ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-12 |
116-20 |
-0-24 |
-0.7% |
114-08 |
| High |
117-30 |
118-10 |
0-12 |
0.3% |
117-04 |
| Low |
116-10 |
116-06 |
-0-04 |
-0.1% |
113-22 |
| Close |
116-18 |
118-00 |
1-14 |
1.2% |
114-28 |
| Range |
1-20 |
2-03 |
0-15 |
28.8% |
3-14 |
| ATR |
1-21 |
1-22 |
0-01 |
1.8% |
0-00 |
| Volume |
202,964 |
242,550 |
39,586 |
19.5% |
1,085,847 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-25 |
123-00 |
119-05 |
|
| R3 |
121-22 |
120-29 |
118-19 |
|
| R2 |
119-19 |
119-19 |
118-13 |
|
| R1 |
118-26 |
118-26 |
118-07 |
119-06 |
| PP |
117-16 |
117-16 |
117-16 |
117-22 |
| S1 |
116-23 |
116-23 |
117-26 |
117-04 |
| S2 |
115-13 |
115-13 |
117-20 |
|
| S3 |
113-10 |
114-20 |
117-14 |
|
| S4 |
111-07 |
112-17 |
116-28 |
|
|
| 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 |
118-10 |
113-22 |
4-20 |
3.9% |
1-22 |
1.4% |
94% |
True |
False |
209,039 |
| 10 |
118-10 |
113-17 |
4-24 |
4.0% |
1-19 |
1.3% |
94% |
True |
False |
216,784 |
| 20 |
118-10 |
111-22 |
6-20 |
5.6% |
1-22 |
1.4% |
96% |
True |
False |
241,768 |
| 40 |
122-11 |
111-22 |
10-22 |
9.0% |
1-19 |
1.3% |
59% |
False |
False |
143,550 |
| 60 |
129-16 |
111-22 |
17-26 |
15.1% |
1-18 |
1.3% |
36% |
False |
False |
95,764 |
| 80 |
130-15 |
111-22 |
18-26 |
15.9% |
1-21 |
1.4% |
34% |
False |
False |
71,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-06 |
|
2.618 |
123-25 |
|
1.618 |
121-22 |
|
1.000 |
120-12 |
|
0.618 |
119-19 |
|
HIGH |
118-10 |
|
0.618 |
117-16 |
|
0.500 |
117-08 |
|
0.382 |
117-00 |
|
LOW |
116-06 |
|
0.618 |
114-29 |
|
1.000 |
114-04 |
|
1.618 |
112-26 |
|
2.618 |
110-23 |
|
4.250 |
107-10 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-24 |
117-22 |
| PP |
117-16 |
117-12 |
| S1 |
117-08 |
117-02 |
|