ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 23-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-31 |
116-10 |
1-11 |
1.2% |
114-08 |
| High |
116-13 |
117-14 |
1-02 |
0.9% |
117-04 |
| Low |
114-24 |
115-26 |
1-02 |
0.9% |
113-22 |
| Close |
116-12 |
117-06 |
0-27 |
0.7% |
114-28 |
| Range |
1-22 |
1-20 |
-0-01 |
-1.9% |
3-14 |
| ATR |
1-22 |
1-22 |
0-00 |
-0.2% |
0-00 |
| Volume |
166,922 |
170,549 |
3,627 |
2.2% |
1,085,847 |
|
| Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-24 |
121-04 |
118-03 |
|
| R3 |
120-03 |
119-15 |
117-21 |
|
| R2 |
118-15 |
118-15 |
117-16 |
|
| R1 |
117-27 |
117-27 |
117-11 |
118-05 |
| PP |
116-26 |
116-26 |
116-26 |
116-31 |
| S1 |
116-06 |
116-06 |
117-02 |
116-16 |
| S2 |
115-06 |
115-06 |
116-29 |
|
| S3 |
113-17 |
114-18 |
116-24 |
|
| S4 |
111-29 |
112-29 |
116-10 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
123-20 |
116-24 |
|
| R3 |
122-03 |
120-06 |
115-26 |
|
| R2 |
118-21 |
118-21 |
115-16 |
|
| R1 |
116-24 |
116-24 |
115-06 |
117-23 |
| PP |
115-07 |
115-07 |
115-07 |
115-22 |
| S1 |
113-10 |
113-10 |
114-17 |
114-09 |
| S2 |
111-25 |
111-25 |
114-07 |
|
| S3 |
108-11 |
109-28 |
113-29 |
|
| S4 |
104-29 |
106-14 |
112-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-14 |
113-22 |
3-24 |
3.2% |
1-20 |
1.4% |
93% |
True |
False |
216,455 |
| 10 |
117-14 |
111-22 |
5-25 |
4.9% |
1-20 |
1.4% |
96% |
True |
False |
218,301 |
| 20 |
117-27 |
111-22 |
6-06 |
5.3% |
1-23 |
1.5% |
90% |
False |
False |
247,444 |
| 40 |
124-10 |
111-22 |
12-20 |
10.8% |
1-20 |
1.4% |
44% |
False |
False |
132,428 |
| 60 |
129-16 |
111-22 |
17-26 |
15.2% |
1-18 |
1.3% |
31% |
False |
False |
88,344 |
| 80 |
130-15 |
111-22 |
18-26 |
16.0% |
1-21 |
1.4% |
29% |
False |
False |
66,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-14 |
|
2.618 |
121-24 |
|
1.618 |
120-03 |
|
1.000 |
119-03 |
|
0.618 |
118-15 |
|
HIGH |
117-14 |
|
0.618 |
116-26 |
|
0.500 |
116-20 |
|
0.382 |
116-14 |
|
LOW |
115-26 |
|
0.618 |
114-26 |
|
1.000 |
114-06 |
|
1.618 |
113-05 |
|
2.618 |
111-17 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 23-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-00 |
116-21 |
| PP |
116-26 |
116-04 |
| S1 |
116-20 |
115-18 |
|