ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 03-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2009 |
03-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
117-13 |
1-13 |
1.2% |
114-30 |
| High |
118-00 |
117-24 |
-0-08 |
-0.2% |
118-00 |
| Low |
115-28 |
116-01 |
0-05 |
0.1% |
113-24 |
| Close |
117-24 |
116-10 |
-1-14 |
-1.2% |
117-24 |
| Range |
2-04 |
1-23 |
-0-13 |
-19.1% |
4-08 |
| ATR |
1-18 |
1-18 |
0-00 |
0.8% |
0-00 |
| Volume |
714 |
389 |
-325 |
-45.5% |
1,163 |
|
| Daily Pivots for day following 03-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-27 |
120-26 |
117-08 |
|
| R3 |
120-04 |
119-03 |
116-25 |
|
| R2 |
118-13 |
118-13 |
116-20 |
|
| R1 |
117-12 |
117-12 |
116-15 |
117-01 |
| PP |
116-22 |
116-22 |
116-22 |
116-17 |
| S1 |
115-21 |
115-21 |
116-05 |
115-10 |
| S2 |
114-31 |
114-31 |
116-00 |
|
| S3 |
113-08 |
113-30 |
115-27 |
|
| S4 |
111-17 |
112-07 |
115-12 |
|
|
| Weekly Pivots for week ending 31-Jul-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-08 |
127-24 |
120-03 |
|
| R3 |
125-00 |
123-16 |
118-29 |
|
| R2 |
120-24 |
120-24 |
118-17 |
|
| R1 |
119-08 |
119-08 |
118-04 |
120-00 |
| PP |
116-16 |
116-16 |
116-16 |
116-28 |
| S1 |
115-00 |
115-00 |
117-12 |
115-24 |
| S2 |
112-08 |
112-08 |
116-31 |
|
| S3 |
108-00 |
110-24 |
116-19 |
|
| S4 |
103-24 |
106-16 |
115-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
122-08 |
|
1.618 |
120-17 |
|
1.000 |
119-15 |
|
0.618 |
118-26 |
|
HIGH |
117-24 |
|
0.618 |
117-03 |
|
0.500 |
116-28 |
|
0.382 |
116-22 |
|
LOW |
116-01 |
|
0.618 |
114-31 |
|
1.000 |
114-10 |
|
1.618 |
113-08 |
|
2.618 |
111-17 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 03-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-28 |
116-10 |
| PP |
116-22 |
116-09 |
| S1 |
116-16 |
116-08 |
|