ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
115-26 |
1-00 |
0.9% |
113-20 |
| High |
116-01 |
116-17 |
0-16 |
0.4% |
115-20 |
| Low |
114-17 |
115-01 |
0-16 |
0.4% |
112-15 |
| Close |
115-28 |
115-08 |
-0-20 |
-0.5% |
113-17 |
| Range |
1-16 |
1-16 |
0-00 |
0.0% |
3-05 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.2% |
0-00 |
| Volume |
25 |
40 |
15 |
60.0% |
226 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-03 |
119-06 |
116-02 |
|
| R3 |
118-19 |
117-22 |
115-21 |
|
| R2 |
117-03 |
117-03 |
115-17 |
|
| R1 |
116-06 |
116-06 |
115-12 |
115-28 |
| PP |
115-19 |
115-19 |
115-19 |
115-15 |
| S1 |
114-22 |
114-22 |
115-04 |
114-12 |
| S2 |
114-03 |
114-03 |
114-31 |
|
| S3 |
112-19 |
113-06 |
114-27 |
|
| S4 |
111-03 |
111-22 |
114-14 |
|
|
| 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 |
122-29 |
|
2.618 |
120-15 |
|
1.618 |
118-31 |
|
1.000 |
118-01 |
|
0.618 |
117-15 |
|
HIGH |
116-17 |
|
0.618 |
115-31 |
|
0.500 |
115-25 |
|
0.382 |
115-19 |
|
LOW |
115-01 |
|
0.618 |
114-03 |
|
1.000 |
113-17 |
|
1.618 |
112-19 |
|
2.618 |
111-03 |
|
4.250 |
108-21 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-25 |
115-14 |
| PP |
115-19 |
115-12 |
| S1 |
115-14 |
115-10 |
|