ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 30-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2009 |
30-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-11 |
117-09 |
-0-02 |
-0.1% |
115-00 |
| High |
117-25 |
117-16 |
-0-09 |
-0.2% |
117-12 |
| Low |
117-00 |
116-06 |
-0-26 |
-0.7% |
114-12 |
| Close |
117-08 |
117-02 |
-0-06 |
-0.2% |
117-07 |
| Range |
0-25 |
1-10 |
0-17 |
68.0% |
3-00 |
| ATR |
1-16 |
1-15 |
0-00 |
-0.8% |
0-00 |
| Volume |
64 |
128 |
64 |
100.0% |
214 |
|
| Daily Pivots for day following 30-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-09 |
117-25 |
|
| R3 |
119-17 |
118-31 |
117-14 |
|
| R2 |
118-07 |
118-07 |
117-10 |
|
| R1 |
117-21 |
117-21 |
117-06 |
117-09 |
| PP |
116-29 |
116-29 |
116-29 |
116-24 |
| S1 |
116-11 |
116-11 |
116-30 |
115-31 |
| S2 |
115-19 |
115-19 |
116-26 |
|
| S3 |
114-09 |
115-01 |
116-22 |
|
| S4 |
112-31 |
113-23 |
116-11 |
|
|
| 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 |
123-02 |
|
2.618 |
120-30 |
|
1.618 |
119-20 |
|
1.000 |
118-26 |
|
0.618 |
118-10 |
|
HIGH |
117-16 |
|
0.618 |
117-00 |
|
0.500 |
116-27 |
|
0.382 |
116-22 |
|
LOW |
116-06 |
|
0.618 |
115-12 |
|
1.000 |
114-28 |
|
1.618 |
114-02 |
|
2.618 |
112-24 |
|
4.250 |
110-20 |
|
|
| Fisher Pivots for day following 30-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-00 |
117-01 |
| PP |
116-29 |
117-00 |
| S1 |
116-27 |
117-00 |
|