ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 13-Jul-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2009 |
13-Jul-2009 |
Change |
Change % |
Previous Week |
| Open |
118-27 |
119-08 |
0-13 |
0.3% |
117-10 |
| High |
119-24 |
119-31 |
0-07 |
0.2% |
120-01 |
| Low |
118-24 |
118-20 |
-0-04 |
-0.1% |
116-30 |
| Close |
119-15 |
118-26 |
-0-21 |
-0.5% |
119-15 |
| Range |
1-00 |
1-11 |
0-11 |
34.4% |
3-03 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.3% |
0-00 |
| Volume |
50 |
52 |
2 |
4.0% |
681 |
|
| Daily Pivots for day following 13-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-05 |
122-11 |
119-18 |
|
| R3 |
121-26 |
121-00 |
119-06 |
|
| R2 |
120-15 |
120-15 |
119-02 |
|
| R1 |
119-21 |
119-21 |
118-30 |
119-12 |
| PP |
119-04 |
119-04 |
119-04 |
119-00 |
| S1 |
118-10 |
118-10 |
118-22 |
118-02 |
| S2 |
117-25 |
117-25 |
118-18 |
|
| S3 |
116-14 |
116-31 |
118-14 |
|
| S4 |
115-03 |
115-20 |
118-02 |
|
|
| Weekly Pivots for week ending 10-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
126-28 |
121-05 |
|
| R3 |
125-00 |
123-25 |
120-10 |
|
| R2 |
121-29 |
121-29 |
120-01 |
|
| R1 |
120-22 |
120-22 |
119-24 |
121-10 |
| PP |
118-26 |
118-26 |
118-26 |
119-04 |
| S1 |
117-19 |
117-19 |
119-06 |
118-06 |
| S2 |
115-23 |
115-23 |
118-29 |
|
| S3 |
112-20 |
114-16 |
118-20 |
|
| S4 |
109-17 |
111-13 |
117-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-22 |
|
2.618 |
123-16 |
|
1.618 |
122-05 |
|
1.000 |
121-10 |
|
0.618 |
120-26 |
|
HIGH |
119-31 |
|
0.618 |
119-15 |
|
0.500 |
119-10 |
|
0.382 |
119-04 |
|
LOW |
118-20 |
|
0.618 |
117-25 |
|
1.000 |
117-09 |
|
1.618 |
116-14 |
|
2.618 |
115-03 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 13-Jul-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-10 |
118-31 |
| PP |
119-04 |
118-29 |
| S1 |
118-31 |
118-28 |
|