ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 14-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2009 |
14-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
119-08 |
118-20 |
-0-20 |
-0.5% |
117-10 |
| High |
119-31 |
118-29 |
-1-02 |
-0.9% |
120-01 |
| Low |
118-20 |
117-04 |
-1-16 |
-1.3% |
116-30 |
| Close |
118-26 |
117-15 |
-1-11 |
-1.1% |
119-15 |
| Range |
1-11 |
1-25 |
0-14 |
32.6% |
3-03 |
| ATR |
1-13 |
1-14 |
0-01 |
1.9% |
0-00 |
| Volume |
52 |
52 |
0 |
0.0% |
681 |
|
| Daily Pivots for day following 14-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
122-03 |
118-14 |
|
| R3 |
121-13 |
120-10 |
117-31 |
|
| R2 |
119-20 |
119-20 |
117-25 |
|
| R1 |
118-17 |
118-17 |
117-20 |
118-06 |
| PP |
117-27 |
117-27 |
117-27 |
117-21 |
| S1 |
116-24 |
116-24 |
117-10 |
116-13 |
| S2 |
116-02 |
116-02 |
117-05 |
|
| S3 |
114-09 |
114-31 |
116-31 |
|
| S4 |
112-16 |
113-06 |
116-16 |
|
|
| 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 |
126-15 |
|
2.618 |
123-18 |
|
1.618 |
121-25 |
|
1.000 |
120-22 |
|
0.618 |
120-00 |
|
HIGH |
118-29 |
|
0.618 |
118-07 |
|
0.500 |
118-00 |
|
0.382 |
117-26 |
|
LOW |
117-04 |
|
0.618 |
116-01 |
|
1.000 |
115-11 |
|
1.618 |
114-08 |
|
2.618 |
112-15 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 14-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
118-00 |
118-18 |
| PP |
117-27 |
118-06 |
| S1 |
117-21 |
117-26 |
|