ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 13-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2009 |
13-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
115-18 |
-0-24 |
-0.6% |
117-13 |
| High |
116-21 |
117-02 |
0-13 |
0.3% |
117-24 |
| Low |
114-22 |
114-22 |
0-00 |
0.0% |
113-16 |
| Close |
115-19 |
116-29 |
1-10 |
1.1% |
114-00 |
| Range |
1-31 |
2-12 |
0-13 |
20.6% |
4-08 |
| ATR |
1-19 |
1-21 |
0-02 |
3.4% |
0-00 |
| Volume |
1,450 |
4,026 |
2,576 |
177.7% |
4,578 |
|
| Daily Pivots for day following 13-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-11 |
122-16 |
118-07 |
|
| R3 |
120-31 |
120-04 |
117-18 |
|
| R2 |
118-19 |
118-19 |
117-11 |
|
| R1 |
117-24 |
117-24 |
117-04 |
118-06 |
| PP |
116-07 |
116-07 |
116-07 |
116-14 |
| S1 |
115-12 |
115-12 |
116-22 |
115-26 |
| S2 |
113-27 |
113-27 |
116-15 |
|
| S3 |
111-15 |
113-00 |
116-08 |
|
| S4 |
109-03 |
110-20 |
115-19 |
|
|
| 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 |
127-05 |
|
2.618 |
123-09 |
|
1.618 |
120-29 |
|
1.000 |
119-14 |
|
0.618 |
118-17 |
|
HIGH |
117-02 |
|
0.618 |
116-05 |
|
0.500 |
115-28 |
|
0.382 |
115-19 |
|
LOW |
114-22 |
|
0.618 |
113-07 |
|
1.000 |
112-10 |
|
1.618 |
110-27 |
|
2.618 |
108-15 |
|
4.250 |
104-19 |
|
|
| Fisher Pivots for day following 13-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-18 |
116-18 |
| PP |
116-07 |
116-07 |
| S1 |
115-28 |
115-28 |
|