ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 15-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2009 |
15-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-20 |
117-10 |
-1-10 |
-1.1% |
117-10 |
| High |
118-29 |
117-15 |
-1-14 |
-1.2% |
120-01 |
| Low |
117-04 |
115-07 |
-1-29 |
-1.6% |
116-30 |
| Close |
117-15 |
115-21 |
-1-26 |
-1.5% |
119-15 |
| Range |
1-25 |
2-08 |
0-15 |
26.3% |
3-03 |
| ATR |
1-14 |
1-16 |
0-02 |
4.1% |
0-00 |
| Volume |
52 |
92 |
40 |
76.9% |
681 |
|
| Daily Pivots for day following 15-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-28 |
121-16 |
116-29 |
|
| R3 |
120-20 |
119-08 |
116-09 |
|
| R2 |
118-12 |
118-12 |
116-02 |
|
| R1 |
117-00 |
117-00 |
115-28 |
116-18 |
| PP |
116-04 |
116-04 |
116-04 |
115-28 |
| S1 |
114-24 |
114-24 |
115-14 |
114-10 |
| S2 |
113-28 |
113-28 |
115-08 |
|
| S3 |
111-20 |
112-16 |
115-01 |
|
| S4 |
109-12 |
110-08 |
114-13 |
|
|
| 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 |
127-01 |
|
2.618 |
123-11 |
|
1.618 |
121-03 |
|
1.000 |
119-23 |
|
0.618 |
118-27 |
|
HIGH |
117-15 |
|
0.618 |
116-19 |
|
0.500 |
116-11 |
|
0.382 |
116-03 |
|
LOW |
115-07 |
|
0.618 |
113-27 |
|
1.000 |
112-31 |
|
1.618 |
111-19 |
|
2.618 |
109-11 |
|
4.250 |
105-21 |
|
|
| Fisher Pivots for day following 15-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-11 |
117-19 |
| PP |
116-04 |
116-30 |
| S1 |
115-28 |
116-10 |
|