ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 04-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2009 |
04-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-28 |
117-18 |
0-22 |
0.6% |
119-15 |
| High |
117-28 |
117-20 |
-0-08 |
-0.2% |
119-28 |
| Low |
116-20 |
115-16 |
-1-04 |
-1.0% |
115-24 |
| Close |
117-22 |
115-28 |
-1-25 |
-1.5% |
119-03 |
| Range |
1-09 |
2-04 |
0-27 |
65.9% |
4-04 |
| ATR |
1-26 |
1-26 |
0-01 |
1.5% |
0-00 |
| Volume |
41,507 |
28,494 |
-13,013 |
-31.4% |
1,731,918 |
|
| Daily Pivots for day following 04-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-14 |
117-02 |
|
| R3 |
120-19 |
119-10 |
116-15 |
|
| R2 |
118-15 |
118-15 |
116-09 |
|
| R1 |
117-06 |
117-06 |
116-03 |
116-24 |
| PP |
116-11 |
116-11 |
116-11 |
116-04 |
| S1 |
115-02 |
115-02 |
115-22 |
114-20 |
| S2 |
114-07 |
114-07 |
115-16 |
|
| S3 |
112-03 |
112-30 |
115-10 |
|
| S4 |
109-31 |
110-26 |
114-23 |
|
|
| 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 |
119-08 |
115-16 |
3-24 |
3.2% |
1-28 |
1.6% |
10% |
False |
True |
151,016 |
| 10 |
123-10 |
115-16 |
7-26 |
6.7% |
2-03 |
1.8% |
5% |
False |
True |
263,310 |
| 20 |
123-23 |
115-16 |
8-07 |
7.1% |
1-25 |
1.5% |
5% |
False |
True |
228,977 |
| 40 |
128-08 |
115-16 |
12-24 |
11.0% |
1-21 |
1.4% |
3% |
False |
True |
189,789 |
| 60 |
132-18 |
115-16 |
17-02 |
14.7% |
1-26 |
1.6% |
2% |
False |
True |
187,067 |
| 80 |
132-18 |
115-16 |
17-02 |
14.7% |
1-30 |
1.7% |
2% |
False |
True |
173,871 |
| 100 |
136-17 |
115-16 |
21-01 |
18.1% |
2-00 |
1.7% |
2% |
False |
True |
139,350 |
| 120 |
140-16 |
115-16 |
25-00 |
21.6% |
2-00 |
1.7% |
2% |
False |
True |
116,161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-21 |
|
2.618 |
123-06 |
|
1.618 |
121-02 |
|
1.000 |
119-24 |
|
0.618 |
118-30 |
|
HIGH |
117-20 |
|
0.618 |
116-26 |
|
0.500 |
116-18 |
|
0.382 |
116-10 |
|
LOW |
115-16 |
|
0.618 |
114-06 |
|
1.000 |
113-12 |
|
1.618 |
112-02 |
|
2.618 |
109-30 |
|
4.250 |
106-15 |
|
|
| Fisher Pivots for day following 04-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-18 |
116-22 |
| PP |
116-11 |
116-14 |
| S1 |
116-04 |
116-05 |
|