ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 01-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2009 |
01-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
118-23 |
1-06 |
1.0% |
119-15 |
| High |
119-08 |
118-25 |
-0-16 |
-0.4% |
119-28 |
| Low |
117-08 |
115-30 |
-1-10 |
-1.1% |
115-24 |
| Close |
119-03 |
116-00 |
-3-04 |
-2.6% |
119-03 |
| Range |
2-01 |
2-27 |
0-26 |
40.0% |
4-04 |
| ATR |
1-25 |
1-29 |
0-03 |
5.4% |
0-00 |
| Volume |
510,017 |
127,746 |
-382,271 |
-75.0% |
1,731,918 |
|
| Daily Pivots for day following 01-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-14 |
123-18 |
117-18 |
|
| R3 |
122-19 |
120-23 |
116-25 |
|
| R2 |
119-24 |
119-24 |
116-16 |
|
| R1 |
117-28 |
117-28 |
116-08 |
117-12 |
| PP |
116-29 |
116-29 |
116-29 |
116-21 |
| S1 |
115-01 |
115-01 |
115-23 |
114-17 |
| S2 |
114-02 |
114-02 |
115-15 |
|
| S3 |
111-07 |
112-06 |
115-06 |
|
| S4 |
108-12 |
109-11 |
114-13 |
|
|
| Weekly Pivots for week ending 29-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-21 |
129-00 |
121-12 |
|
| R3 |
126-16 |
124-28 |
120-07 |
|
| R2 |
122-12 |
122-12 |
119-27 |
|
| R1 |
120-24 |
120-24 |
119-15 |
119-16 |
| PP |
118-08 |
118-08 |
118-08 |
117-20 |
| S1 |
116-19 |
116-19 |
118-23 |
115-11 |
| S2 |
114-03 |
114-03 |
118-11 |
|
| S3 |
109-30 |
112-14 |
117-31 |
|
| S4 |
105-26 |
108-10 |
116-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-28 |
115-24 |
4-04 |
3.6% |
2-10 |
2.0% |
6% |
False |
False |
371,932 |
| 10 |
123-19 |
115-24 |
7-28 |
6.8% |
2-03 |
1.8% |
3% |
False |
False |
313,829 |
| 20 |
123-23 |
115-24 |
8-00 |
6.9% |
1-23 |
1.5% |
3% |
False |
False |
243,015 |
| 40 |
129-08 |
115-24 |
13-16 |
11.6% |
1-21 |
1.4% |
2% |
False |
False |
198,668 |
| 60 |
132-18 |
115-24 |
16-26 |
14.5% |
1-27 |
1.6% |
1% |
False |
False |
196,539 |
| 80 |
132-18 |
115-24 |
16-26 |
14.5% |
1-30 |
1.7% |
1% |
False |
False |
172,501 |
| 100 |
136-17 |
115-24 |
20-26 |
17.9% |
2-00 |
1.7% |
1% |
False |
False |
138,193 |
| 120 |
140-16 |
115-24 |
24-24 |
21.4% |
2-00 |
1.7% |
1% |
False |
False |
115,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-28 |
|
2.618 |
126-07 |
|
1.618 |
123-12 |
|
1.000 |
121-20 |
|
0.618 |
120-17 |
|
HIGH |
118-25 |
|
0.618 |
117-22 |
|
0.500 |
117-12 |
|
0.382 |
117-01 |
|
LOW |
115-30 |
|
0.618 |
114-06 |
|
1.000 |
113-03 |
|
1.618 |
111-11 |
|
2.618 |
108-16 |
|
4.250 |
103-27 |
|
|
| Fisher Pivots for day following 01-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-12 |
117-18 |
| PP |
116-29 |
117-01 |
| S1 |
116-14 |
116-16 |
|