ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 12-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2009 |
12-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
114-29 |
116-10 |
1-13 |
1.2% |
117-13 |
| High |
116-12 |
116-21 |
0-09 |
0.2% |
117-24 |
| Low |
114-27 |
114-22 |
-0-05 |
-0.1% |
113-16 |
| Close |
116-07 |
115-19 |
-0-20 |
-0.5% |
114-00 |
| Range |
1-17 |
1-31 |
0-14 |
28.6% |
4-08 |
| ATR |
1-18 |
1-19 |
0-01 |
1.8% |
0-00 |
| Volume |
853 |
1,450 |
597 |
70.0% |
4,578 |
|
| Daily Pivots for day following 12-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
120-17 |
116-22 |
|
| R3 |
119-19 |
118-18 |
116-04 |
|
| R2 |
117-20 |
117-20 |
115-31 |
|
| R1 |
116-19 |
116-19 |
115-25 |
116-04 |
| PP |
115-21 |
115-21 |
115-21 |
115-13 |
| S1 |
114-20 |
114-20 |
115-13 |
114-05 |
| S2 |
113-22 |
113-22 |
115-07 |
|
| S3 |
111-23 |
112-21 |
115-02 |
|
| S4 |
109-24 |
110-22 |
114-16 |
|
|
| 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 |
125-01 |
|
2.618 |
121-26 |
|
1.618 |
119-27 |
|
1.000 |
118-20 |
|
0.618 |
117-28 |
|
HIGH |
116-21 |
|
0.618 |
115-29 |
|
0.500 |
115-22 |
|
0.382 |
115-14 |
|
LOW |
114-22 |
|
0.618 |
113-15 |
|
1.000 |
112-23 |
|
1.618 |
111-16 |
|
2.618 |
109-17 |
|
4.250 |
106-10 |
|
|
| Fisher Pivots for day following 12-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-22 |
115-14 |
| PP |
115-21 |
115-09 |
| S1 |
115-20 |
115-04 |
|