ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 08-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2009 |
08-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
118-10 |
1-09 |
1.1% |
117-11 |
| High |
118-11 |
120-01 |
1-22 |
1.4% |
117-30 |
| Low |
116-30 |
118-07 |
1-09 |
1.1% |
116-03 |
| Close |
118-04 |
119-31 |
1-27 |
1.6% |
117-20 |
| Range |
1-13 |
1-26 |
0-13 |
28.9% |
1-27 |
| ATR |
1-09 |
1-11 |
0-01 |
3.4% |
0-00 |
| Volume |
64 |
35 |
-29 |
-45.3% |
643 |
|
| Daily Pivots for day following 08-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
124-07 |
120-31 |
|
| R3 |
123-01 |
122-13 |
120-15 |
|
| R2 |
121-07 |
121-07 |
120-10 |
|
| R1 |
120-19 |
120-19 |
120-04 |
120-29 |
| PP |
119-13 |
119-13 |
119-13 |
119-18 |
| S1 |
118-25 |
118-25 |
119-26 |
119-03 |
| S2 |
117-19 |
117-19 |
119-20 |
|
| S3 |
115-25 |
116-31 |
119-15 |
|
| S4 |
113-31 |
115-05 |
118-31 |
|
|
| 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 |
127-24 |
|
2.618 |
124-25 |
|
1.618 |
122-31 |
|
1.000 |
121-27 |
|
0.618 |
121-05 |
|
HIGH |
120-01 |
|
0.618 |
119-11 |
|
0.500 |
119-04 |
|
0.382 |
118-29 |
|
LOW |
118-07 |
|
0.618 |
117-03 |
|
1.000 |
116-13 |
|
1.618 |
115-09 |
|
2.618 |
113-15 |
|
4.250 |
110-16 |
|
|
| Fisher Pivots for day following 08-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-15 |
| PP |
119-13 |
118-31 |
| S1 |
119-04 |
118-16 |
|