ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 23-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2009 |
23-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
117-02 |
116-08 |
-0-26 |
-0.7% |
119-08 |
| High |
117-06 |
116-19 |
-0-19 |
-0.5% |
119-31 |
| Low |
115-31 |
114-11 |
-1-20 |
-1.4% |
114-31 |
| Close |
116-01 |
114-13 |
-1-20 |
-1.4% |
115-02 |
| Range |
1-07 |
2-08 |
1-01 |
84.6% |
5-00 |
| ATR |
1-17 |
1-19 |
0-02 |
3.4% |
0-00 |
| Volume |
413 |
1,075 |
662 |
160.3% |
413 |
|
| Daily Pivots for day following 23-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-28 |
120-12 |
115-21 |
|
| R3 |
119-20 |
118-04 |
115-01 |
|
| R2 |
117-12 |
117-12 |
114-26 |
|
| R1 |
115-28 |
115-28 |
114-20 |
115-16 |
| PP |
115-04 |
115-04 |
115-04 |
114-30 |
| S1 |
113-20 |
113-20 |
114-06 |
113-08 |
| S2 |
112-28 |
112-28 |
114-00 |
|
| S3 |
110-20 |
111-12 |
113-25 |
|
| S4 |
108-12 |
109-04 |
113-05 |
|
|
| 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 |
126-05 |
|
2.618 |
122-15 |
|
1.618 |
120-07 |
|
1.000 |
118-27 |
|
0.618 |
117-31 |
|
HIGH |
116-19 |
|
0.618 |
115-23 |
|
0.500 |
115-15 |
|
0.382 |
115-07 |
|
LOW |
114-11 |
|
0.618 |
112-31 |
|
1.000 |
112-03 |
|
1.618 |
110-23 |
|
2.618 |
108-15 |
|
4.250 |
104-25 |
|
|
| Fisher Pivots for day following 23-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-15 |
115-25 |
| PP |
115-04 |
115-10 |
| S1 |
114-24 |
114-28 |
|