Julio had posted four saves against Colorado since July 7.
"We had probably a little larger desire than normal to put something on him," Colorado manager Clint Hurdle said.
And that's what the Rockies did, stunning Julio with four runs on their way to a 9-7 victory over the Diamondbacks.
It was Julio's second blown save in 14 chances since he replaced Jose Valverde as Arizona's closer.
"We don't just go away," Hurdle said. "We play nine innings.
"I was real proud of the way the guys played, the way they battled, the way they were able to finish," Hurdle said.
Colorado had lost 11 of its last 12 games, a slide that began with a three-game sweep by Arizona in Denver. Julio (1-4) saved all three of those games, as well as the second game of this three-game series, but the Rockies still believed they would solve him Sunday.
"I think we were due to get Julio sooner or later," said Colorado infielder Jamey Carroll, whose infield single started the rally.
The loss cost the Diamondbacks a share of first place in the NL West. They wrapped up a 7-3 homestand and are in third place, one game behind San Diego. But the loss still stung.
"Come tomorrow, come later on, you realize it was a good homestand, but games like that hurt," Arizona manager Bob Melvin said. "That's a tough loss."
The Diamondbacks appeared headed for victory when they scored six runs in the fourth inning to overcome a 5-1 deficit. Conor Jackson, Luis Gonzalez, Shawn Green and Carlos Quentin each hit doubles in the inning against former Diamondback Byung-Hyun Kim, who lasted 3 2/3 innings, one out longer than his shortest start of the season.
Gonzalez had three hits -- a triple, double and single.
"This doesn't knock us down," Gonzalez said. "The positive thing is we won the series and that's most important."
The Diamondbacks took two out of three from Colorado. But they were poised to sweep when Melvin summoned Julio for the fourth consecutive day.
Carroll, pinch-hitting for catcher Jeff Closser, led off the ninth by beating out a ground ball for a single.
"Run hard until you're out," Carroll said.
After Julio walked pinch-hitter Jorge Piedra, Corey Sullivan bunted the runners into scoring position. Clint Barmes' infield single -- his fourth hit of the day -- scored Carroll and sent pinch-runner Choo Freeman to third base.
That set the stage for Garrett Atkins, whom Hurdle had moved into the No. 3 spot in the lineup one day earlier. Atkins drilled a double to score two runs and give the Rockies an 8-7 lead.
Melvin replaced Julio with Brandon Medders, who gave up an RBI single to Todd Helton.
Julio yielded four runs, three hits and a walk while retiring only one batter.
Melvin said he didn't hesitate to use Julio for a fourth straight day. "Several times, before the game, during the game, as he was warming up, we monitored him," Melvin said. "He said he felt great. Velocity was there. He just got beat tonight."
Julio said he wasn't tired.
"It's bad luck today," he said. "I've got more games to continue so I'm happy. I'll come back Tuesday. It's a long season."
The Diamondbacks open a 10-game road trip Tuesday in Philadelphia.
Tom Martin (2-0) pitched a scoreless inning to earn the victory. Rockie closer Brian Fuentes got the final three outs for his 17th save in 21 chances.
For the Rockies, the victory provided a measure of relief at the end of a 2-8 homestand. Colorado is tied for fourth in the NL West, 4½ games out of first, as it opens a 10-game homestand Monday night against St. Louis.
"Stuff like this definitely does spark a team, and I hope it does for us," Carroll said.
- DaVanon's leadoff homer was the 18th in Arizona history and the third this year. He also led off the game with a homer off Jorge Sosa on June 4 in Atlanta.
- Barmes stretched his hit streak to 11 games with a bunt single in the first inning. His career best is 12 games, set last year.
- Quentin is 4-for-9 with two homers, two doubles and six RBI in his first four major league games.
- Gonzalez hit his 527th career double, moving ahead of Dave Parker and into 30th place on the all-time list.