ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
112-20 |
113-19 |
1-00 |
0.9% |
113-20 |
| High |
114-04 |
114-26 |
0-22 |
0.6% |
114-26 |
| Low |
111-22 |
113-17 |
1-28 |
1.7% |
111-22 |
| Close |
113-18 |
114-10 |
0-24 |
0.7% |
114-10 |
| Range |
2-14 |
1-09 |
-1-06 |
-47.8% |
3-04 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.9% |
0-00 |
| Volume |
268,578 |
299,012 |
30,434 |
11.3% |
1,261,727 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-02 |
117-15 |
115-01 |
|
| R3 |
116-25 |
116-06 |
114-21 |
|
| R2 |
115-16 |
115-16 |
114-18 |
|
| R1 |
114-29 |
114-29 |
114-14 |
115-06 |
| PP |
114-07 |
114-07 |
114-07 |
114-12 |
| S1 |
113-20 |
113-20 |
114-06 |
113-30 |
| S2 |
112-30 |
112-30 |
114-02 |
|
| S3 |
111-21 |
112-11 |
113-31 |
|
| S4 |
110-12 |
111-02 |
113-19 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
121-26 |
116-01 |
|
| R3 |
119-28 |
118-21 |
115-06 |
|
| R2 |
116-24 |
116-24 |
114-28 |
|
| R1 |
115-17 |
115-17 |
114-19 |
116-04 |
| PP |
113-19 |
113-19 |
113-19 |
113-29 |
| S1 |
112-12 |
112-12 |
114-01 |
113-00 |
| S2 |
110-15 |
110-15 |
113-24 |
|
| S3 |
107-10 |
109-08 |
113-14 |
|
| S4 |
104-06 |
106-03 |
112-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-26 |
111-22 |
3-04 |
2.7% |
1-17 |
1.3% |
84% |
True |
False |
252,345 |
| 10 |
117-13 |
111-22 |
5-24 |
5.0% |
1-22 |
1.5% |
46% |
False |
False |
258,759 |
| 20 |
122-11 |
111-22 |
10-22 |
9.3% |
1-26 |
1.6% |
25% |
False |
False |
193,031 |
| 40 |
126-07 |
111-22 |
14-18 |
12.7% |
1-19 |
1.4% |
18% |
False |
False |
96,859 |
| 60 |
130-15 |
111-22 |
18-26 |
16.4% |
1-19 |
1.4% |
14% |
False |
False |
64,641 |
| 80 |
130-15 |
111-22 |
18-26 |
16.4% |
1-20 |
1.4% |
14% |
False |
False |
48,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-08 |
|
2.618 |
118-05 |
|
1.618 |
116-28 |
|
1.000 |
116-03 |
|
0.618 |
115-19 |
|
HIGH |
114-26 |
|
0.618 |
114-10 |
|
0.500 |
114-06 |
|
0.382 |
114-01 |
|
LOW |
113-17 |
|
0.618 |
112-24 |
|
1.000 |
112-08 |
|
1.618 |
111-15 |
|
2.618 |
110-06 |
|
4.250 |
108-03 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-08 |
113-31 |
| PP |
114-07 |
113-19 |
| S1 |
114-06 |
113-08 |
|