ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
118-23 |
0-13 |
0.3% |
114-31 |
| High |
119-04 |
118-27 |
-0-10 |
-0.2% |
118-22 |
| Low |
118-01 |
117-15 |
-0-18 |
-0.5% |
114-24 |
| Close |
118-18 |
118-12 |
-0-06 |
-0.2% |
118-17 |
| Range |
1-04 |
1-12 |
0-08 |
23.9% |
3-30 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.1% |
0-00 |
| Volume |
159,092 |
149,884 |
-9,208 |
-5.8% |
1,021,757 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-11 |
121-23 |
119-04 |
|
| R3 |
120-31 |
120-11 |
118-24 |
|
| R2 |
119-19 |
119-19 |
118-20 |
|
| R1 |
118-31 |
118-31 |
118-16 |
118-19 |
| PP |
118-07 |
118-07 |
118-07 |
118-01 |
| S1 |
117-19 |
117-19 |
118-07 |
117-07 |
| S2 |
116-27 |
116-27 |
118-03 |
|
| S3 |
115-15 |
116-07 |
117-31 |
|
| S4 |
114-03 |
114-27 |
117-19 |
|
|
| 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 |
119-04 |
116-06 |
2-30 |
2.5% |
1-15 |
1.2% |
73% |
False |
False |
198,652 |
| 10 |
119-04 |
113-22 |
5-14 |
4.6% |
1-17 |
1.3% |
86% |
False |
False |
207,554 |
| 20 |
119-04 |
111-22 |
7-15 |
6.3% |
1-18 |
1.3% |
90% |
False |
False |
220,515 |
| 40 |
122-11 |
111-22 |
10-22 |
9.0% |
1-19 |
1.4% |
63% |
False |
False |
157,211 |
| 60 |
126-29 |
111-22 |
15-08 |
12.9% |
1-17 |
1.3% |
44% |
False |
False |
104,873 |
| 80 |
130-15 |
111-22 |
18-26 |
15.9% |
1-20 |
1.4% |
36% |
False |
False |
78,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-22 |
|
2.618 |
122-14 |
|
1.618 |
121-02 |
|
1.000 |
120-07 |
|
0.618 |
119-22 |
|
HIGH |
118-27 |
|
0.618 |
118-10 |
|
0.500 |
118-05 |
|
0.382 |
118-00 |
|
LOW |
117-15 |
|
0.618 |
116-20 |
|
1.000 |
116-03 |
|
1.618 |
115-08 |
|
2.618 |
113-28 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-09 |
118-11 |
| PP |
118-07 |
118-10 |
| S1 |
118-05 |
118-10 |
|