ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
112-17 |
111-22 |
-0-27 |
-0.7% |
116-02 |
| High |
112-21 |
112-04 |
-0-17 |
-0.5% |
116-02 |
| Low |
112-00 |
110-26 |
-1-06 |
-1.1% |
111-26 |
| Close |
112-11 |
111-12 |
-0-31 |
-0.9% |
111-28 |
| Range |
0-21 |
1-10 |
0-21 |
100.0% |
4-08 |
| ATR |
|
|
|
|
|
| Volume |
19 |
37 |
18 |
94.7% |
393 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-12 |
114-22 |
112-03 |
|
| R3 |
114-02 |
113-12 |
111-24 |
|
| R2 |
112-24 |
112-24 |
111-20 |
|
| R1 |
112-02 |
112-02 |
111-16 |
111-24 |
| PP |
111-14 |
111-14 |
111-14 |
111-09 |
| S1 |
110-24 |
110-24 |
111-08 |
110-14 |
| S2 |
110-04 |
110-04 |
111-04 |
|
| S3 |
108-26 |
109-14 |
111-00 |
|
| S4 |
107-16 |
108-04 |
110-21 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
123-06 |
114-07 |
|
| R3 |
121-24 |
118-30 |
113-01 |
|
| R2 |
117-16 |
117-16 |
112-21 |
|
| R1 |
114-22 |
114-22 |
112-08 |
113-31 |
| PP |
113-08 |
113-08 |
113-08 |
112-28 |
| S1 |
110-14 |
110-14 |
111-16 |
109-23 |
| S2 |
109-00 |
109-00 |
111-03 |
|
| S3 |
104-24 |
106-06 |
110-23 |
|
| S4 |
100-16 |
101-30 |
109-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-22 |
|
2.618 |
115-18 |
|
1.618 |
114-08 |
|
1.000 |
113-14 |
|
0.618 |
112-30 |
|
HIGH |
112-04 |
|
0.618 |
111-20 |
|
0.500 |
111-15 |
|
0.382 |
111-10 |
|
LOW |
110-26 |
|
0.618 |
110-00 |
|
1.000 |
109-16 |
|
1.618 |
108-22 |
|
2.618 |
107-12 |
|
4.250 |
105-08 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
111-15 |
111-28 |
| PP |
111-14 |
111-23 |
| S1 |
111-13 |
111-17 |
|