ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 30-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2009 |
30-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
114-30 |
115-00 |
0-02 |
0.1% |
114-29 |
| High |
115-24 |
116-03 |
0-11 |
0.3% |
117-07 |
| Low |
114-09 |
114-17 |
0-08 |
0.2% |
114-09 |
| Close |
115-07 |
115-25 |
0-18 |
0.5% |
114-27 |
| Range |
1-15 |
1-18 |
0-03 |
6.4% |
2-30 |
| ATR |
1-16 |
1-16 |
0-00 |
0.3% |
0-00 |
| Volume |
56 |
200 |
144 |
257.1% |
2,200 |
|
| Daily Pivots for day following 30-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-05 |
119-17 |
116-20 |
|
| R3 |
118-19 |
117-31 |
116-07 |
|
| R2 |
117-01 |
117-01 |
116-02 |
|
| R1 |
116-13 |
116-13 |
115-30 |
116-23 |
| PP |
115-15 |
115-15 |
115-15 |
115-20 |
| S1 |
114-27 |
114-27 |
115-20 |
115-05 |
| S2 |
113-29 |
113-29 |
115-16 |
|
| S3 |
112-11 |
113-09 |
115-11 |
|
| S4 |
110-25 |
111-23 |
114-30 |
|
|
| 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 |
122-24 |
|
2.618 |
120-06 |
|
1.618 |
118-20 |
|
1.000 |
117-21 |
|
0.618 |
117-02 |
|
HIGH |
116-03 |
|
0.618 |
115-16 |
|
0.500 |
115-10 |
|
0.382 |
115-04 |
|
LOW |
114-17 |
|
0.618 |
113-18 |
|
1.000 |
112-31 |
|
1.618 |
112-00 |
|
2.618 |
110-14 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 30-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-20 |
115-17 |
| PP |
115-15 |
115-09 |
| S1 |
115-10 |
115-02 |
|