ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-19 |
112-20 |
-1-00 |
-0.9% |
117-10 |
| High |
113-21 |
114-04 |
0-15 |
0.4% |
117-13 |
| Low |
112-00 |
111-22 |
-0-10 |
-0.3% |
112-31 |
| Close |
112-22 |
113-18 |
0-28 |
0.8% |
113-07 |
| Range |
1-21 |
2-14 |
0-26 |
48.1% |
4-14 |
| ATR |
1-22 |
1-24 |
0-02 |
3.2% |
0-00 |
| Volume |
192,105 |
268,578 |
76,473 |
39.8% |
1,325,866 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-15 |
119-15 |
114-29 |
|
| R3 |
118-01 |
117-01 |
114-08 |
|
| R2 |
115-18 |
115-18 |
114-00 |
|
| R1 |
114-18 |
114-18 |
113-25 |
115-02 |
| PP |
113-04 |
113-04 |
113-04 |
113-12 |
| S1 |
112-04 |
112-04 |
113-11 |
112-20 |
| S2 |
110-21 |
110-21 |
113-04 |
|
| S3 |
108-07 |
109-21 |
112-28 |
|
| S4 |
105-24 |
107-07 |
112-07 |
|
|
| 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 |
114-22 |
111-22 |
3-00 |
2.6% |
1-20 |
1.4% |
63% |
False |
True |
239,110 |
| 10 |
117-27 |
111-22 |
6-06 |
5.4% |
1-24 |
1.6% |
31% |
False |
True |
266,751 |
| 20 |
122-11 |
111-22 |
10-22 |
9.4% |
1-25 |
1.6% |
18% |
False |
True |
178,187 |
| 40 |
126-07 |
111-22 |
14-18 |
12.8% |
1-19 |
1.4% |
13% |
False |
True |
89,384 |
| 60 |
130-15 |
111-22 |
18-26 |
16.6% |
1-21 |
1.5% |
10% |
False |
True |
59,658 |
| 80 |
130-15 |
111-22 |
18-26 |
16.6% |
1-20 |
1.4% |
10% |
False |
True |
44,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-18 |
|
2.618 |
120-18 |
|
1.618 |
118-03 |
|
1.000 |
116-18 |
|
0.618 |
115-21 |
|
HIGH |
114-04 |
|
0.618 |
113-06 |
|
0.500 |
112-29 |
|
0.382 |
112-19 |
|
LOW |
111-22 |
|
0.618 |
110-05 |
|
1.000 |
109-07 |
|
1.618 |
107-22 |
|
2.618 |
105-08 |
|
4.250 |
101-08 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-11 |
113-11 |
| PP |
113-04 |
113-04 |
| S1 |
112-29 |
112-29 |
|