ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 16-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2009 |
16-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
125-30 |
126-00 |
0-02 |
0.0% |
125-20 |
High |
126-29 |
126-06 |
-0-23 |
-0.6% |
126-19 |
Low |
125-15 |
125-15 |
0-00 |
0.0% |
124-12 |
Close |
126-19 |
125-21 |
-0-30 |
-0.7% |
124-20 |
Range |
1-14 |
0-23 |
-0-23 |
-50.0% |
2-07 |
ATR |
1-23 |
1-22 |
-0-01 |
-2.5% |
0-00 |
Volume |
67 |
16 |
-51 |
-76.1% |
871 |
|
Daily Pivots for day following 16-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-30 |
127-16 |
126-02 |
|
R3 |
127-07 |
126-25 |
125-27 |
|
R2 |
126-16 |
126-16 |
125-25 |
|
R1 |
126-02 |
126-02 |
125-23 |
125-30 |
PP |
125-25 |
125-25 |
125-25 |
125-22 |
S1 |
125-11 |
125-11 |
125-19 |
125-06 |
S2 |
125-02 |
125-02 |
125-17 |
|
S3 |
124-11 |
124-20 |
125-15 |
|
S4 |
123-20 |
123-29 |
125-08 |
|
|
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 |
129-08 |
2.618 |
128-02 |
1.618 |
127-11 |
1.000 |
126-29 |
0.618 |
126-20 |
HIGH |
126-06 |
0.618 |
125-29 |
0.500 |
125-26 |
0.382 |
125-24 |
LOW |
125-15 |
0.618 |
125-01 |
1.000 |
124-24 |
1.618 |
124-10 |
2.618 |
123-19 |
4.250 |
122-13 |
|
|
Fisher Pivots for day following 16-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
125-26 |
126-01 |
PP |
125-25 |
125-29 |
S1 |
125-23 |
125-25 |
|