ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 10-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2009 |
10-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
118-27 |
-0-05 |
-0.1% |
117-10 |
| High |
119-03 |
119-24 |
0-21 |
0.6% |
120-01 |
| Low |
117-31 |
118-24 |
0-25 |
0.7% |
116-30 |
| Close |
118-02 |
119-15 |
1-13 |
1.2% |
119-15 |
| Range |
1-04 |
1-00 |
-0-04 |
-11.1% |
3-03 |
| ATR |
1-12 |
1-13 |
0-01 |
1.6% |
0-00 |
| Volume |
313 |
50 |
-263 |
-84.0% |
681 |
|
| Daily Pivots for day following 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
121-29 |
120-01 |
|
| R3 |
121-10 |
120-29 |
119-24 |
|
| R2 |
120-10 |
120-10 |
119-21 |
|
| R1 |
119-29 |
119-29 |
119-18 |
120-04 |
| PP |
119-10 |
119-10 |
119-10 |
119-14 |
| S1 |
118-29 |
118-29 |
119-12 |
119-04 |
| S2 |
118-10 |
118-10 |
119-09 |
|
| S3 |
117-10 |
117-29 |
119-06 |
|
| S4 |
116-10 |
116-29 |
118-29 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
126-28 |
121-05 |
|
| R3 |
125-00 |
123-25 |
120-10 |
|
| R2 |
121-29 |
121-29 |
120-01 |
|
| R1 |
120-22 |
120-22 |
119-24 |
121-10 |
| PP |
118-26 |
118-26 |
118-26 |
119-04 |
| S1 |
117-19 |
117-19 |
119-06 |
118-06 |
| S2 |
115-23 |
115-23 |
118-29 |
|
| S3 |
112-20 |
114-16 |
118-20 |
|
| S4 |
109-17 |
111-13 |
117-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
122-12 |
|
1.618 |
121-12 |
|
1.000 |
120-24 |
|
0.618 |
120-12 |
|
HIGH |
119-24 |
|
0.618 |
119-12 |
|
0.500 |
119-08 |
|
0.382 |
119-04 |
|
LOW |
118-24 |
|
0.618 |
118-04 |
|
1.000 |
117-24 |
|
1.618 |
117-04 |
|
2.618 |
116-04 |
|
4.250 |
114-16 |
|
|
| Fisher Pivots for day following 10-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-10 |
| PP |
119-10 |
119-05 |
| S1 |
119-08 |
119-00 |
|