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 |
|