ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 08-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2009 |
08-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-14 |
126-01 |
0-19 |
0.5% |
128-17 |
| High |
125-29 |
126-19 |
0-22 |
0.5% |
129-16 |
| Low |
125-00 |
125-17 |
0-17 |
0.4% |
125-17 |
| Close |
125-16 |
126-10 |
0-26 |
0.6% |
125-22 |
| Range |
0-29 |
1-02 |
0-05 |
17.2% |
3-31 |
| ATR |
1-26 |
1-24 |
-0-02 |
-2.8% |
0-00 |
| Volume |
64 |
21 |
-43 |
-67.2% |
1,513 |
|
| Daily Pivots for day following 08-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
128-28 |
126-29 |
|
| R3 |
128-09 |
127-26 |
126-19 |
|
| R2 |
127-07 |
127-07 |
126-16 |
|
| R1 |
126-24 |
126-24 |
126-13 |
127-00 |
| PP |
126-05 |
126-05 |
126-05 |
126-08 |
| S1 |
125-22 |
125-22 |
126-07 |
125-30 |
| S2 |
125-03 |
125-03 |
126-04 |
|
| S3 |
124-01 |
124-20 |
126-01 |
|
| S4 |
122-31 |
123-18 |
125-23 |
|
|
| 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 |
131-04 |
|
2.618 |
129-12 |
|
1.618 |
128-10 |
|
1.000 |
127-21 |
|
0.618 |
127-08 |
|
HIGH |
126-19 |
|
0.618 |
126-06 |
|
0.500 |
126-02 |
|
0.382 |
125-30 |
|
LOW |
125-17 |
|
0.618 |
124-28 |
|
1.000 |
124-15 |
|
1.618 |
123-26 |
|
2.618 |
122-24 |
|
4.250 |
121-00 |
|
|
| Fisher Pivots for day following 08-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-07 |
126-04 |
| PP |
126-05 |
125-29 |
| S1 |
126-02 |
125-22 |
|