ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 07-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2009 |
07-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
117-01 |
-0-09 |
-0.2% |
117-11 |
| High |
117-25 |
118-11 |
0-18 |
0.5% |
117-30 |
| Low |
117-01 |
116-30 |
-0-03 |
-0.1% |
116-03 |
| Close |
117-17 |
118-04 |
0-19 |
0.5% |
117-20 |
| Range |
0-24 |
1-13 |
0-21 |
87.5% |
1-27 |
| ATR |
1-09 |
1-09 |
0-00 |
0.7% |
0-00 |
| Volume |
219 |
64 |
-155 |
-70.8% |
643 |
|
| Daily Pivots for day following 07-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-01 |
121-15 |
118-29 |
|
| R3 |
120-20 |
120-02 |
118-16 |
|
| R2 |
119-07 |
119-07 |
118-12 |
|
| R1 |
118-21 |
118-21 |
118-08 |
118-30 |
| PP |
117-26 |
117-26 |
117-26 |
117-30 |
| S1 |
117-08 |
117-08 |
118-00 |
117-17 |
| S2 |
116-13 |
116-13 |
117-28 |
|
| S3 |
115-00 |
115-27 |
117-24 |
|
| S4 |
113-19 |
114-14 |
117-11 |
|
|
| 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 |
124-10 |
|
2.618 |
122-01 |
|
1.618 |
120-20 |
|
1.000 |
119-24 |
|
0.618 |
119-07 |
|
HIGH |
118-11 |
|
0.618 |
117-26 |
|
0.500 |
117-20 |
|
0.382 |
117-15 |
|
LOW |
116-30 |
|
0.618 |
116-02 |
|
1.000 |
115-17 |
|
1.618 |
114-21 |
|
2.618 |
113-08 |
|
4.250 |
110-31 |
|
|
| Fisher Pivots for day following 07-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
117-31 |
| PP |
117-26 |
117-26 |
| S1 |
117-20 |
117-20 |
|