ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 03-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2009 |
03-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
129-00 |
127-20 |
-1-12 |
-1.1% |
128-17 |
| High |
129-16 |
127-29 |
-1-19 |
-1.2% |
129-16 |
| Low |
127-17 |
125-17 |
-2-00 |
-1.6% |
125-17 |
| Close |
127-28 |
125-22 |
-2-06 |
-1.7% |
125-22 |
| Range |
1-31 |
2-12 |
0-13 |
20.6% |
3-31 |
| ATR |
1-27 |
1-28 |
0-01 |
2.0% |
0-00 |
| Volume |
524 |
636 |
112 |
21.4% |
1,513 |
|
| Daily Pivots for day following 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-16 |
131-31 |
127-00 |
|
| R3 |
131-04 |
129-19 |
126-11 |
|
| R2 |
128-24 |
128-24 |
126-04 |
|
| R1 |
127-07 |
127-07 |
125-29 |
126-26 |
| PP |
126-12 |
126-12 |
126-12 |
126-05 |
| S1 |
124-27 |
124-27 |
125-15 |
124-14 |
| S2 |
124-00 |
124-00 |
125-08 |
|
| S3 |
121-20 |
122-15 |
125-01 |
|
| S4 |
119-08 |
120-03 |
124-12 |
|
|
| Weekly Pivots for week ending 03-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-26 |
136-07 |
127-28 |
|
| R3 |
134-27 |
132-08 |
126-25 |
|
| R2 |
130-28 |
130-28 |
126-13 |
|
| R1 |
128-09 |
128-09 |
126-02 |
127-19 |
| PP |
126-29 |
126-29 |
126-29 |
126-18 |
| S1 |
124-10 |
124-10 |
125-10 |
123-20 |
| S2 |
122-30 |
122-30 |
124-31 |
|
| S3 |
118-31 |
120-11 |
124-19 |
|
| S4 |
115-00 |
116-12 |
123-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-00 |
|
2.618 |
134-04 |
|
1.618 |
131-24 |
|
1.000 |
130-09 |
|
0.618 |
129-12 |
|
HIGH |
127-29 |
|
0.618 |
127-00 |
|
0.500 |
126-23 |
|
0.382 |
126-14 |
|
LOW |
125-17 |
|
0.618 |
124-02 |
|
1.000 |
123-05 |
|
1.618 |
121-22 |
|
2.618 |
119-10 |
|
4.250 |
115-14 |
|
|
| Fisher Pivots for day following 03-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-23 |
127-16 |
| PP |
126-12 |
126-29 |
| S1 |
126-01 |
126-10 |
|