ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-20 |
114-00 |
0-12 |
0.3% |
112-17 |
| High |
113-31 |
114-25 |
0-26 |
0.7% |
113-11 |
| Low |
113-08 |
113-14 |
0-06 |
0.2% |
110-08 |
| Close |
113-27 |
114-12 |
0-17 |
0.5% |
113-00 |
| Range |
0-23 |
1-11 |
0-20 |
87.0% |
3-03 |
| ATR |
1-18 |
1-18 |
-0-01 |
-1.0% |
0-00 |
| Volume |
19 |
11 |
-8 |
-42.1% |
125 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-21 |
115-04 |
|
| R3 |
116-28 |
116-10 |
114-24 |
|
| R2 |
115-17 |
115-17 |
114-20 |
|
| R1 |
114-31 |
114-31 |
114-16 |
115-08 |
| PP |
114-06 |
114-06 |
114-06 |
114-11 |
| S1 |
113-20 |
113-20 |
114-08 |
113-29 |
| S2 |
112-27 |
112-27 |
114-04 |
|
| S3 |
111-16 |
112-09 |
114-00 |
|
| S4 |
110-05 |
110-30 |
113-20 |
|
|
| 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 |
120-16 |
|
2.618 |
118-10 |
|
1.618 |
116-31 |
|
1.000 |
116-04 |
|
0.618 |
115-20 |
|
HIGH |
114-25 |
|
0.618 |
114-09 |
|
0.500 |
114-04 |
|
0.382 |
113-30 |
|
LOW |
113-14 |
|
0.618 |
112-19 |
|
1.000 |
112-03 |
|
1.618 |
111-08 |
|
2.618 |
109-29 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-09 |
114-04 |
| PP |
114-06 |
113-27 |
| S1 |
114-04 |
113-18 |
|