ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 11-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2009 |
11-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
111-22 |
110-15 |
-1-07 |
-1.1% |
116-02 |
| High |
112-04 |
112-22 |
0-18 |
0.5% |
116-02 |
| Low |
110-26 |
110-08 |
-0-18 |
-0.5% |
111-26 |
| Close |
111-12 |
112-08 |
0-28 |
0.8% |
111-28 |
| Range |
1-10 |
2-14 |
1-04 |
85.7% |
4-08 |
| ATR |
|
|
|
|
|
| Volume |
37 |
12 |
-25 |
-67.6% |
393 |
|
| Daily Pivots for day following 11-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-03 |
113-19 |
|
| R3 |
116-19 |
115-21 |
112-29 |
|
| R2 |
114-05 |
114-05 |
112-22 |
|
| R1 |
113-07 |
113-07 |
112-15 |
113-22 |
| PP |
111-23 |
111-23 |
111-23 |
111-31 |
| S1 |
110-25 |
110-25 |
112-01 |
111-08 |
| S2 |
109-09 |
109-09 |
111-26 |
|
| S3 |
106-27 |
108-11 |
111-19 |
|
| S4 |
104-13 |
105-29 |
110-29 |
|
|
| 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 |
123-02 |
|
2.618 |
119-02 |
|
1.618 |
116-20 |
|
1.000 |
115-04 |
|
0.618 |
114-06 |
|
HIGH |
112-22 |
|
0.618 |
111-24 |
|
0.500 |
111-15 |
|
0.382 |
111-06 |
|
LOW |
110-08 |
|
0.618 |
108-24 |
|
1.000 |
107-26 |
|
1.618 |
106-10 |
|
2.618 |
103-28 |
|
4.250 |
99-28 |
|
|
| Fisher Pivots for day following 11-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
112-00 |
112-00 |
| PP |
111-23 |
111-23 |
| S1 |
111-15 |
111-15 |
|