ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 26-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2009 |
26-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
116-23 |
1-23 |
1.5% |
115-00 |
| High |
116-31 |
117-12 |
0-13 |
0.3% |
117-12 |
| Low |
114-30 |
116-10 |
1-12 |
1.2% |
114-12 |
| Close |
116-22 |
117-07 |
0-17 |
0.5% |
117-07 |
| Range |
2-01 |
1-02 |
-0-31 |
-47.7% |
3-00 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.3% |
0-00 |
| Volume |
59 |
77 |
18 |
30.5% |
214 |
|
| Daily Pivots for day following 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-05 |
119-24 |
117-26 |
|
| R3 |
119-03 |
118-22 |
117-16 |
|
| R2 |
118-01 |
118-01 |
117-13 |
|
| R1 |
117-20 |
117-20 |
117-10 |
117-26 |
| PP |
116-31 |
116-31 |
116-31 |
117-02 |
| S1 |
116-18 |
116-18 |
117-04 |
116-24 |
| S2 |
115-29 |
115-29 |
117-01 |
|
| S3 |
114-27 |
115-16 |
116-30 |
|
| S4 |
113-25 |
114-14 |
116-20 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
124-09 |
118-28 |
|
| R3 |
122-10 |
121-09 |
118-01 |
|
| R2 |
119-10 |
119-10 |
117-25 |
|
| R1 |
118-09 |
118-09 |
117-16 |
118-26 |
| PP |
116-10 |
116-10 |
116-10 |
116-19 |
| S1 |
115-09 |
115-09 |
116-30 |
115-26 |
| S2 |
113-10 |
113-10 |
116-21 |
|
| S3 |
110-10 |
112-09 |
116-13 |
|
| S4 |
107-10 |
109-09 |
115-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
120-05 |
|
1.618 |
119-03 |
|
1.000 |
118-14 |
|
0.618 |
118-01 |
|
HIGH |
117-12 |
|
0.618 |
116-31 |
|
0.500 |
116-27 |
|
0.382 |
116-23 |
|
LOW |
116-10 |
|
0.618 |
115-21 |
|
1.000 |
115-08 |
|
1.618 |
114-19 |
|
2.618 |
113-17 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 26-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-03 |
116-28 |
| PP |
116-31 |
116-16 |
| S1 |
116-27 |
116-05 |
|