ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
118-03 |
1-15 |
1.3% |
114-31 |
| High |
118-10 |
118-22 |
0-12 |
0.3% |
118-22 |
| Low |
116-06 |
117-20 |
1-13 |
1.2% |
114-24 |
| Close |
118-00 |
118-17 |
0-16 |
0.4% |
118-17 |
| Range |
2-03 |
1-02 |
-1-00 |
-48.5% |
3-30 |
| ATR |
1-22 |
1-21 |
-0-01 |
-2.6% |
0-00 |
| Volume |
242,550 |
238,772 |
-3,778 |
-1.6% |
1,021,757 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-16 |
121-03 |
119-04 |
|
| R3 |
120-14 |
120-01 |
118-26 |
|
| R2 |
119-11 |
119-11 |
118-23 |
|
| R1 |
118-30 |
118-30 |
118-20 |
119-05 |
| PP |
118-09 |
118-09 |
118-09 |
118-12 |
| S1 |
117-28 |
117-28 |
118-14 |
118-02 |
| S2 |
117-06 |
117-06 |
118-11 |
|
| S3 |
116-04 |
116-25 |
118-08 |
|
| S4 |
115-01 |
115-23 |
117-30 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
127-26 |
120-23 |
|
| R3 |
125-07 |
123-27 |
119-20 |
|
| R2 |
121-09 |
121-09 |
119-08 |
|
| R1 |
119-29 |
119-29 |
118-29 |
120-19 |
| PP |
117-10 |
117-10 |
117-10 |
117-21 |
| S1 |
115-30 |
115-30 |
118-05 |
116-20 |
| S2 |
113-12 |
113-12 |
117-26 |
|
| S3 |
109-13 |
112-00 |
117-14 |
|
| S4 |
105-15 |
108-01 |
116-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-22 |
114-24 |
3-30 |
3.3% |
1-20 |
1.4% |
96% |
True |
False |
204,351 |
| 10 |
118-22 |
113-22 |
5-00 |
4.2% |
1-18 |
1.3% |
97% |
True |
False |
210,760 |
| 20 |
118-22 |
111-22 |
7-00 |
5.9% |
1-20 |
1.4% |
98% |
True |
False |
234,759 |
| 40 |
122-11 |
111-22 |
10-22 |
9.0% |
1-19 |
1.3% |
64% |
False |
False |
149,511 |
| 60 |
129-16 |
111-22 |
17-26 |
15.0% |
1-18 |
1.3% |
38% |
False |
False |
99,743 |
| 80 |
130-15 |
111-22 |
18-26 |
15.9% |
1-21 |
1.4% |
36% |
False |
False |
74,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-09 |
|
2.618 |
121-16 |
|
1.618 |
120-14 |
|
1.000 |
119-24 |
|
0.618 |
119-11 |
|
HIGH |
118-22 |
|
0.618 |
118-09 |
|
0.500 |
118-05 |
|
0.382 |
118-01 |
|
LOW |
117-20 |
|
0.618 |
116-30 |
|
1.000 |
116-17 |
|
1.618 |
115-28 |
|
2.618 |
114-25 |
|
4.250 |
113-01 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-05 |
| PP |
118-09 |
117-26 |
| S1 |
118-05 |
117-14 |
|