ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 25-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2009 |
25-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
115-00 |
-0-26 |
-0.7% |
113-20 |
| High |
116-17 |
116-31 |
0-14 |
0.4% |
115-20 |
| Low |
115-01 |
114-30 |
-0-03 |
-0.1% |
112-15 |
| Close |
115-08 |
116-22 |
1-14 |
1.2% |
113-17 |
| Range |
1-16 |
2-01 |
0-17 |
35.4% |
3-05 |
| ATR |
1-17 |
1-18 |
0-01 |
2.3% |
0-00 |
| Volume |
40 |
59 |
19 |
47.5% |
226 |
|
| Daily Pivots for day following 25-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-09 |
121-17 |
117-26 |
|
| R3 |
120-08 |
119-16 |
117-08 |
|
| R2 |
118-07 |
118-07 |
117-02 |
|
| R1 |
117-15 |
117-15 |
116-28 |
117-27 |
| PP |
116-06 |
116-06 |
116-06 |
116-12 |
| S1 |
115-14 |
115-14 |
116-16 |
115-26 |
| S2 |
114-05 |
114-05 |
116-10 |
|
| S3 |
112-04 |
113-13 |
116-04 |
|
| S4 |
110-03 |
111-12 |
115-18 |
|
|
| 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 |
125-19 |
|
2.618 |
122-09 |
|
1.618 |
120-08 |
|
1.000 |
119-00 |
|
0.618 |
118-07 |
|
HIGH |
116-31 |
|
0.618 |
116-06 |
|
0.500 |
115-30 |
|
0.382 |
115-23 |
|
LOW |
114-30 |
|
0.618 |
113-22 |
|
1.000 |
112-29 |
|
1.618 |
111-21 |
|
2.618 |
109-20 |
|
4.250 |
106-10 |
|
|
| Fisher Pivots for day following 25-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-12 |
| PP |
116-06 |
116-02 |
| S1 |
115-30 |
115-24 |
|