 |
1.5% |
12% |
False |
True |
279,150 |
| 20 |
122-11 |
112-00 |
10-11 |
9.2% |
1-23 |
1.5% |
7% |
False |
True |
164,863 |
| 40 |
126-29 |
112-00 |
14-29 |
13.2% |
1-18 |
1.4% |
5% |
False |
True |
82,671 |
| 60 |
130-15 |
112-00 |
18-15 |
16.4% |
1-21 |
1.5% |
4% |
False |
True |
55,182 |
| 80 |
130-15 |
112-00 |
18-15 |
16.4% |
1-20 |
1.4% |
4% |
False |
True |
41,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-22 |
|
2.618 |
118-00 |
|
1.618 |
116-11 |
|
1.000 |
115-10 |
|
0.618 |
114-22 |
|
HIGH |
113-21 |
|
0.618 |
113-01 |
|
0.500 |
112-26 |
|
0.382 |
112-20 |
|
LOW |
112-00 |
|
0.618 |
110-31 |
|
1.000 |
110-11 |
|
1.618 |
109-10 |
|
2.618 |
107-21 |
|
4.250 |
104-31 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
112-26 |
113-06 |
| PP |
112-25 |
113-01 |
| S1 |
112-24 |
112-27 |
|