ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 24-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2009 |
24-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
117-12 |
1-02 |
0.9% |
114-08 |
| High |
117-14 |
117-30 |
0-16 |
0.4% |
117-04 |
| Low |
115-26 |
116-10 |
0-16 |
0.4% |
113-22 |
| Close |
117-06 |
116-18 |
-0-20 |
-0.5% |
114-28 |
| Range |
1-20 |
1-20 |
0-00 |
-1.0% |
3-14 |
| ATR |
1-22 |
1-21 |
0-00 |
-0.2% |
0-00 |
| Volume |
170,549 |
202,964 |
32,415 |
19.0% |
1,085,847 |
|
| Daily Pivots for day following 24-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
120-26 |
117-15 |
|
| R3 |
120-06 |
119-06 |
117-00 |
|
| R2 |
118-18 |
118-18 |
116-28 |
|
| R1 |
117-18 |
117-18 |
116-23 |
117-08 |
| PP |
116-30 |
116-30 |
116-30 |
116-25 |
| S1 |
115-30 |
115-30 |
116-13 |
115-20 |
| S2 |
115-10 |
115-10 |
116-08 |
|
| S3 |
113-22 |
114-10 |
116-04 |
|
| S4 |
112-02 |
112-22 |
115-21 |
|
|
| 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 |
117-30 |
113-22 |
4-08 |
3.6% |
1-21 |
1.4% |
68% |
True |
False |
205,145 |
| 10 |
117-30 |
111-22 |
6-08 |
5.4% |
1-20 |
1.4% |
78% |
True |
False |
219,387 |
| 20 |
117-30 |
111-22 |
6-08 |
5.4% |
1-21 |
1.4% |
78% |
True |
False |
249,268 |
| 40 |
123-00 |
111-22 |
11-10 |
9.7% |
1-19 |
1.4% |
43% |
False |
False |
137,501 |
| 60 |
129-16 |
111-22 |
17-26 |
15.3% |
1-18 |
1.3% |
27% |
False |
False |
91,726 |
| 80 |
130-15 |
111-22 |
18-26 |
16.1% |
1-21 |
1.4% |
26% |
False |
False |
68,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-27 |
|
2.618 |
122-06 |
|
1.618 |
120-18 |
|
1.000 |
119-18 |
|
0.618 |
118-30 |
|
HIGH |
117-30 |
|
0.618 |
117-10 |
|
0.500 |
117-04 |
|
0.382 |
116-30 |
|
LOW |
116-10 |
|
0.618 |
115-10 |
|
1.000 |
114-22 |
|
1.618 |
113-22 |
|
2.618 |
112-02 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 24-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-04 |
116-16 |
| PP |
116-30 |
116-13 |
| S1 |
116-24 |
116-11 |
|