ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 09-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2009 |
09-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
112-17 |
112-17 |
0-00 |
0.0% |
116-02 |
| High |
112-30 |
112-21 |
-0-09 |
-0.2% |
116-02 |
| Low |
111-30 |
112-00 |
0-02 |
0.1% |
111-26 |
| Close |
112-04 |
112-11 |
0-07 |
0.2% |
111-28 |
| Range |
1-00 |
0-21 |
-0-11 |
-34.4% |
4-08 |
| ATR |
|
|
|
|
|
| Volume |
31 |
19 |
-12 |
-38.7% |
393 |
|
| Daily Pivots for day following 09-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-10 |
113-31 |
112-23 |
|
| R3 |
113-21 |
113-10 |
112-17 |
|
| R2 |
113-00 |
113-00 |
112-15 |
|
| R1 |
112-21 |
112-21 |
112-13 |
112-16 |
| PP |
112-11 |
112-11 |
112-11 |
112-08 |
| S1 |
112-00 |
112-00 |
112-09 |
111-27 |
| S2 |
111-22 |
111-22 |
112-07 |
|
| S3 |
111-01 |
111-11 |
112-05 |
|
| S4 |
110-12 |
110-22 |
111-31 |
|
|
| Weekly Pivots for week ending 05-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
123-06 |
114-07 |
|
| R3 |
121-24 |
118-30 |
113-01 |
|
| R2 |
117-16 |
117-16 |
112-21 |
|
| R1 |
114-22 |
114-22 |
112-08 |
113-31 |
| PP |
113-08 |
113-08 |
113-08 |
112-28 |
| S1 |
110-14 |
110-14 |
111-16 |
109-23 |
| S2 |
109-00 |
109-00 |
111-03 |
|
| S3 |
104-24 |
106-06 |
110-23 |
|
| S4 |
100-16 |
101-30 |
109-17 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-14 |
|
2.618 |
114-12 |
|
1.618 |
113-23 |
|
1.000 |
113-10 |
|
0.618 |
113-02 |
|
HIGH |
112-21 |
|
0.618 |
112-13 |
|
0.500 |
112-10 |
|
0.382 |
112-08 |
|
LOW |
112-00 |
|
0.618 |
111-19 |
|
1.000 |
111-11 |
|
1.618 |
110-30 |
|
2.618 |
110-09 |
|
4.250 |
109-07 |
|
|
| Fisher Pivots for day following 09-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
112-11 |
112-20 |
| PP |
112-11 |
112-17 |
| S1 |
112-10 |
112-14 |
|