ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 10-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2009 |
10-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
113-24 |
-1-08 |
-1.1% |
117-13 |
| High |
115-06 |
115-08 |
0-02 |
0.1% |
117-24 |
| Low |
113-16 |
113-19 |
0-03 |
0.1% |
113-16 |
| Close |
114-00 |
115-03 |
1-03 |
1.0% |
114-00 |
| Range |
1-22 |
1-21 |
-0-01 |
-1.9% |
4-08 |
| ATR |
1-18 |
1-19 |
0-00 |
0.4% |
0-00 |
| Volume |
389 |
593 |
204 |
52.4% |
4,578 |
|
| Daily Pivots for day following 10-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-20 |
119-00 |
116-00 |
|
| R3 |
117-31 |
117-11 |
115-18 |
|
| R2 |
116-10 |
116-10 |
115-13 |
|
| R1 |
115-22 |
115-22 |
115-08 |
116-00 |
| PP |
114-21 |
114-21 |
114-21 |
114-26 |
| S1 |
114-01 |
114-01 |
114-30 |
114-11 |
| S2 |
113-00 |
113-00 |
114-25 |
|
| S3 |
111-11 |
112-12 |
114-20 |
|
| S4 |
109-22 |
110-23 |
114-06 |
|
|
| 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 |
122-09 |
|
2.618 |
119-19 |
|
1.618 |
117-30 |
|
1.000 |
116-29 |
|
0.618 |
116-09 |
|
HIGH |
115-08 |
|
0.618 |
114-20 |
|
0.500 |
114-14 |
|
0.382 |
114-07 |
|
LOW |
113-19 |
|
0.618 |
112-18 |
|
1.000 |
111-30 |
|
1.618 |
110-29 |
|
2.618 |
109-08 |
|
4.250 |
106-18 |
|
|
| Fisher Pivots for day following 10-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
114-28 |
114-29 |
| PP |
114-21 |
114-23 |
| S1 |
114-14 |
114-16 |
|