ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 17-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
116-03 |
1-04 |
1.0% |
113-20 |
| High |
116-08 |
117-04 |
0-28 |
0.8% |
114-26 |
| Low |
114-19 |
115-21 |
1-02 |
0.9% |
111-22 |
| Close |
115-22 |
116-10 |
0-20 |
0.5% |
114-10 |
| Range |
1-21 |
1-15 |
-0-06 |
-11.3% |
3-04 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.8% |
0-00 |
| Volume |
152,448 |
259,514 |
107,066 |
70.2% |
1,261,727 |
|
| Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
120-00 |
117-04 |
|
| R3 |
119-10 |
118-17 |
116-23 |
|
| R2 |
117-27 |
117-27 |
116-19 |
|
| R1 |
117-02 |
117-02 |
116-14 |
117-14 |
| PP |
116-12 |
116-12 |
116-12 |
116-18 |
| S1 |
115-19 |
115-19 |
116-06 |
116-00 |
| S2 |
114-29 |
114-29 |
116-01 |
|
| S3 |
113-14 |
114-04 |
115-29 |
|
| S4 |
111-31 |
112-21 |
115-16 |
|
|
| 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 |
117-04 |
111-22 |
5-14 |
4.7% |
1-18 |
1.4% |
85% |
True |
False |
233,628 |
| 10 |
117-04 |
111-22 |
5-14 |
4.7% |
1-18 |
1.4% |
85% |
True |
False |
233,129 |
| 20 |
121-31 |
111-22 |
10-10 |
8.9% |
1-26 |
1.6% |
45% |
False |
False |
220,992 |
| 40 |
124-21 |
111-22 |
13-00 |
11.2% |
1-18 |
1.3% |
36% |
False |
False |
111,870 |
| 60 |
129-16 |
111-22 |
17-26 |
15.3% |
1-18 |
1.3% |
26% |
False |
False |
74,641 |
| 80 |
130-15 |
111-22 |
18-26 |
16.2% |
1-20 |
1.4% |
25% |
False |
False |
55,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-12 |
|
2.618 |
120-31 |
|
1.618 |
119-16 |
|
1.000 |
118-19 |
|
0.618 |
118-01 |
|
HIGH |
117-04 |
|
0.618 |
116-18 |
|
0.500 |
116-12 |
|
0.382 |
116-07 |
|
LOW |
115-21 |
|
0.618 |
114-24 |
|
1.000 |
114-06 |
|
1.618 |
113-09 |
|
2.618 |
111-26 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 17-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-12 |
116-03 |
| PP |
116-12 |
115-29 |
| S1 |
116-11 |
115-22 |
|