ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 01-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2009 |
01-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
116-10 |
-0-31 |
-0.8% |
115-00 |
| High |
117-16 |
117-01 |
-0-15 |
-0.4% |
117-12 |
| Low |
116-06 |
116-03 |
-0-03 |
-0.1% |
114-12 |
| Close |
117-02 |
116-30 |
-0-04 |
-0.1% |
117-07 |
| Range |
1-10 |
0-30 |
-0-12 |
-28.6% |
3-00 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.4% |
0-00 |
| Volume |
128 |
109 |
-19 |
-14.8% |
214 |
|
| Daily Pivots for day following 01-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
119-05 |
117-14 |
|
| R3 |
118-18 |
118-07 |
117-06 |
|
| R2 |
117-20 |
117-20 |
117-04 |
|
| R1 |
117-09 |
117-09 |
117-01 |
117-14 |
| PP |
116-22 |
116-22 |
116-22 |
116-25 |
| S1 |
116-11 |
116-11 |
116-27 |
116-16 |
| S2 |
115-24 |
115-24 |
116-24 |
|
| S3 |
114-26 |
115-13 |
116-22 |
|
| S4 |
113-28 |
114-15 |
116-14 |
|
|
| 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 |
121-00 |
|
2.618 |
119-16 |
|
1.618 |
118-18 |
|
1.000 |
117-31 |
|
0.618 |
117-20 |
|
HIGH |
117-01 |
|
0.618 |
116-22 |
|
0.500 |
116-18 |
|
0.382 |
116-14 |
|
LOW |
116-03 |
|
0.618 |
115-16 |
|
1.000 |
115-05 |
|
1.618 |
114-18 |
|
2.618 |
113-20 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 01-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-26 |
116-30 |
| PP |
116-22 |
116-30 |
| S1 |
116-18 |
116-30 |
|