ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 23-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2009 |
23-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
115-00 |
114-26 |
-0-06 |
-0.2% |
113-20 |
High |
115-01 |
116-01 |
1-00 |
0.9% |
115-20 |
Low |
114-12 |
114-17 |
0-05 |
0.1% |
112-15 |
Close |
115-01 |
115-28 |
0-27 |
0.7% |
113-17 |
Range |
0-21 |
1-16 |
0-27 |
128.6% |
3-05 |
ATR |
1-18 |
1-17 |
0-00 |
-0.2% |
0-00 |
Volume |
13 |
25 |
12 |
92.3% |
226 |
|
Daily Pivots for day following 23-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-31 |
119-14 |
116-22 |
|
R3 |
118-15 |
117-30 |
116-09 |
|
R2 |
116-31 |
116-31 |
116-05 |
|
R1 |
116-14 |
116-14 |
116-00 |
116-22 |
PP |
115-15 |
115-15 |
115-15 |
115-20 |
S1 |
114-30 |
114-30 |
115-24 |
115-06 |
S2 |
113-31 |
113-31 |
115-19 |
|
S3 |
112-15 |
113-14 |
115-15 |
|
S4 |
110-31 |
111-30 |
115-02 |
|
|
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 |
122-13 |
2.618 |
119-31 |
1.618 |
118-15 |
1.000 |
117-17 |
0.618 |
116-31 |
HIGH |
116-01 |
0.618 |
115-15 |
0.500 |
115-09 |
0.382 |
115-03 |
LOW |
114-17 |
0.618 |
113-19 |
1.000 |
113-01 |
1.618 |
112-03 |
2.618 |
110-19 |
4.250 |
108-05 |
|
|
Fisher Pivots for day following 23-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
115-22 |
115-11 |
PP |
115-15 |
114-25 |
S1 |
115-09 |
114-08 |
|