ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 20-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2009 |
20-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
123-30 |
-1-02 |
-0.9% |
124-23 |
| High |
125-30 |
125-12 |
-0-18 |
-0.4% |
126-29 |
| Low |
123-23 |
123-30 |
0-07 |
0.2% |
123-23 |
| Close |
124-01 |
125-11 |
1-10 |
1.1% |
124-01 |
| Range |
2-07 |
1-14 |
-0-25 |
-35.2% |
3-06 |
| ATR |
1-23 |
1-23 |
-0-01 |
-1.2% |
0-00 |
| Volume |
19 |
41 |
22 |
115.8% |
619 |
|
| Daily Pivots for day following 20-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
128-23 |
126-04 |
|
| R3 |
127-24 |
127-09 |
125-24 |
|
| R2 |
126-10 |
126-10 |
125-19 |
|
| R1 |
125-27 |
125-27 |
125-15 |
126-02 |
| PP |
124-28 |
124-28 |
124-28 |
125-00 |
| S1 |
124-13 |
124-13 |
125-07 |
124-20 |
| S2 |
123-14 |
123-14 |
125-03 |
|
| S3 |
122-00 |
122-31 |
124-30 |
|
| S4 |
120-18 |
121-17 |
124-18 |
|
|
| Weekly Pivots for week ending 17-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-14 |
132-14 |
125-25 |
|
| R3 |
131-08 |
129-08 |
124-29 |
|
| R2 |
128-02 |
128-02 |
124-20 |
|
| R1 |
126-02 |
126-02 |
124-10 |
125-15 |
| PP |
124-28 |
124-28 |
124-28 |
124-19 |
| S1 |
122-28 |
122-28 |
123-24 |
122-09 |
| S2 |
121-22 |
121-22 |
123-14 |
|
| S3 |
118-16 |
119-22 |
123-05 |
|
| S4 |
115-10 |
116-16 |
122-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-16 |
|
2.618 |
129-04 |
|
1.618 |
127-22 |
|
1.000 |
126-26 |
|
0.618 |
126-08 |
|
HIGH |
125-12 |
|
0.618 |
124-26 |
|
0.500 |
124-21 |
|
0.382 |
124-16 |
|
LOW |
123-30 |
|
0.618 |
123-02 |
|
1.000 |
122-16 |
|
1.618 |
121-20 |
|
2.618 |
120-06 |
|
4.250 |
117-26 |
|
|
| Fisher Pivots for day following 20-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-04 |
125-07 |
| PP |
124-28 |
125-03 |
| S1 |
124-21 |
124-30 |
|