ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 21-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2009 |
21-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-29 |
115-08 |
0-11 |
0.3% |
119-08 |
| High |
116-03 |
117-07 |
1-04 |
1.0% |
119-31 |
| Low |
114-09 |
114-25 |
0-16 |
0.4% |
114-31 |
| Close |
115-31 |
117-03 |
1-04 |
1.0% |
115-02 |
| Range |
1-26 |
2-14 |
0-20 |
34.5% |
5-00 |
| ATR |
1-15 |
1-18 |
0-02 |
4.6% |
0-00 |
| Volume |
102 |
220 |
118 |
115.7% |
413 |
|
| Daily Pivots for day following 21-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-22 |
122-26 |
118-14 |
|
| R3 |
121-08 |
120-12 |
117-24 |
|
| R2 |
118-26 |
118-26 |
117-17 |
|
| R1 |
117-30 |
117-30 |
117-10 |
118-12 |
| PP |
116-12 |
116-12 |
116-12 |
116-18 |
| S1 |
115-16 |
115-16 |
116-28 |
115-30 |
| S2 |
113-30 |
113-30 |
116-21 |
|
| S3 |
111-16 |
113-02 |
116-14 |
|
| S4 |
109-02 |
110-20 |
115-24 |
|
|
| 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 |
127-18 |
|
2.618 |
123-19 |
|
1.618 |
121-05 |
|
1.000 |
119-21 |
|
0.618 |
118-23 |
|
HIGH |
117-07 |
|
0.618 |
116-09 |
|
0.500 |
116-00 |
|
0.382 |
115-23 |
|
LOW |
114-25 |
|
0.618 |
113-09 |
|
1.000 |
112-11 |
|
1.618 |
110-27 |
|
2.618 |
108-13 |
|
4.250 |
104-14 |
|
|
| Fisher Pivots for day following 21-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-23 |
116-21 |
| PP |
116-12 |
116-06 |
| S1 |
116-00 |
115-24 |
|