ECBOT 30 Year Treasury Bond Future December 2009
Trading Metrics calculated at close of trading on 29-Jun-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2009 |
29-Jun-2009 |
Change |
Change % |
Previous Week |
Open |
116-23 |
117-11 |
0-20 |
0.5% |
115-00 |
High |
117-12 |
117-25 |
0-13 |
0.3% |
117-12 |
Low |
116-10 |
117-00 |
0-22 |
0.6% |
114-12 |
Close |
117-07 |
117-08 |
0-01 |
0.0% |
117-07 |
Range |
1-02 |
0-25 |
-0-09 |
-26.5% |
3-00 |
ATR |
1-17 |
1-16 |
-0-02 |
-3.5% |
0-00 |
Volume |
77 |
64 |
-13 |
-16.9% |
214 |
|
Daily Pivots for day following 29-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-22 |
119-08 |
117-22 |
|
R3 |
118-29 |
118-15 |
117-15 |
|
R2 |
118-04 |
118-04 |
117-13 |
|
R1 |
117-22 |
117-22 |
117-10 |
117-16 |
PP |
117-11 |
117-11 |
117-11 |
117-08 |
S1 |
116-29 |
116-29 |
117-06 |
116-24 |
S2 |
116-18 |
116-18 |
117-03 |
|
S3 |
115-25 |
116-04 |
117-01 |
|
S4 |
115-00 |
115-11 |
116-26 |
|
|
Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-10 |
124-09 |
118-28 |
|
R3 |
122-10 |
121-09 |
118-01 |
|
R2 |
119-10 |
119-10 |
117-25 |
|
R1 |
118-09 |
118-09 |
117-16 |
118-26 |
PP |
116-10 |
116-10 |
116-10 |
116-19 |
S1 |
115-09 |
115-09 |
116-30 |
115-26 |
S2 |
113-10 |
113-10 |
116-21 |
|
S3 |
110-10 |
112-09 |
116-13 |
|
S4 |
107-10 |
109-09 |
115-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-03 |
2.618 |
119-26 |
1.618 |
119-01 |
1.000 |
118-18 |
0.618 |
118-08 |
HIGH |
117-25 |
0.618 |
117-15 |
0.500 |
117-12 |
0.382 |
117-10 |
LOW |
117-00 |
0.618 |
116-17 |
1.000 |
116-07 |
1.618 |
115-24 |
2.618 |
114-31 |
4.250 |
113-22 |
|
|
Fisher Pivots for day following 29-Jun-2009 |
Pivot |
1 day |
3 day |
R1 |
117-12 |
116-30 |
PP |
117-11 |
116-21 |
S1 |
117-10 |
116-12 |
|