ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 04-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2009 |
04-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
117-13 |
116-17 |
-0-28 |
-0.7% |
114-30 |
| High |
117-24 |
117-02 |
-0-22 |
-0.6% |
118-00 |
| Low |
116-01 |
115-07 |
-0-26 |
-0.7% |
113-24 |
| Close |
116-10 |
115-25 |
-0-17 |
-0.5% |
117-24 |
| Range |
1-23 |
1-27 |
0-04 |
7.3% |
4-08 |
| ATR |
1-18 |
1-19 |
0-01 |
1.3% |
0-00 |
| Volume |
389 |
1,855 |
1,466 |
376.9% |
1,163 |
|
| Daily Pivots for day following 04-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
120-16 |
116-25 |
|
| R3 |
119-23 |
118-21 |
116-09 |
|
| R2 |
117-28 |
117-28 |
116-04 |
|
| R1 |
116-26 |
116-26 |
115-30 |
116-14 |
| PP |
116-01 |
116-01 |
116-01 |
115-26 |
| S1 |
114-31 |
114-31 |
115-20 |
114-18 |
| S2 |
114-06 |
114-06 |
115-14 |
|
| S3 |
112-11 |
113-04 |
115-09 |
|
| S4 |
110-16 |
111-09 |
114-25 |
|
|
| 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 |
124-29 |
|
2.618 |
121-28 |
|
1.618 |
120-01 |
|
1.000 |
118-29 |
|
0.618 |
118-06 |
|
HIGH |
117-02 |
|
0.618 |
116-11 |
|
0.500 |
116-04 |
|
0.382 |
115-30 |
|
LOW |
115-07 |
|
0.618 |
114-03 |
|
1.000 |
113-12 |
|
1.618 |
112-08 |
|
2.618 |
110-13 |
|
4.250 |
107-12 |
|
|
| Fisher Pivots for day following 04-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-04 |
116-20 |
| PP |
116-01 |
116-11 |
| S1 |
115-29 |
116-02 |
|