ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 23-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2009 |
23-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123-28 |
123-05 |
-0-23 |
-0.6% |
124-23 |
High |
124-21 |
123-30 |
-0-23 |
-0.6% |
126-29 |
Low |
123-08 |
123-02 |
-0-06 |
-0.2% |
123-23 |
Close |
123-10 |
123-28 |
0-18 |
0.5% |
124-01 |
Range |
1-13 |
0-28 |
-0-17 |
-37.8% |
3-06 |
ATR |
1-23 |
1-21 |
-0-02 |
-3.5% |
0-00 |
Volume |
158 |
229 |
71 |
44.9% |
619 |
|
Daily Pivots for day following 23-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-08 |
125-30 |
124-11 |
|
R3 |
125-12 |
125-02 |
124-04 |
|
R2 |
124-16 |
124-16 |
124-01 |
|
R1 |
124-06 |
124-06 |
123-31 |
124-11 |
PP |
123-20 |
123-20 |
123-20 |
123-22 |
S1 |
123-10 |
123-10 |
123-25 |
123-15 |
S2 |
122-24 |
122-24 |
123-23 |
|
S3 |
121-28 |
122-14 |
123-20 |
|
S4 |
121-00 |
121-18 |
123-13 |
|
|
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 |
127-21 |
2.618 |
126-07 |
1.618 |
125-11 |
1.000 |
124-26 |
0.618 |
124-15 |
HIGH |
123-30 |
0.618 |
123-19 |
0.500 |
123-16 |
0.382 |
123-13 |
LOW |
123-02 |
0.618 |
122-17 |
1.000 |
122-06 |
1.618 |
121-21 |
2.618 |
120-25 |
4.250 |
119-11 |
|
|
Fisher Pivots for day following 23-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-24 |
124-20 |
PP |
123-20 |
124-12 |
S1 |
123-16 |
124-04 |
|