ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 17-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2009 |
17-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-19 |
115-16 |
-0-03 |
-0.1% |
119-08 |
| High |
116-19 |
116-12 |
-0-07 |
-0.2% |
119-31 |
| Low |
115-15 |
114-31 |
-0-16 |
-0.4% |
114-31 |
| Close |
116-01 |
115-02 |
-0-31 |
-0.8% |
115-02 |
| Range |
1-04 |
1-13 |
0-09 |
25.0% |
5-00 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.3% |
0-00 |
| Volume |
146 |
71 |
-75 |
-51.4% |
413 |
|
| Daily Pivots for day following 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-22 |
118-25 |
115-27 |
|
| R3 |
118-09 |
117-12 |
115-14 |
|
| R2 |
116-28 |
116-28 |
115-10 |
|
| R1 |
115-31 |
115-31 |
115-06 |
115-23 |
| PP |
115-15 |
115-15 |
115-15 |
115-11 |
| S1 |
114-18 |
114-18 |
114-30 |
114-10 |
| S2 |
114-02 |
114-02 |
114-26 |
|
| S3 |
112-21 |
113-05 |
114-22 |
|
| S4 |
111-08 |
111-24 |
114-09 |
|
|
| Weekly Pivots for week ending 17-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-21 |
128-12 |
117-26 |
|
| R3 |
126-21 |
123-12 |
116-14 |
|
| R2 |
121-21 |
121-21 |
115-31 |
|
| R1 |
118-12 |
118-12 |
115-17 |
117-16 |
| PP |
116-21 |
116-21 |
116-21 |
116-08 |
| S1 |
113-12 |
113-12 |
114-19 |
112-16 |
| S2 |
111-21 |
111-21 |
114-05 |
|
| S3 |
106-21 |
108-12 |
113-22 |
|
| S4 |
101-21 |
103-12 |
112-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-11 |
|
2.618 |
120-02 |
|
1.618 |
118-21 |
|
1.000 |
117-25 |
|
0.618 |
117-08 |
|
HIGH |
116-12 |
|
0.618 |
115-27 |
|
0.500 |
115-22 |
|
0.382 |
115-16 |
|
LOW |
114-31 |
|
0.618 |
114-03 |
|
1.000 |
113-18 |
|
1.618 |
112-22 |
|
2.618 |
111-09 |
|
4.250 |
109-00 |
|
|
| Fisher Pivots for day following 17-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-22 |
116-07 |
| PP |
115-15 |
115-27 |
| S1 |
115-08 |
115-14 |
|