ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 31-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2009 |
31-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
116-00 |
1-00 |
0.9% |
114-30 |
| High |
116-03 |
118-00 |
1-29 |
1.6% |
118-00 |
| Low |
114-17 |
115-28 |
1-11 |
1.2% |
113-24 |
| Close |
115-25 |
117-24 |
1-31 |
1.7% |
117-24 |
| Range |
1-18 |
2-04 |
0-18 |
36.0% |
4-08 |
| ATR |
1-16 |
1-18 |
0-02 |
3.4% |
0-00 |
| Volume |
200 |
714 |
514 |
257.0% |
1,163 |
|
| Daily Pivots for day following 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-19 |
122-25 |
118-29 |
|
| R3 |
121-15 |
120-21 |
118-11 |
|
| R2 |
119-11 |
119-11 |
118-04 |
|
| R1 |
118-17 |
118-17 |
117-30 |
118-30 |
| PP |
117-07 |
117-07 |
117-07 |
117-13 |
| S1 |
116-13 |
116-13 |
117-18 |
116-26 |
| S2 |
115-03 |
115-03 |
117-12 |
|
| S3 |
112-31 |
114-09 |
117-05 |
|
| S4 |
110-27 |
112-05 |
116-19 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-08 |
127-24 |
120-03 |
|
| R3 |
125-00 |
123-16 |
118-29 |
|
| R2 |
120-24 |
120-24 |
118-17 |
|
| R1 |
119-08 |
119-08 |
118-04 |
120-00 |
| PP |
116-16 |
116-16 |
116-16 |
116-28 |
| S1 |
115-00 |
115-00 |
117-12 |
115-24 |
| S2 |
112-08 |
112-08 |
116-31 |
|
| S3 |
108-00 |
110-24 |
116-19 |
|
| S4 |
103-24 |
106-16 |
115-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-01 |
|
2.618 |
123-18 |
|
1.618 |
121-14 |
|
1.000 |
120-04 |
|
0.618 |
119-10 |
|
HIGH |
118-00 |
|
0.618 |
117-06 |
|
0.500 |
116-30 |
|
0.382 |
116-22 |
|
LOW |
115-28 |
|
0.618 |
114-18 |
|
1.000 |
113-24 |
|
1.618 |
112-14 |
|
2.618 |
110-10 |
|
4.250 |
106-27 |
|
|
| Fisher Pivots for day following 31-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-15 |
117-07 |
| PP |
117-07 |
116-22 |
| S1 |
116-30 |
116-04 |
|