ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 20-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2009 |
20-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-16 |
114-29 |
-0-19 |
-0.5% |
119-08 |
| High |
116-12 |
116-03 |
-0-09 |
-0.2% |
119-31 |
| Low |
114-31 |
114-09 |
-0-22 |
-0.6% |
114-31 |
| Close |
115-02 |
115-31 |
0-29 |
0.8% |
115-02 |
| Range |
1-13 |
1-26 |
0-13 |
28.9% |
5-00 |
| ATR |
1-15 |
1-15 |
0-01 |
1.7% |
0-00 |
| Volume |
71 |
102 |
31 |
43.7% |
413 |
|
| Daily Pivots for day following 20-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
120-08 |
116-31 |
|
| R3 |
119-02 |
118-14 |
116-15 |
|
| R2 |
117-08 |
117-08 |
116-10 |
|
| R1 |
116-20 |
116-20 |
116-04 |
116-30 |
| PP |
115-14 |
115-14 |
115-14 |
115-20 |
| S1 |
114-26 |
114-26 |
115-26 |
115-04 |
| S2 |
113-20 |
113-20 |
115-20 |
|
| S3 |
111-26 |
113-00 |
115-15 |
|
| S4 |
110-00 |
111-06 |
114-31 |
|
|
| 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 |
123-26 |
|
2.618 |
120-27 |
|
1.618 |
119-01 |
|
1.000 |
117-29 |
|
0.618 |
117-07 |
|
HIGH |
116-03 |
|
0.618 |
115-13 |
|
0.500 |
115-06 |
|
0.382 |
114-31 |
|
LOW |
114-09 |
|
0.618 |
113-05 |
|
1.000 |
112-15 |
|
1.618 |
111-11 |
|
2.618 |
109-17 |
|
4.250 |
106-18 |
|
|
| Fisher Pivots for day following 20-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-23 |
115-25 |
| PP |
115-14 |
115-20 |
| S1 |
115-06 |
115-14 |
|