ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-08 |
114-31 |
0-23 |
0.6% |
114-08 |
| High |
115-03 |
116-13 |
1-10 |
1.1% |
117-04 |
| Low |
113-22 |
114-24 |
1-02 |
0.9% |
113-22 |
| Close |
114-28 |
116-12 |
1-16 |
1.3% |
114-28 |
| Range |
1-13 |
1-22 |
0-08 |
18.9% |
3-14 |
| ATR |
1-22 |
1-22 |
0-00 |
0.0% |
0-00 |
| Volume |
262,214 |
166,922 |
-95,292 |
-36.3% |
1,085,847 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-09 |
117-09 |
|
| R3 |
119-06 |
118-19 |
116-26 |
|
| R2 |
117-16 |
117-16 |
116-21 |
|
| R1 |
116-30 |
116-30 |
116-16 |
117-07 |
| PP |
115-27 |
115-27 |
115-27 |
115-31 |
| S1 |
115-08 |
115-08 |
116-07 |
115-18 |
| S2 |
114-05 |
114-05 |
116-02 |
|
| S3 |
112-16 |
113-19 |
115-29 |
|
| S4 |
110-26 |
111-29 |
115-14 |
|
|
| 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% |
1-20 |
1.4% |
78% |
False |
False |
212,835 |
| 10 |
117-04 |
111-22 |
5-14 |
4.7% |
1-18 |
1.3% |
86% |
False |
False |
219,683 |
| 20 |
118-16 |
111-22 |
6-26 |
5.9% |
1-23 |
1.5% |
69% |
False |
False |
243,065 |
| 40 |
124-10 |
111-22 |
12-20 |
10.9% |
1-19 |
1.4% |
37% |
False |
False |
128,165 |
| 60 |
129-16 |
111-22 |
17-26 |
15.3% |
1-18 |
1.3% |
26% |
False |
False |
85,502 |
| 80 |
130-15 |
111-22 |
18-26 |
16.2% |
1-21 |
1.4% |
25% |
False |
False |
64,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-16 |
|
2.618 |
120-25 |
|
1.618 |
119-04 |
|
1.000 |
118-02 |
|
0.618 |
117-14 |
|
HIGH |
116-13 |
|
0.618 |
115-25 |
|
0.500 |
115-18 |
|
0.382 |
115-12 |
|
LOW |
114-24 |
|
0.618 |
113-22 |
|
1.000 |
113-02 |
|
1.618 |
112-01 |
|
2.618 |
110-11 |
|
4.250 |
107-20 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-03 |
115-30 |
| PP |
115-27 |
115-16 |
| S1 |
115-18 |
115-02 |
|