ECBOT 30 Year Treasury Bond Future December 2009
| Trading Metrics calculated at close of trading on 14-Aug-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2009 |
14-Aug-2009 |
Change |
Change % |
Previous Week |
| Open |
115-18 |
116-25 |
1-07 |
1.1% |
113-24 |
| High |
117-02 |
118-06 |
1-04 |
1.0% |
118-06 |
| Low |
114-22 |
116-18 |
1-28 |
1.6% |
113-19 |
| Close |
116-29 |
117-16 |
0-19 |
0.5% |
117-16 |
| Range |
2-12 |
1-20 |
-0-24 |
-31.6% |
4-19 |
| ATR |
1-21 |
1-21 |
0-00 |
-0.2% |
0-00 |
| Volume |
4,026 |
5,290 |
1,264 |
31.4% |
12,212 |
|
| Daily Pivots for day following 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-09 |
121-17 |
118-13 |
|
| R3 |
120-21 |
119-29 |
117-30 |
|
| R2 |
119-01 |
119-01 |
117-26 |
|
| R1 |
118-09 |
118-09 |
117-21 |
118-21 |
| PP |
117-13 |
117-13 |
117-13 |
117-20 |
| S1 |
116-21 |
116-21 |
117-11 |
117-01 |
| S2 |
115-25 |
115-25 |
117-06 |
|
| S3 |
114-05 |
115-01 |
117-02 |
|
| S4 |
112-17 |
113-13 |
116-19 |
|
|
| Weekly Pivots for week ending 14-Aug-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
128-14 |
120-01 |
|
| R3 |
125-20 |
123-27 |
118-24 |
|
| R2 |
121-01 |
121-01 |
118-11 |
|
| R1 |
119-08 |
119-08 |
117-29 |
120-04 |
| PP |
116-14 |
116-14 |
116-14 |
116-28 |
| S1 |
114-21 |
114-21 |
117-03 |
115-18 |
| S2 |
111-27 |
111-27 |
116-21 |
|
| S3 |
107-08 |
110-02 |
116-08 |
|
| S4 |
102-21 |
105-15 |
114-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-03 |
|
2.618 |
122-14 |
|
1.618 |
120-26 |
|
1.000 |
119-26 |
|
0.618 |
119-06 |
|
HIGH |
118-06 |
|
0.618 |
117-18 |
|
0.500 |
117-12 |
|
0.382 |
117-06 |
|
LOW |
116-18 |
|
0.618 |
115-18 |
|
1.000 |
114-30 |
|
1.618 |
113-30 |
|
2.618 |
112-10 |
|
4.250 |
109-21 |
|
|
| Fisher Pivots for day following 14-Aug-2009 |
| Pivot |
1 day |
3 day |
| R1 |
117-15 |
117-05 |
| PP |
117-13 |
116-25 |
| S1 |
117-12 |
116-14 |
|