ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 24-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2009 |
24-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-08 |
115-00 |
-1-08 |
-1.1% |
114-29 |
| High |
116-19 |
115-04 |
-1-15 |
-1.3% |
117-07 |
| Low |
114-11 |
114-16 |
0-05 |
0.1% |
114-09 |
| Close |
114-13 |
114-27 |
0-14 |
0.4% |
114-27 |
| Range |
2-08 |
0-20 |
-1-20 |
-72.2% |
2-30 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.9% |
0-00 |
| Volume |
1,075 |
390 |
-685 |
-63.7% |
2,200 |
|
| Daily Pivots for day following 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-22 |
116-13 |
115-06 |
|
| R3 |
116-02 |
115-25 |
115-00 |
|
| R2 |
115-14 |
115-14 |
114-31 |
|
| R1 |
115-05 |
115-05 |
114-29 |
115-00 |
| PP |
114-26 |
114-26 |
114-26 |
114-24 |
| S1 |
114-17 |
114-17 |
114-25 |
114-12 |
| S2 |
114-06 |
114-06 |
114-23 |
|
| S3 |
113-18 |
113-29 |
114-22 |
|
| S4 |
112-30 |
113-09 |
114-16 |
|
|
| Weekly Pivots for week ending 24-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
122-16 |
116-15 |
|
| R3 |
121-10 |
119-18 |
115-21 |
|
| R2 |
118-12 |
118-12 |
115-12 |
|
| R1 |
116-20 |
116-20 |
115-04 |
116-01 |
| PP |
115-14 |
115-14 |
115-14 |
115-05 |
| S1 |
113-22 |
113-22 |
114-18 |
113-03 |
| S2 |
112-16 |
112-16 |
114-10 |
|
| S3 |
109-18 |
110-24 |
114-01 |
|
| S4 |
106-20 |
107-26 |
113-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-25 |
|
2.618 |
116-24 |
|
1.618 |
116-04 |
|
1.000 |
115-24 |
|
0.618 |
115-16 |
|
HIGH |
115-04 |
|
0.618 |
114-28 |
|
0.500 |
114-26 |
|
0.382 |
114-24 |
|
LOW |
114-16 |
|
0.618 |
114-04 |
|
1.000 |
113-28 |
|
1.618 |
113-16 |
|
2.618 |
112-28 |
|
4.250 |
111-27 |
|
|
| Fisher Pivots for day following 24-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-27 |
115-24 |
| PP |
114-26 |
115-15 |
| S1 |
114-26 |
115-05 |
|