ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 09-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2009 |
09-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
126-01 |
125-14 |
-0-19 |
-0.5% |
128-17 |
| High |
126-19 |
125-20 |
-0-31 |
-0.8% |
129-16 |
| Low |
125-17 |
124-12 |
-1-05 |
-0.9% |
125-17 |
| Close |
126-10 |
124-20 |
-1-22 |
-1.3% |
125-22 |
| Range |
1-02 |
1-08 |
0-06 |
17.6% |
3-31 |
| ATR |
1-24 |
1-25 |
0-00 |
0.7% |
0-00 |
| Volume |
21 |
367 |
346 |
1,647.6% |
1,513 |
|
| Daily Pivots for day following 09-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-20 |
127-28 |
125-10 |
|
| R3 |
127-12 |
126-20 |
124-31 |
|
| R2 |
126-04 |
126-04 |
124-27 |
|
| R1 |
125-12 |
125-12 |
124-24 |
125-04 |
| PP |
124-28 |
124-28 |
124-28 |
124-24 |
| S1 |
124-04 |
124-04 |
124-16 |
123-28 |
| S2 |
123-20 |
123-20 |
124-13 |
|
| S3 |
122-12 |
122-28 |
124-09 |
|
| S4 |
121-04 |
121-20 |
123-30 |
|
|
| 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 |
130-30 |
|
2.618 |
128-29 |
|
1.618 |
127-21 |
|
1.000 |
126-28 |
|
0.618 |
126-13 |
|
HIGH |
125-20 |
|
0.618 |
125-05 |
|
0.500 |
125-00 |
|
0.382 |
124-27 |
|
LOW |
124-12 |
|
0.618 |
123-19 |
|
1.000 |
123-04 |
|
1.618 |
122-11 |
|
2.618 |
121-03 |
|
4.250 |
119-02 |
|
|
| Fisher Pivots for day following 09-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-00 |
125-16 |
| PP |
124-28 |
125-06 |
| S1 |
124-24 |
124-29 |
|