ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 14-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2009 |
14-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
124-23 |
125-16 |
0-25 |
0.6% |
125-20 |
| High |
126-02 |
126-20 |
0-18 |
0.4% |
126-19 |
| Low |
124-10 |
125-05 |
0-27 |
0.7% |
124-12 |
| Close |
125-25 |
126-11 |
0-18 |
0.4% |
124-20 |
| Range |
1-24 |
1-15 |
-0-09 |
-16.1% |
2-07 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.2% |
0-00 |
| Volume |
374 |
143 |
-231 |
-61.8% |
871 |
|
| Daily Pivots for day following 14-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-14 |
129-28 |
127-05 |
|
| R3 |
128-31 |
128-13 |
126-24 |
|
| R2 |
127-16 |
127-16 |
126-20 |
|
| R1 |
126-30 |
126-30 |
126-15 |
127-07 |
| PP |
126-01 |
126-01 |
126-01 |
126-06 |
| S1 |
125-15 |
125-15 |
126-07 |
125-24 |
| S2 |
124-18 |
124-18 |
126-02 |
|
| S3 |
123-03 |
124-00 |
125-30 |
|
| S4 |
121-20 |
122-17 |
125-17 |
|
|
| 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 |
132-28 |
|
2.618 |
130-15 |
|
1.618 |
129-00 |
|
1.000 |
128-03 |
|
0.618 |
127-17 |
|
HIGH |
126-20 |
|
0.618 |
126-02 |
|
0.500 |
125-28 |
|
0.382 |
125-23 |
|
LOW |
125-05 |
|
0.618 |
124-08 |
|
1.000 |
123-22 |
|
1.618 |
122-25 |
|
2.618 |
121-10 |
|
4.250 |
118-29 |
|
|
| Fisher Pivots for day following 14-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-06 |
126-02 |
| PP |
126-01 |
125-24 |
| S1 |
125-28 |
125-15 |
|