ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 16-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2009 |
16-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
115-30 |
116-24 |
0-26 |
0.7% |
115-02 |
| High |
116-23 |
117-21 |
0-30 |
0.8% |
116-09 |
| Low |
115-29 |
116-05 |
0-08 |
0.2% |
113-04 |
| Close |
116-20 |
117-05 |
0-17 |
0.5% |
115-25 |
| Range |
0-26 |
1-16 |
0-22 |
84.6% |
3-05 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.7% |
0-00 |
| Volume |
4,075 |
3,671 |
-404 |
-9.9% |
46,289 |
|
| Daily Pivots for day following 16-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-16 |
120-26 |
117-31 |
|
| R3 |
120-00 |
119-10 |
117-18 |
|
| R2 |
118-16 |
118-16 |
117-14 |
|
| R1 |
117-26 |
117-26 |
117-09 |
118-05 |
| PP |
117-00 |
117-00 |
117-00 |
117-05 |
| S1 |
116-10 |
116-10 |
117-01 |
116-21 |
| S2 |
115-16 |
115-16 |
116-28 |
|
| S3 |
114-00 |
114-26 |
116-24 |
|
| S4 |
112-16 |
113-10 |
116-11 |
|
|
| 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 |
117-21 |
113-04 |
4-17 |
3.9% |
1-17 |
1.3% |
89% |
True |
False |
6,404 |
| 10 |
117-28 |
113-04 |
4-24 |
4.1% |
1-15 |
1.3% |
85% |
False |
False |
14,559 |
| 20 |
123-10 |
113-04 |
10-06 |
8.7% |
1-23 |
1.5% |
40% |
False |
False |
157,497 |
| 40 |
127-19 |
113-04 |
14-15 |
12.3% |
1-19 |
1.4% |
28% |
False |
False |
164,305 |
| 60 |
130-30 |
113-04 |
17-26 |
15.2% |
1-20 |
1.4% |
23% |
False |
False |
158,124 |
| 80 |
132-18 |
113-04 |
19-14 |
16.6% |
1-27 |
1.6% |
21% |
False |
False |
172,943 |
| 100 |
132-18 |
113-04 |
19-14 |
16.6% |
1-29 |
1.6% |
21% |
False |
False |
140,047 |
| 120 |
140-12 |
113-04 |
27-08 |
23.3% |
1-30 |
1.7% |
15% |
False |
False |
116,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-01 |
|
2.618 |
121-19 |
|
1.618 |
120-03 |
|
1.000 |
119-05 |
|
0.618 |
118-19 |
|
HIGH |
117-21 |
|
0.618 |
117-03 |
|
0.500 |
116-29 |
|
0.382 |
116-23 |
|
LOW |
116-05 |
|
0.618 |
115-07 |
|
1.000 |
114-21 |
|
1.618 |
113-23 |
|
2.618 |
112-07 |
|
4.250 |
109-25 |
|
|
| Fisher Pivots for day following 16-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-02 |
116-28 |
| PP |
117-00 |
116-19 |
| S1 |
116-29 |
116-10 |
|