ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 02-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2009 |
02-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
117-03 |
0-25 |
0.7% |
115-00 |
| High |
117-01 |
117-30 |
0-29 |
0.8% |
117-12 |
| Low |
116-03 |
116-23 |
0-20 |
0.5% |
114-12 |
| Close |
116-30 |
117-20 |
0-22 |
0.6% |
117-07 |
| Range |
0-30 |
1-07 |
0-09 |
30.0% |
3-00 |
| ATR |
1-14 |
1-13 |
0-00 |
-1.1% |
0-00 |
| Volume |
109 |
123 |
14 |
12.8% |
214 |
|
| Daily Pivots for day following 02-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-18 |
118-09 |
|
| R3 |
119-28 |
119-11 |
117-31 |
|
| R2 |
118-21 |
118-21 |
117-27 |
|
| R1 |
118-04 |
118-04 |
117-24 |
118-12 |
| PP |
117-14 |
117-14 |
117-14 |
117-18 |
| S1 |
116-29 |
116-29 |
117-16 |
117-06 |
| S2 |
116-07 |
116-07 |
117-13 |
|
| S3 |
115-00 |
115-22 |
117-09 |
|
| S4 |
113-25 |
114-15 |
116-31 |
|
|
| Weekly Pivots for week ending 26-Jun-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
124-09 |
118-28 |
|
| R3 |
122-10 |
121-09 |
118-01 |
|
| R2 |
119-10 |
119-10 |
117-25 |
|
| R1 |
118-09 |
118-09 |
117-16 |
118-26 |
| PP |
116-10 |
116-10 |
116-10 |
116-19 |
| S1 |
115-09 |
115-09 |
116-30 |
115-26 |
| S2 |
113-10 |
113-10 |
116-21 |
|
| S3 |
110-10 |
112-09 |
116-13 |
|
| S4 |
107-10 |
109-09 |
115-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-04 |
|
2.618 |
121-04 |
|
1.618 |
119-29 |
|
1.000 |
119-05 |
|
0.618 |
118-22 |
|
HIGH |
117-30 |
|
0.618 |
117-15 |
|
0.500 |
117-10 |
|
0.382 |
117-06 |
|
LOW |
116-23 |
|
0.618 |
115-31 |
|
1.000 |
115-16 |
|
1.618 |
114-24 |
|
2.618 |
113-17 |
|
4.250 |
111-17 |
|
|
| Fisher Pivots for day following 02-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-17 |
117-14 |
| PP |
117-14 |
117-07 |
| S1 |
117-10 |
117-00 |
|