ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 15-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2009 |
15-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
112-15 |
113-20 |
1-05 |
1.0% |
112-17 |
| High |
113-11 |
113-31 |
0-20 |
0.6% |
113-11 |
| Low |
112-12 |
113-08 |
0-28 |
0.8% |
110-08 |
| Close |
113-00 |
113-27 |
0-27 |
0.7% |
113-00 |
| Range |
0-31 |
0-23 |
-0-08 |
-25.8% |
3-03 |
| ATR |
1-20 |
1-18 |
-0-01 |
-2.9% |
0-00 |
| Volume |
26 |
19 |
-7 |
-26.9% |
125 |
|
| Daily Pivots for day following 15-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-27 |
115-18 |
114-08 |
|
| R3 |
115-04 |
114-27 |
114-01 |
|
| R2 |
114-13 |
114-13 |
113-31 |
|
| R1 |
114-04 |
114-04 |
113-29 |
114-08 |
| PP |
113-22 |
113-22 |
113-22 |
113-24 |
| S1 |
113-13 |
113-13 |
113-25 |
113-18 |
| S2 |
112-31 |
112-31 |
113-23 |
|
| S3 |
112-08 |
112-22 |
113-21 |
|
| S4 |
111-17 |
111-31 |
113-14 |
|
|
| 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 |
117-01 |
|
2.618 |
115-27 |
|
1.618 |
115-04 |
|
1.000 |
114-22 |
|
0.618 |
114-13 |
|
HIGH |
113-31 |
|
0.618 |
113-22 |
|
0.500 |
113-20 |
|
0.382 |
113-17 |
|
LOW |
113-08 |
|
0.618 |
112-26 |
|
1.000 |
112-17 |
|
1.618 |
112-03 |
|
2.618 |
111-12 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 15-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-24 |
113-08 |
| PP |
113-22 |
112-22 |
| S1 |
113-20 |
112-04 |
|