ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 16-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2009 |
16-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
115-19 |
-1-23 |
-1.5% |
117-10 |
| High |
117-15 |
116-19 |
-0-28 |
-0.7% |
120-01 |
| Low |
115-07 |
115-15 |
0-08 |
0.2% |
116-30 |
| Close |
115-21 |
116-01 |
0-12 |
0.3% |
119-15 |
| Range |
2-08 |
1-04 |
-1-04 |
-50.0% |
3-03 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.7% |
0-00 |
| Volume |
92 |
146 |
54 |
58.7% |
681 |
|
| Daily Pivots for day following 16-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-13 |
118-27 |
116-21 |
|
| R3 |
118-09 |
117-23 |
116-11 |
|
| R2 |
117-05 |
117-05 |
116-08 |
|
| R1 |
116-19 |
116-19 |
116-04 |
116-28 |
| PP |
116-01 |
116-01 |
116-01 |
116-06 |
| S1 |
115-15 |
115-15 |
115-30 |
115-24 |
| S2 |
114-29 |
114-29 |
115-26 |
|
| S3 |
113-25 |
114-11 |
115-23 |
|
| S4 |
112-21 |
113-07 |
115-13 |
|
|
| 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 |
121-12 |
|
2.618 |
119-17 |
|
1.618 |
118-13 |
|
1.000 |
117-23 |
|
0.618 |
117-09 |
|
HIGH |
116-19 |
|
0.618 |
116-05 |
|
0.500 |
116-01 |
|
0.382 |
115-29 |
|
LOW |
115-15 |
|
0.618 |
114-25 |
|
1.000 |
114-11 |
|
1.618 |
113-21 |
|
2.618 |
112-17 |
|
4.250 |
110-22 |
|
|
| Fisher Pivots for day following 16-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-01 |
117-02 |
| PP |
116-01 |
116-23 |
| S1 |
116-01 |
116-12 |
|