ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-08 |
115-00 |
0-23 |
0.6% |
113-20 |
| High |
115-09 |
116-08 |
0-31 |
0.8% |
114-26 |
| Low |
114-08 |
114-19 |
0-11 |
0.3% |
111-22 |
| Close |
115-05 |
115-22 |
0-17 |
0.5% |
114-10 |
| Range |
1-01 |
1-21 |
0-20 |
60.6% |
3-04 |
| ATR |
1-21 |
1-21 |
0-00 |
0.0% |
0-00 |
| Volume |
188,591 |
152,448 |
-36,143 |
-19.2% |
1,261,727 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-15 |
119-24 |
116-19 |
|
| R3 |
118-26 |
118-03 |
116-05 |
|
| R2 |
117-05 |
117-05 |
116-00 |
|
| R1 |
116-14 |
116-14 |
115-27 |
116-26 |
| PP |
115-16 |
115-16 |
115-16 |
115-22 |
| S1 |
114-25 |
114-25 |
115-17 |
115-04 |
| S2 |
113-27 |
113-27 |
115-12 |
|
| S3 |
112-06 |
113-04 |
115-07 |
|
| S4 |
110-17 |
111-15 |
114-25 |
|
|
| 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 |
116-08 |
111-22 |
4-18 |
4.0% |
1-20 |
1.4% |
88% |
True |
False |
220,146 |
| 10 |
116-15 |
111-22 |
4-26 |
4.1% |
1-18 |
1.3% |
84% |
False |
False |
233,477 |
| 20 |
121-31 |
111-22 |
10-10 |
8.9% |
1-25 |
1.5% |
39% |
False |
False |
209,010 |
| 40 |
126-07 |
111-22 |
14-18 |
12.6% |
1-18 |
1.4% |
28% |
False |
False |
105,383 |
| 60 |
129-16 |
111-22 |
17-26 |
15.4% |
1-18 |
1.3% |
23% |
False |
False |
70,323 |
| 80 |
130-15 |
111-22 |
18-26 |
16.2% |
1-20 |
1.4% |
21% |
False |
False |
52,749 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-09 |
|
2.618 |
120-19 |
|
1.618 |
118-30 |
|
1.000 |
117-29 |
|
0.618 |
117-09 |
|
HIGH |
116-08 |
|
0.618 |
115-20 |
|
0.500 |
115-14 |
|
0.382 |
115-07 |
|
LOW |
114-19 |
|
0.618 |
113-18 |
|
1.000 |
112-30 |
|
1.618 |
111-29 |
|
2.618 |
110-08 |
|
4.250 |
107-18 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-19 |
115-14 |
| PP |
115-16 |
115-05 |
| S1 |
115-14 |
114-28 |
|