ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 22-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2009 |
22-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
113-06 |
115-00 |
1-26 |
1.6% |
113-20 |
| High |
113-17 |
115-01 |
1-16 |
1.3% |
115-20 |
| Low |
112-15 |
114-12 |
1-29 |
1.7% |
112-15 |
| Close |
113-17 |
115-01 |
1-16 |
1.3% |
113-17 |
| Range |
1-02 |
0-21 |
-0-13 |
-38.2% |
3-05 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.2% |
0-00 |
| Volume |
99 |
13 |
-86 |
-86.9% |
226 |
|
| Daily Pivots for day following 22-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-25 |
116-18 |
115-13 |
|
| R3 |
116-04 |
115-29 |
115-07 |
|
| R2 |
115-15 |
115-15 |
115-05 |
|
| R1 |
115-08 |
115-08 |
115-03 |
115-12 |
| PP |
114-26 |
114-26 |
114-26 |
114-28 |
| S1 |
114-19 |
114-19 |
114-31 |
114-22 |
| S2 |
114-05 |
114-05 |
114-29 |
|
| S3 |
113-16 |
113-30 |
114-27 |
|
| S4 |
112-27 |
113-09 |
114-21 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
121-19 |
115-09 |
|
| R3 |
120-06 |
118-14 |
114-13 |
|
| R2 |
117-01 |
117-01 |
114-04 |
|
| R1 |
115-09 |
115-09 |
113-26 |
114-18 |
| PP |
113-28 |
113-28 |
113-28 |
113-17 |
| S1 |
112-04 |
112-04 |
113-08 |
111-14 |
| S2 |
110-23 |
110-23 |
112-30 |
|
| S3 |
107-18 |
108-31 |
112-21 |
|
| S4 |
104-13 |
105-26 |
111-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-26 |
|
2.618 |
116-24 |
|
1.618 |
116-03 |
|
1.000 |
115-22 |
|
0.618 |
115-14 |
|
HIGH |
115-01 |
|
0.618 |
114-25 |
|
0.500 |
114-22 |
|
0.382 |
114-20 |
|
LOW |
114-12 |
|
0.618 |
113-31 |
|
1.000 |
113-23 |
|
1.618 |
113-10 |
|
2.618 |
112-21 |
|
4.250 |
111-19 |
|
|
| Fisher Pivots for day following 22-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-30 |
114-19 |
| PP |
114-26 |
114-06 |
| S1 |
114-22 |
113-24 |
|