ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 18-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2009 |
18-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
114-10 |
-0-16 |
-0.4% |
112-17 |
| High |
115-20 |
114-14 |
-1-06 |
-1.0% |
113-11 |
| Low |
114-15 |
112-21 |
-1-26 |
-1.6% |
110-08 |
| Close |
115-00 |
112-27 |
-2-05 |
-1.9% |
113-00 |
| Range |
1-05 |
1-25 |
0-20 |
54.1% |
3-03 |
| ATR |
1-17 |
1-19 |
0-02 |
3.8% |
0-00 |
| Volume |
31 |
66 |
35 |
112.9% |
125 |
|
| Daily Pivots for day following 18-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-21 |
117-17 |
113-26 |
|
| R3 |
116-28 |
115-24 |
113-11 |
|
| R2 |
115-03 |
115-03 |
113-05 |
|
| R1 |
113-31 |
113-31 |
113-00 |
113-20 |
| PP |
113-10 |
113-10 |
113-10 |
113-05 |
| S1 |
112-06 |
112-06 |
112-22 |
111-28 |
| S2 |
111-17 |
111-17 |
112-17 |
|
| S3 |
109-24 |
110-13 |
112-11 |
|
| S4 |
107-31 |
108-20 |
111-28 |
|
|
| 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 |
122-00 |
|
2.618 |
119-03 |
|
1.618 |
117-10 |
|
1.000 |
116-07 |
|
0.618 |
115-17 |
|
HIGH |
114-14 |
|
0.618 |
113-24 |
|
0.500 |
113-18 |
|
0.382 |
113-11 |
|
LOW |
112-21 |
|
0.618 |
111-18 |
|
1.000 |
110-28 |
|
1.618 |
109-25 |
|
2.618 |
108-00 |
|
4.250 |
105-03 |
|
|
| Fisher Pivots for day following 18-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
114-04 |
| PP |
113-10 |
113-23 |
| S1 |
113-02 |
113-09 |
|