ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 19-Jun-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2009 |
19-Jun-2009 |
Change |
Change % |
Previous Week |
| Open |
114-10 |
113-06 |
-1-04 |
-1.0% |
113-20 |
| High |
114-14 |
113-17 |
-0-29 |
-0.8% |
115-20 |
| Low |
112-21 |
112-15 |
-0-06 |
-0.2% |
112-15 |
| Close |
112-27 |
113-17 |
0-22 |
0.6% |
113-17 |
| Range |
1-25 |
1-02 |
-0-23 |
-40.4% |
3-05 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.4% |
0-00 |
| Volume |
66 |
99 |
33 |
50.0% |
226 |
|
| Daily Pivots for day following 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-12 |
116-00 |
114-04 |
|
| R3 |
115-10 |
114-30 |
113-26 |
|
| R2 |
114-08 |
114-08 |
113-23 |
|
| R1 |
113-28 |
113-28 |
113-20 |
114-02 |
| PP |
113-06 |
113-06 |
113-06 |
113-08 |
| S1 |
112-26 |
112-26 |
113-14 |
113-00 |
| S2 |
112-04 |
112-04 |
113-11 |
|
| S3 |
111-02 |
111-24 |
113-08 |
|
| S4 |
110-00 |
110-22 |
112-30 |
|
|
| Weekly Pivots for week ending 19-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
121-19 |
115-09 |
|
| R3 |
120-06 |
118-14 |
114-13 |
|
| R2 |
117-01 |
117-01 |
114-04 |
|
| R1 |
115-09 |
115-09 |
113-26 |
114-18 |
| PP |
113-28 |
113-28 |
113-28 |
113-17 |
| S1 |
112-04 |
112-04 |
113-08 |
111-14 |
| S2 |
110-23 |
110-23 |
112-30 |
|
| S3 |
107-18 |
108-31 |
112-21 |
|
| S4 |
104-13 |
105-26 |
111-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-02 |
|
2.618 |
116-10 |
|
1.618 |
115-08 |
|
1.000 |
114-19 |
|
0.618 |
114-06 |
|
HIGH |
113-17 |
|
0.618 |
113-04 |
|
0.500 |
113-00 |
|
0.382 |
112-28 |
|
LOW |
112-15 |
|
0.618 |
111-26 |
|
1.000 |
111-13 |
|
1.618 |
110-24 |
|
2.618 |
109-22 |
|
4.250 |
107-30 |
|
|
| Fisher Pivots for day following 19-Jun-2009 |
| Pivot |
1 day |
3 day |
| R1 |
113-11 |
114-02 |
| PP |
113-06 |
113-28 |
| S1 |
113-00 |
113-22 |
|