ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-28 |
114-08 |
-1-20 |
-1.4% |
114-08 |
| High |
115-30 |
115-03 |
-0-27 |
-0.7% |
117-04 |
| Low |
113-31 |
113-22 |
-0-09 |
-0.2% |
113-22 |
| Close |
114-06 |
114-28 |
0-22 |
0.6% |
114-28 |
| Range |
1-31 |
1-13 |
-0-18 |
-28.6% |
3-14 |
| ATR |
1-22 |
1-22 |
-0-01 |
-1.2% |
0-00 |
| Volume |
223,080 |
262,214 |
39,134 |
17.5% |
1,085,847 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
118-07 |
115-20 |
|
| R3 |
117-12 |
116-26 |
115-08 |
|
| R2 |
115-30 |
115-30 |
115-04 |
|
| R1 |
115-13 |
115-13 |
115-00 |
115-22 |
| PP |
114-18 |
114-18 |
114-18 |
114-22 |
| S1 |
114-00 |
114-00 |
114-23 |
114-09 |
| S2 |
113-04 |
113-04 |
114-19 |
|
| S3 |
111-24 |
112-19 |
114-15 |
|
| S4 |
110-10 |
111-06 |
114-03 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
123-20 |
116-24 |
|
| R3 |
122-03 |
120-06 |
115-26 |
|
| R2 |
118-21 |
118-21 |
115-16 |
|
| R1 |
116-24 |
116-24 |
115-06 |
117-23 |
| PP |
115-07 |
115-07 |
115-07 |
115-22 |
| S1 |
113-10 |
113-10 |
114-17 |
114-09 |
| S2 |
111-25 |
111-25 |
114-07 |
|
| S3 |
108-11 |
109-28 |
113-29 |
|
| S4 |
104-29 |
106-14 |
112-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-04 |
113-22 |
3-14 |
3.0% |
1-16 |
1.3% |
34% |
False |
True |
217,169 |
| 10 |
117-04 |
111-22 |
5-14 |
4.7% |
1-17 |
1.3% |
58% |
False |
False |
234,757 |
| 20 |
119-18 |
111-22 |
7-28 |
6.9% |
1-23 |
1.5% |
40% |
False |
False |
239,117 |
| 40 |
124-10 |
111-22 |
12-20 |
11.0% |
1-19 |
1.4% |
25% |
False |
False |
123,993 |
| 60 |
129-16 |
111-22 |
17-26 |
15.5% |
1-18 |
1.4% |
18% |
False |
False |
82,721 |
| 80 |
130-15 |
111-22 |
18-26 |
16.4% |
1-21 |
1.4% |
17% |
False |
False |
62,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-02 |
|
2.618 |
118-25 |
|
1.618 |
117-12 |
|
1.000 |
116-16 |
|
0.618 |
115-31 |
|
HIGH |
115-03 |
|
0.618 |
114-18 |
|
0.500 |
114-12 |
|
0.382 |
114-07 |
|
LOW |
113-22 |
|
0.618 |
112-26 |
|
1.000 |
112-09 |
|
1.618 |
111-13 |
|
2.618 |
110-00 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
115-13 |
| PP |
114-18 |
115-07 |
| S1 |
114-12 |
115-01 |
|