ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 06-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2009 |
06-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
127-20 |
125-20 |
-2-00 |
-1.6% |
128-17 |
| High |
127-29 |
126-13 |
-1-16 |
-1.2% |
129-16 |
| Low |
125-17 |
124-26 |
-0-23 |
-0.6% |
125-17 |
| Close |
125-22 |
124-25 |
-0-29 |
-0.7% |
125-22 |
| Range |
2-12 |
1-19 |
-0-25 |
-32.9% |
3-31 |
| ATR |
1-28 |
1-28 |
-0-01 |
-1.1% |
0-00 |
| Volume |
636 |
419 |
-217 |
-34.1% |
1,513 |
|
| Daily Pivots for day following 06-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-04 |
129-01 |
125-21 |
|
| R3 |
128-17 |
127-14 |
125-07 |
|
| R2 |
126-30 |
126-30 |
125-02 |
|
| R1 |
125-27 |
125-27 |
124-30 |
125-19 |
| PP |
125-11 |
125-11 |
125-11 |
125-06 |
| S1 |
124-08 |
124-08 |
124-20 |
124-00 |
| S2 |
123-24 |
123-24 |
124-16 |
|
| S3 |
122-05 |
122-21 |
124-11 |
|
| S4 |
120-18 |
121-02 |
123-29 |
|
|
| 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 |
133-06 |
|
2.618 |
130-19 |
|
1.618 |
129-00 |
|
1.000 |
128-00 |
|
0.618 |
127-13 |
|
HIGH |
126-13 |
|
0.618 |
125-26 |
|
0.500 |
125-20 |
|
0.382 |
125-13 |
|
LOW |
124-26 |
|
0.618 |
123-26 |
|
1.000 |
123-07 |
|
1.618 |
122-07 |
|
2.618 |
120-20 |
|
4.250 |
118-01 |
|
|
| Fisher Pivots for day following 06-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-20 |
127-05 |
| PP |
125-11 |
126-12 |
| S1 |
125-02 |
125-18 |
|