ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 06-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2009 |
06-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-20 |
117-10 |
-0-10 |
-0.3% |
117-11 |
| High |
117-20 |
117-25 |
0-05 |
0.1% |
117-30 |
| Low |
117-17 |
117-01 |
-0-16 |
-0.4% |
116-03 |
| Close |
117-20 |
117-17 |
-0-03 |
-0.1% |
117-20 |
| Range |
0-03 |
0-24 |
0-21 |
700.0% |
1-27 |
| ATR |
1-10 |
1-09 |
-0-01 |
-3.1% |
0-00 |
| Volume |
219 |
219 |
0 |
0.0% |
643 |
|
| Daily Pivots for day following 06-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-22 |
119-12 |
117-30 |
|
| R3 |
118-30 |
118-20 |
117-24 |
|
| R2 |
118-06 |
118-06 |
117-21 |
|
| R1 |
117-28 |
117-28 |
117-19 |
118-01 |
| PP |
117-14 |
117-14 |
117-14 |
117-17 |
| S1 |
117-04 |
117-04 |
117-15 |
117-09 |
| S2 |
116-22 |
116-22 |
117-13 |
|
| S3 |
115-30 |
116-12 |
117-10 |
|
| S4 |
115-06 |
115-20 |
117-04 |
|
|
| Weekly Pivots for week ending 03-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-24 |
122-01 |
118-20 |
|
| R3 |
120-29 |
120-06 |
118-04 |
|
| R2 |
119-02 |
119-02 |
117-31 |
|
| R1 |
118-11 |
118-11 |
117-25 |
118-22 |
| PP |
117-07 |
117-07 |
117-07 |
117-13 |
| S1 |
116-16 |
116-16 |
117-15 |
116-28 |
| S2 |
115-12 |
115-12 |
117-09 |
|
| S3 |
113-17 |
114-21 |
117-04 |
|
| S4 |
111-22 |
112-26 |
116-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-31 |
|
2.618 |
119-24 |
|
1.618 |
119-00 |
|
1.000 |
118-17 |
|
0.618 |
118-08 |
|
HIGH |
117-25 |
|
0.618 |
117-16 |
|
0.500 |
117-13 |
|
0.382 |
117-10 |
|
LOW |
117-01 |
|
0.618 |
116-18 |
|
1.000 |
116-09 |
|
1.618 |
115-26 |
|
2.618 |
115-02 |
|
4.250 |
113-27 |
|
|
| Fisher Pivots for day following 06-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-16 |
117-15 |
| PP |
117-14 |
117-13 |
| S1 |
117-13 |
117-10 |
|