ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 07-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2009 |
07-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-02 |
115-00 |
-0-02 |
-0.1% |
117-13 |
| High |
115-17 |
115-06 |
-0-11 |
-0.3% |
117-24 |
| Low |
114-09 |
113-16 |
-0-25 |
-0.7% |
113-16 |
| Close |
115-05 |
114-00 |
-1-05 |
-1.0% |
114-00 |
| Range |
1-08 |
1-22 |
0-14 |
35.0% |
4-08 |
| ATR |
1-18 |
1-18 |
0-00 |
0.5% |
0-00 |
| Volume |
346 |
389 |
43 |
12.4% |
4,578 |
|
| Daily Pivots for day following 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-09 |
118-11 |
114-30 |
|
| R3 |
117-19 |
116-21 |
114-15 |
|
| R2 |
115-29 |
115-29 |
114-10 |
|
| R1 |
114-31 |
114-31 |
114-05 |
114-19 |
| PP |
114-07 |
114-07 |
114-07 |
114-02 |
| S1 |
113-09 |
113-09 |
113-27 |
112-29 |
| S2 |
112-17 |
112-17 |
113-22 |
|
| S3 |
110-27 |
111-19 |
113-17 |
|
| S4 |
109-05 |
109-29 |
113-02 |
|
|
| Weekly Pivots for week ending 07-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
125-05 |
116-11 |
|
| R3 |
123-19 |
120-29 |
115-05 |
|
| R2 |
119-11 |
119-11 |
114-25 |
|
| R1 |
116-21 |
116-21 |
114-12 |
115-28 |
| PP |
115-03 |
115-03 |
115-03 |
114-22 |
| S1 |
112-13 |
112-13 |
113-20 |
111-20 |
| S2 |
110-27 |
110-27 |
113-07 |
|
| S3 |
106-19 |
108-05 |
112-27 |
|
| S4 |
102-11 |
103-29 |
111-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-12 |
|
2.618 |
119-19 |
|
1.618 |
117-29 |
|
1.000 |
116-28 |
|
0.618 |
116-07 |
|
HIGH |
115-06 |
|
0.618 |
114-17 |
|
0.500 |
114-11 |
|
0.382 |
114-05 |
|
LOW |
113-16 |
|
0.618 |
112-15 |
|
1.000 |
111-26 |
|
1.618 |
110-25 |
|
2.618 |
109-03 |
|
4.250 |
106-10 |
|
|
| Fisher Pivots for day following 07-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-11 |
114-30 |
| PP |
114-07 |
114-20 |
| S1 |
114-04 |
114-10 |
|