ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 05-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2009 |
05-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
117-18 |
116-02 |
-1-16 |
-1.3% |
118-23 |
| High |
117-20 |
116-04 |
-1-16 |
-1.3% |
118-25 |
| Low |
115-16 |
114-16 |
-1-00 |
-0.9% |
114-16 |
| Close |
115-28 |
114-22 |
-1-07 |
-1.1% |
114-22 |
| Range |
2-04 |
1-20 |
-0-16 |
-24.3% |
4-09 |
| ATR |
1-26 |
1-26 |
0-00 |
-0.8% |
0-00 |
| Volume |
28,494 |
21,561 |
-6,933 |
-24.3% |
266,627 |
|
| Daily Pivots for day following 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-30 |
118-29 |
115-18 |
|
| R3 |
118-10 |
117-10 |
115-04 |
|
| R2 |
116-22 |
116-22 |
114-31 |
|
| R1 |
115-22 |
115-22 |
114-26 |
115-12 |
| PP |
115-03 |
115-03 |
115-03 |
114-30 |
| S1 |
114-02 |
114-02 |
114-17 |
113-25 |
| S2 |
113-16 |
113-16 |
114-12 |
|
| S3 |
111-28 |
112-15 |
114-07 |
|
| S4 |
110-08 |
110-28 |
113-25 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
126-01 |
117-01 |
|
| R3 |
124-18 |
121-24 |
115-27 |
|
| R2 |
120-08 |
120-08 |
115-15 |
|
| R1 |
117-15 |
117-15 |
115-02 |
116-23 |
| PP |
116-00 |
116-00 |
116-00 |
115-20 |
| S1 |
113-06 |
113-06 |
114-09 |
112-14 |
| S2 |
111-22 |
111-22 |
113-28 |
|
| S3 |
107-14 |
108-29 |
113-16 |
|
| S4 |
103-04 |
104-20 |
112-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-25 |
114-16 |
4-09 |
3.7% |
1-26 |
1.6% |
4% |
False |
True |
53,325 |
| 10 |
120-29 |
114-16 |
6-13 |
5.6% |
1-30 |
1.7% |
3% |
False |
True |
236,813 |
| 20 |
123-23 |
114-16 |
9-07 |
8.0% |
1-24 |
1.5% |
2% |
False |
True |
221,070 |
| 40 |
128-08 |
114-16 |
13-24 |
12.0% |
1-21 |
1.4% |
1% |
False |
True |
186,931 |
| 60 |
132-18 |
114-16 |
18-02 |
15.8% |
1-26 |
1.6% |
1% |
False |
True |
184,485 |
| 80 |
132-18 |
114-16 |
18-02 |
15.8% |
1-30 |
1.7% |
1% |
False |
True |
174,039 |
| 100 |
136-17 |
114-16 |
22-01 |
19.2% |
1-31 |
1.7% |
1% |
False |
True |
139,559 |
| 120 |
140-16 |
114-16 |
26-00 |
22.7% |
2-00 |
1.7% |
1% |
False |
True |
116,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-30 |
|
2.618 |
120-10 |
|
1.618 |
118-23 |
|
1.000 |
117-23 |
|
0.618 |
117-03 |
|
HIGH |
116-04 |
|
0.618 |
115-16 |
|
0.500 |
115-10 |
|
0.382 |
115-04 |
|
LOW |
114-16 |
|
0.618 |
113-16 |
|
1.000 |
112-28 |
|
1.618 |
111-29 |
|
2.618 |
110-09 |
|
4.250 |
107-21 |
|
|
| Fisher Pivots for day following 05-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-10 |
116-06 |
| PP |
115-03 |
115-22 |
| S1 |
114-28 |
115-06 |
|