ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 12-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2009 |
12-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-08 |
115-00 |
0-25 |
0.7% |
115-02 |
| High |
115-18 |
116-09 |
0-23 |
0.6% |
116-09 |
| Low |
113-04 |
115-00 |
1-28 |
1.7% |
113-04 |
| Close |
115-00 |
115-25 |
0-25 |
0.7% |
115-25 |
| Range |
2-14 |
1-09 |
-1-05 |
-47.4% |
3-05 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.9% |
0-00 |
| Volume |
12,377 |
7,950 |
-4,427 |
-35.8% |
46,289 |
|
| Daily Pivots for day following 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-17 |
118-30 |
116-16 |
|
| R3 |
118-08 |
117-21 |
116-04 |
|
| R2 |
116-31 |
116-31 |
116-01 |
|
| R1 |
116-12 |
116-12 |
115-29 |
116-22 |
| PP |
115-22 |
115-22 |
115-22 |
115-27 |
| S1 |
115-03 |
115-03 |
115-21 |
115-12 |
| S2 |
114-13 |
114-13 |
115-17 |
|
| S3 |
113-04 |
113-26 |
115-14 |
|
| S4 |
111-27 |
112-17 |
115-02 |
|
|
| Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
123-10 |
117-17 |
|
| R3 |
121-12 |
120-05 |
116-21 |
|
| R2 |
118-07 |
118-07 |
116-12 |
|
| R1 |
117-00 |
117-00 |
116-02 |
117-20 |
| PP |
115-02 |
115-02 |
115-02 |
115-12 |
| S1 |
113-27 |
113-27 |
115-16 |
114-14 |
| S2 |
111-29 |
111-29 |
115-06 |
|
| S3 |
108-24 |
110-22 |
114-29 |
|
| S4 |
105-19 |
107-17 |
114-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-09 |
113-04 |
3-05 |
2.7% |
1-16 |
1.3% |
84% |
True |
False |
9,257 |
| 10 |
118-25 |
113-04 |
5-21 |
4.9% |
1-21 |
1.4% |
47% |
False |
False |
31,291 |
| 20 |
123-23 |
113-04 |
10-19 |
9.1% |
1-25 |
1.5% |
25% |
False |
False |
174,458 |
| 40 |
127-19 |
113-04 |
14-15 |
12.5% |
1-21 |
1.4% |
18% |
False |
False |
171,418 |
| 60 |
131-08 |
113-04 |
18-04 |
15.6% |
1-21 |
1.4% |
15% |
False |
False |
167,421 |
| 80 |
132-18 |
113-04 |
19-14 |
16.8% |
1-28 |
1.6% |
14% |
False |
False |
174,016 |
| 100 |
132-24 |
113-04 |
19-20 |
17.0% |
1-30 |
1.7% |
14% |
False |
False |
139,983 |
| 120 |
140-12 |
113-04 |
27-08 |
23.5% |
1-30 |
1.7% |
10% |
False |
False |
116,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-23 |
|
2.618 |
119-20 |
|
1.618 |
118-11 |
|
1.000 |
117-18 |
|
0.618 |
117-02 |
|
HIGH |
116-09 |
|
0.618 |
115-25 |
|
0.500 |
115-20 |
|
0.382 |
115-16 |
|
LOW |
115-00 |
|
0.618 |
114-07 |
|
1.000 |
113-23 |
|
1.618 |
112-30 |
|
2.618 |
111-21 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 12-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-24 |
115-14 |
| PP |
115-22 |
115-02 |
| S1 |
115-20 |
114-22 |
|