ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 13-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2009 |
13-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
125-14 |
124-23 |
-0-23 |
-0.6% |
125-20 |
High |
125-20 |
126-02 |
0-14 |
0.3% |
126-19 |
Low |
124-12 |
124-10 |
-0-02 |
-0.1% |
124-12 |
Close |
124-20 |
125-25 |
1-05 |
0.9% |
124-20 |
Range |
1-08 |
1-24 |
0-16 |
40.0% |
2-07 |
ATR |
1-25 |
1-25 |
0-00 |
-0.1% |
0-00 |
Volume |
367 |
374 |
7 |
1.9% |
871 |
|
Daily Pivots for day following 13-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-20 |
129-31 |
126-24 |
|
R3 |
128-28 |
128-07 |
126-08 |
|
R2 |
127-04 |
127-04 |
126-03 |
|
R1 |
126-15 |
126-15 |
125-30 |
126-26 |
PP |
125-12 |
125-12 |
125-12 |
125-18 |
S1 |
124-23 |
124-23 |
125-20 |
125-02 |
S2 |
123-20 |
123-20 |
125-15 |
|
S3 |
121-28 |
122-31 |
125-10 |
|
S4 |
120-04 |
121-07 |
124-26 |
|
|
Weekly Pivots for week ending 10-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-27 |
130-15 |
125-27 |
|
R3 |
129-20 |
128-08 |
125-08 |
|
R2 |
127-13 |
127-13 |
125-01 |
|
R1 |
126-01 |
126-01 |
124-27 |
125-20 |
PP |
125-06 |
125-06 |
125-06 |
125-00 |
S1 |
123-26 |
123-26 |
124-13 |
123-12 |
S2 |
122-31 |
122-31 |
124-07 |
|
S3 |
120-24 |
121-19 |
124-00 |
|
S4 |
118-17 |
119-12 |
123-13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
133-16 |
2.618 |
130-21 |
1.618 |
128-29 |
1.000 |
127-26 |
0.618 |
127-05 |
HIGH |
126-02 |
0.618 |
125-13 |
0.500 |
125-06 |
0.382 |
124-31 |
LOW |
124-10 |
0.618 |
123-07 |
1.000 |
122-18 |
1.618 |
121-15 |
2.618 |
119-23 |
4.250 |
116-28 |
|
|
Fisher Pivots for day following 13-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
125-19 |
125-22 |
PP |
125-12 |
125-18 |
S1 |
125-06 |
125-14 |
|