ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 17-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2009 |
17-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
114-00 |
114-26 |
0-26 |
0.7% |
112-17 |
High |
114-25 |
115-20 |
0-27 |
0.7% |
113-11 |
Low |
113-14 |
114-15 |
1-01 |
0.9% |
110-08 |
Close |
114-12 |
115-00 |
0-20 |
0.5% |
113-00 |
Range |
1-11 |
1-05 |
-0-06 |
-14.0% |
3-03 |
ATR |
1-18 |
1-17 |
-0-01 |
-1.4% |
0-00 |
Volume |
11 |
31 |
20 |
181.8% |
125 |
|
Daily Pivots for day following 17-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-16 |
117-29 |
115-20 |
|
R3 |
117-11 |
116-24 |
115-10 |
|
R2 |
116-06 |
116-06 |
115-07 |
|
R1 |
115-19 |
115-19 |
115-03 |
115-28 |
PP |
115-01 |
115-01 |
115-01 |
115-06 |
S1 |
114-14 |
114-14 |
114-29 |
114-24 |
S2 |
113-28 |
113-28 |
114-25 |
|
S3 |
112-23 |
113-09 |
114-22 |
|
S4 |
111-18 |
112-04 |
114-12 |
|
|
Weekly Pivots for week ending 12-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-15 |
120-11 |
114-22 |
|
R3 |
118-12 |
117-08 |
113-27 |
|
R2 |
115-09 |
115-09 |
113-18 |
|
R1 |
114-05 |
114-05 |
113-09 |
114-23 |
PP |
112-06 |
112-06 |
112-06 |
112-16 |
S1 |
111-02 |
111-02 |
112-23 |
111-20 |
S2 |
109-03 |
109-03 |
112-14 |
|
S3 |
106-00 |
107-31 |
112-05 |
|
S4 |
102-29 |
104-28 |
111-10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-17 |
2.618 |
118-21 |
1.618 |
117-16 |
1.000 |
116-25 |
0.618 |
116-11 |
HIGH |
115-20 |
0.618 |
115-06 |
0.500 |
115-02 |
0.382 |
114-29 |
LOW |
114-15 |
0.618 |
113-24 |
1.000 |
113-10 |
1.618 |
112-19 |
2.618 |
111-14 |
4.250 |
109-18 |
|
|
Fisher Pivots for day following 17-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
115-02 |
114-26 |
PP |
115-01 |
114-20 |
S1 |
115-00 |
114-14 |
|