ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 22-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2009 |
22-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
125-19 |
123-28 |
-1-23 |
-1.4% |
124-23 |
| High |
126-07 |
124-21 |
-1-18 |
-1.2% |
126-29 |
| Low |
124-06 |
123-08 |
-0-30 |
-0.8% |
123-23 |
| Close |
124-11 |
123-10 |
-1-01 |
-0.8% |
124-01 |
| Range |
2-01 |
1-13 |
-0-20 |
-30.8% |
3-06 |
| ATR |
1-23 |
1-23 |
-0-01 |
-1.3% |
0-00 |
| Volume |
22 |
158 |
136 |
618.2% |
619 |
|
| Daily Pivots for day following 22-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-31 |
127-01 |
124-03 |
|
| R3 |
126-18 |
125-20 |
123-22 |
|
| R2 |
125-05 |
125-05 |
123-18 |
|
| R1 |
124-07 |
124-07 |
123-14 |
124-00 |
| PP |
123-24 |
123-24 |
123-24 |
123-20 |
| S1 |
122-26 |
122-26 |
123-06 |
122-18 |
| S2 |
122-11 |
122-11 |
123-02 |
|
| S3 |
120-30 |
121-13 |
122-30 |
|
| S4 |
119-17 |
120-00 |
122-17 |
|
|
| 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 |
130-20 |
|
2.618 |
128-11 |
|
1.618 |
126-30 |
|
1.000 |
126-02 |
|
0.618 |
125-17 |
|
HIGH |
124-21 |
|
0.618 |
124-04 |
|
0.500 |
123-30 |
|
0.382 |
123-25 |
|
LOW |
123-08 |
|
0.618 |
122-12 |
|
1.000 |
121-27 |
|
1.618 |
120-31 |
|
2.618 |
119-18 |
|
4.250 |
117-09 |
|
|
| Fisher Pivots for day following 22-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
124-24 |
| PP |
123-24 |
124-08 |
| S1 |
123-17 |
123-25 |
|