ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 12-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
110-15 |
112-15 |
2-00 |
1.8% |
112-17 |
High |
112-22 |
113-11 |
0-21 |
0.6% |
113-11 |
Low |
110-08 |
112-12 |
2-04 |
1.9% |
110-08 |
Close |
112-08 |
113-00 |
0-24 |
0.7% |
113-00 |
Range |
2-14 |
0-31 |
-1-15 |
-60.3% |
3-03 |
ATR |
0-00 |
1-20 |
1-20 |
|
0-00 |
Volume |
12 |
26 |
14 |
116.7% |
125 |
|
Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-26 |
115-12 |
113-17 |
|
R3 |
114-27 |
114-13 |
113-09 |
|
R2 |
113-28 |
113-28 |
113-06 |
|
R1 |
113-14 |
113-14 |
113-03 |
113-21 |
PP |
112-29 |
112-29 |
112-29 |
113-00 |
S1 |
112-15 |
112-15 |
112-29 |
112-22 |
S2 |
111-30 |
111-30 |
112-26 |
|
S3 |
110-31 |
111-16 |
112-23 |
|
S4 |
110-00 |
110-17 |
112-15 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-15 |
120-11 |
114-22 |
|
R3 |
118-12 |
117-08 |
113-27 |
|
R2 |
115-09 |
115-09 |
113-18 |
|
R1 |
114-05 |
114-05 |
113-09 |
114-23 |
PP |
112-06 |
112-06 |
112-06 |
112-16 |
S1 |
111-02 |
111-02 |
112-23 |
111-20 |
S2 |
109-03 |
109-03 |
112-14 |
|
S3 |
106-00 |
107-31 |
112-05 |
|
S4 |
102-29 |
104-28 |
111-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
117-15 |
2.618 |
115-28 |
1.618 |
114-29 |
1.000 |
114-10 |
0.618 |
113-30 |
HIGH |
113-11 |
0.618 |
112-31 |
0.500 |
112-28 |
0.382 |
112-24 |
LOW |
112-12 |
0.618 |
111-25 |
1.000 |
111-13 |
1.618 |
110-26 |
2.618 |
109-27 |
4.250 |
108-08 |
|
|
Fisher Pivots for day following 12-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
112-30 |
112-19 |
PP |
112-29 |
112-06 |
S1 |
112-28 |
111-26 |
|