ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-08 |
118-11 |
0-03 |
0.1% |
114-31 |
| High |
118-13 |
119-10 |
0-28 |
0.8% |
118-22 |
| Low |
117-12 |
117-31 |
0-20 |
0.5% |
114-24 |
| Close |
118-08 |
118-30 |
0-22 |
0.6% |
118-17 |
| Range |
1-02 |
1-10 |
0-09 |
26.9% |
3-30 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.1% |
0-00 |
| Volume |
282,646 |
215,162 |
-67,484 |
-23.9% |
1,021,757 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
122-05 |
119-21 |
|
| R3 |
121-12 |
120-26 |
119-10 |
|
| R2 |
120-02 |
120-02 |
119-06 |
|
| R1 |
119-16 |
119-16 |
119-02 |
119-25 |
| PP |
118-24 |
118-24 |
118-24 |
118-28 |
| S1 |
118-06 |
118-06 |
118-26 |
118-14 |
| S2 |
117-13 |
117-13 |
118-22 |
|
| S3 |
116-02 |
116-27 |
118-18 |
|
| S4 |
114-24 |
115-16 |
118-07 |
|
|
| 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 |
119-10 |
117-12 |
1-30 |
1.6% |
1-06 |
1.0% |
81% |
True |
False |
209,111 |
| 10 |
119-10 |
113-22 |
5-20 |
4.7% |
1-14 |
1.2% |
94% |
True |
False |
209,075 |
| 20 |
119-10 |
111-22 |
7-20 |
6.4% |
1-16 |
1.3% |
95% |
True |
False |
220,447 |
| 40 |
122-11 |
111-22 |
10-22 |
9.0% |
1-20 |
1.4% |
68% |
False |
False |
169,631 |
| 60 |
126-29 |
111-22 |
15-08 |
12.8% |
1-17 |
1.3% |
48% |
False |
False |
113,162 |
| 80 |
130-15 |
111-22 |
18-26 |
15.8% |
1-20 |
1.4% |
39% |
False |
False |
84,912 |
| 100 |
130-15 |
111-22 |
18-26 |
15.8% |
1-18 |
1.3% |
39% |
False |
False |
67,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-30 |
|
2.618 |
122-25 |
|
1.618 |
121-14 |
|
1.000 |
120-20 |
|
0.618 |
120-04 |
|
HIGH |
119-10 |
|
0.618 |
118-25 |
|
0.500 |
118-20 |
|
0.382 |
118-15 |
|
LOW |
117-31 |
|
0.618 |
117-05 |
|
1.000 |
116-20 |
|
1.618 |
115-26 |
|
2.618 |
114-16 |
|
4.250 |
112-10 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-27 |
118-24 |
| PP |
118-24 |
118-17 |
| S1 |
118-20 |
118-10 |
|