ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 10-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2009 |
10-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
114-26 |
-0-06 |
-0.2% |
118-23 |
| High |
115-17 |
115-02 |
-0-16 |
-0.4% |
118-25 |
| Low |
114-19 |
113-16 |
-1-04 |
-1.0% |
114-16 |
| Close |
115-02 |
114-04 |
-0-30 |
-0.8% |
114-22 |
| Range |
0-30 |
1-18 |
0-20 |
66.7% |
4-09 |
| ATR |
1-23 |
1-22 |
0-00 |
-0.5% |
0-00 |
| Volume |
10,411 |
3,950 |
-6,461 |
-62.1% |
266,627 |
|
| Daily Pivots for day following 10-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-29 |
118-02 |
115-00 |
|
| R3 |
117-11 |
116-16 |
114-18 |
|
| R2 |
115-25 |
115-25 |
114-13 |
|
| R1 |
114-30 |
114-30 |
114-09 |
114-19 |
| PP |
114-07 |
114-07 |
114-07 |
114-01 |
| S1 |
113-12 |
113-12 |
113-31 |
113-01 |
| S2 |
112-21 |
112-21 |
113-27 |
|
| S3 |
111-03 |
111-26 |
113-22 |
|
| S4 |
109-17 |
110-08 |
113-08 |
|
|
| 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 |
117-20 |
113-16 |
4-04 |
3.6% |
1-16 |
1.3% |
15% |
False |
True |
15,203 |
| 10 |
119-08 |
113-16 |
5-25 |
5.1% |
1-21 |
1.5% |
11% |
False |
True |
144,536 |
| 20 |
123-23 |
113-16 |
10-08 |
9.0% |
1-23 |
1.5% |
6% |
False |
True |
190,634 |
| 40 |
128-08 |
113-16 |
14-24 |
12.9% |
1-20 |
1.4% |
4% |
False |
True |
178,088 |
| 60 |
132-18 |
113-16 |
19-02 |
16.7% |
1-25 |
1.6% |
3% |
False |
True |
173,867 |
| 80 |
132-18 |
113-16 |
19-02 |
16.7% |
1-29 |
1.7% |
3% |
False |
True |
174,081 |
| 100 |
135-17 |
113-16 |
22-02 |
19.3% |
1-31 |
1.7% |
3% |
False |
True |
139,795 |
| 120 |
140-16 |
113-16 |
27-00 |
23.7% |
1-30 |
1.7% |
2% |
False |
True |
116,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-22 |
|
2.618 |
119-04 |
|
1.618 |
117-18 |
|
1.000 |
116-20 |
|
0.618 |
116-00 |
|
HIGH |
115-02 |
|
0.618 |
114-14 |
|
0.500 |
114-08 |
|
0.382 |
114-03 |
|
LOW |
113-16 |
|
0.618 |
112-17 |
|
1.000 |
111-30 |
|
1.618 |
110-31 |
|
2.618 |
109-13 |
|
4.250 |
106-27 |
|
|
| Fisher Pivots for day following 10-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-08 |
114-20 |
| PP |
114-07 |
114-15 |
| S1 |
114-06 |
114-10 |
|