ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 18-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
116-03 |
115-28 |
-0-06 |
-0.2% |
113-20 |
High |
117-04 |
115-30 |
-1-06 |
-1.0% |
114-26 |
Low |
115-21 |
113-31 |
-1-22 |
-1.5% |
111-22 |
Close |
116-10 |
114-06 |
-2-04 |
-1.8% |
114-10 |
Range |
1-15 |
1-31 |
0-16 |
34.0% |
3-04 |
ATR |
1-21 |
1-22 |
0-02 |
3.0% |
0-00 |
Volume |
259,514 |
223,080 |
-36,434 |
-14.0% |
1,261,727 |
|
Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-19 |
119-11 |
115-08 |
|
R3 |
118-20 |
117-12 |
114-23 |
|
R2 |
116-21 |
116-21 |
114-17 |
|
R1 |
115-13 |
115-13 |
114-11 |
115-02 |
PP |
114-22 |
114-22 |
114-22 |
114-16 |
S1 |
113-14 |
113-14 |
114-00 |
113-03 |
S2 |
112-23 |
112-23 |
113-26 |
|
S3 |
110-24 |
111-15 |
113-20 |
|
S4 |
108-25 |
109-16 |
113-03 |
|
|
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 |
113-17 |
3-19 |
3.1% |
1-15 |
1.3% |
18% |
False |
False |
224,529 |
10 |
117-04 |
111-22 |
5-14 |
4.8% |
1-18 |
1.4% |
46% |
False |
False |
231,819 |
20 |
121-31 |
111-22 |
10-10 |
9.0% |
1-27 |
1.6% |
24% |
False |
False |
230,603 |
40 |
124-10 |
111-22 |
12-20 |
11.1% |
1-18 |
1.4% |
20% |
False |
False |
117,443 |
60 |
129-16 |
111-22 |
17-26 |
15.6% |
1-18 |
1.4% |
14% |
False |
False |
78,353 |
80 |
130-15 |
111-22 |
18-26 |
16.5% |
1-21 |
1.4% |
13% |
False |
False |
58,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-10 |
2.618 |
121-03 |
1.618 |
119-04 |
1.000 |
117-29 |
0.618 |
117-05 |
HIGH |
115-30 |
0.618 |
115-06 |
0.500 |
114-30 |
0.382 |
114-23 |
LOW |
113-31 |
0.618 |
112-24 |
1.000 |
112-00 |
1.618 |
110-25 |
2.618 |
108-26 |
4.250 |
105-19 |
|
|
Fisher Pivots for day following 18-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
114-30 |
115-18 |
PP |
114-22 |
115-03 |
S1 |
114-14 |
114-20 |
|