ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-19 |
114-08 |
0-22 |
0.6% |
113-20 |
| High |
114-26 |
115-09 |
0-15 |
0.4% |
114-26 |
| Low |
113-17 |
114-08 |
0-23 |
0.6% |
111-22 |
| Close |
114-10 |
115-05 |
0-27 |
0.7% |
114-10 |
| Range |
1-09 |
1-01 |
-0-08 |
-19.5% |
3-04 |
| ATR |
1-23 |
1-21 |
-0-02 |
-2.8% |
0-00 |
| Volume |
299,012 |
188,591 |
-110,421 |
-36.9% |
1,261,727 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-00 |
117-19 |
115-23 |
|
| R3 |
116-31 |
116-18 |
115-14 |
|
| R2 |
115-30 |
115-30 |
115-11 |
|
| R1 |
115-17 |
115-17 |
115-08 |
115-24 |
| PP |
114-29 |
114-29 |
114-29 |
115-00 |
| S1 |
114-16 |
114-16 |
115-02 |
114-22 |
| S2 |
113-28 |
113-28 |
114-31 |
|
| S3 |
112-27 |
113-15 |
114-28 |
|
| S4 |
111-26 |
112-14 |
114-19 |
|
|
| 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 |
115-09 |
111-22 |
3-20 |
3.1% |
1-15 |
1.3% |
97% |
True |
False |
226,530 |
| 10 |
116-15 |
111-22 |
4-26 |
4.2% |
1-16 |
1.3% |
73% |
False |
False |
247,074 |
| 20 |
122-07 |
111-22 |
10-18 |
9.2% |
1-25 |
1.6% |
33% |
False |
False |
202,309 |
| 40 |
126-07 |
111-22 |
14-18 |
12.6% |
1-18 |
1.4% |
24% |
False |
False |
101,573 |
| 60 |
129-16 |
111-22 |
17-26 |
15.5% |
1-18 |
1.4% |
20% |
False |
False |
67,784 |
| 80 |
130-15 |
111-22 |
18-26 |
16.3% |
1-20 |
1.4% |
19% |
False |
False |
50,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-21 |
|
2.618 |
117-31 |
|
1.618 |
116-30 |
|
1.000 |
116-10 |
|
0.618 |
115-29 |
|
HIGH |
115-09 |
|
0.618 |
114-28 |
|
0.500 |
114-24 |
|
0.382 |
114-21 |
|
LOW |
114-08 |
|
0.618 |
113-20 |
|
1.000 |
113-07 |
|
1.618 |
112-19 |
|
2.618 |
111-18 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-01 |
114-19 |
| PP |
114-29 |
114-01 |
| S1 |
114-24 |
113-15 |
|