ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 29-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
118-03 |
118-10 |
0-07 |
0.2% |
114-31 |
| High |
118-22 |
119-04 |
0-14 |
0.4% |
118-22 |
| Low |
117-20 |
118-01 |
0-14 |
0.4% |
114-24 |
| Close |
118-17 |
118-18 |
0-01 |
0.0% |
118-17 |
| Range |
1-02 |
1-04 |
0-01 |
2.9% |
3-30 |
| ATR |
1-21 |
1-20 |
-0-01 |
-2.4% |
0-00 |
| Volume |
238,772 |
159,092 |
-79,680 |
-33.4% |
1,021,757 |
|
| Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-29 |
121-11 |
119-06 |
|
| R3 |
120-26 |
120-08 |
118-28 |
|
| R2 |
119-22 |
119-22 |
118-25 |
|
| R1 |
119-04 |
119-04 |
118-21 |
119-13 |
| PP |
118-18 |
118-18 |
118-18 |
118-23 |
| S1 |
118-00 |
118-00 |
118-15 |
118-10 |
| S2 |
117-15 |
117-15 |
118-11 |
|
| S3 |
116-12 |
116-29 |
118-08 |
|
| S4 |
115-08 |
115-26 |
117-30 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
127-26 |
120-23 |
|
| R3 |
125-07 |
123-27 |
119-20 |
|
| R2 |
121-09 |
121-09 |
119-08 |
|
| R1 |
119-29 |
119-29 |
118-29 |
120-19 |
| PP |
117-10 |
117-10 |
117-10 |
117-21 |
| S1 |
115-30 |
115-30 |
118-05 |
116-20 |
| S2 |
113-12 |
113-12 |
117-26 |
|
| S3 |
109-13 |
112-00 |
117-14 |
|
| S4 |
105-15 |
108-01 |
116-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-04 |
115-26 |
3-10 |
2.8% |
1-16 |
1.3% |
83% |
True |
False |
202,785 |
| 10 |
119-04 |
113-22 |
5-14 |
4.6% |
1-18 |
1.3% |
89% |
True |
False |
207,810 |
| 20 |
119-04 |
111-22 |
7-15 |
6.3% |
1-17 |
1.3% |
92% |
True |
False |
227,442 |
| 40 |
122-11 |
111-22 |
10-22 |
9.0% |
1-19 |
1.3% |
65% |
False |
False |
153,485 |
| 60 |
127-29 |
111-22 |
16-08 |
13.7% |
1-18 |
1.3% |
42% |
False |
False |
102,386 |
| 80 |
130-15 |
111-22 |
18-26 |
15.9% |
1-20 |
1.4% |
37% |
False |
False |
76,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-27 |
|
2.618 |
122-01 |
|
1.618 |
120-30 |
|
1.000 |
120-08 |
|
0.618 |
119-26 |
|
HIGH |
119-04 |
|
0.618 |
118-23 |
|
0.500 |
118-19 |
|
0.382 |
118-15 |
|
LOW |
118-01 |
|
0.618 |
117-11 |
|
1.000 |
116-30 |
|
1.618 |
116-08 |
|
2.618 |
115-04 |
|
4.250 |
113-10 |
|
|
| Fisher Pivots for day following 29-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-19 |
118-08 |
| PP |
118-18 |
117-31 |
| S1 |
118-18 |
117-22 |
|