ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 07-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2009 |
07-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-20 |
125-14 |
-0-06 |
-0.1% |
128-17 |
| High |
126-13 |
125-29 |
-0-16 |
-0.4% |
129-16 |
| Low |
124-26 |
125-00 |
0-06 |
0.2% |
125-17 |
| Close |
124-25 |
125-16 |
0-23 |
0.6% |
125-22 |
| Range |
1-19 |
0-29 |
-0-22 |
-43.1% |
3-31 |
| ATR |
1-28 |
1-26 |
-0-02 |
-2.8% |
0-00 |
| Volume |
419 |
64 |
-355 |
-84.7% |
1,513 |
|
| Daily Pivots for day following 07-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-06 |
127-24 |
126-00 |
|
| R3 |
127-09 |
126-27 |
125-24 |
|
| R2 |
126-12 |
126-12 |
125-21 |
|
| R1 |
125-30 |
125-30 |
125-19 |
126-05 |
| PP |
125-15 |
125-15 |
125-15 |
125-18 |
| S1 |
125-01 |
125-01 |
125-13 |
125-08 |
| S2 |
124-18 |
124-18 |
125-11 |
|
| S3 |
123-21 |
124-04 |
125-08 |
|
| S4 |
122-24 |
123-07 |
125-00 |
|
|
| 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 |
129-24 |
|
2.618 |
128-09 |
|
1.618 |
127-12 |
|
1.000 |
126-26 |
|
0.618 |
126-15 |
|
HIGH |
125-29 |
|
0.618 |
125-18 |
|
0.500 |
125-14 |
|
0.382 |
125-11 |
|
LOW |
125-00 |
|
0.618 |
124-14 |
|
1.000 |
124-03 |
|
1.618 |
123-17 |
|
2.618 |
122-20 |
|
4.250 |
121-05 |
|
|
| Fisher Pivots for day following 07-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-16 |
126-12 |
| PP |
125-15 |
126-02 |
| S1 |
125-14 |
125-25 |
|