ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 06-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2009 |
06-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-31 |
115-02 |
-0-29 |
-0.8% |
114-30 |
| High |
116-13 |
115-17 |
-0-28 |
-0.8% |
118-00 |
| Low |
114-23 |
114-09 |
-0-14 |
-0.4% |
113-24 |
| Close |
114-25 |
115-05 |
0-12 |
0.3% |
117-24 |
| Range |
1-22 |
1-08 |
-0-14 |
-25.9% |
4-08 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.5% |
0-00 |
| Volume |
1,599 |
346 |
-1,253 |
-78.4% |
1,163 |
|
| Daily Pivots for day following 06-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
118-06 |
115-27 |
|
| R3 |
117-16 |
116-30 |
115-16 |
|
| R2 |
116-08 |
116-08 |
115-12 |
|
| R1 |
115-22 |
115-22 |
115-09 |
115-31 |
| PP |
115-00 |
115-00 |
115-00 |
115-04 |
| S1 |
114-14 |
114-14 |
115-01 |
114-23 |
| S2 |
113-24 |
113-24 |
114-30 |
|
| S3 |
112-16 |
113-06 |
114-26 |
|
| S4 |
111-08 |
111-30 |
114-15 |
|
|
| 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 |
120-27 |
|
2.618 |
118-26 |
|
1.618 |
117-18 |
|
1.000 |
116-25 |
|
0.618 |
116-10 |
|
HIGH |
115-17 |
|
0.618 |
115-02 |
|
0.500 |
114-29 |
|
0.382 |
114-24 |
|
LOW |
114-09 |
|
0.618 |
113-16 |
|
1.000 |
113-01 |
|
1.618 |
112-08 |
|
2.618 |
111-00 |
|
4.250 |
108-31 |
|
|
| Fisher Pivots for day following 06-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-22 |
| PP |
115-00 |
115-16 |
| S1 |
114-29 |
115-10 |
|