ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 24-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2009 |
24-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123-05 |
123-01 |
-0-04 |
-0.1% |
123-30 |
High |
123-30 |
123-31 |
0-01 |
0.0% |
126-07 |
Low |
123-02 |
122-23 |
-0-11 |
-0.3% |
122-23 |
Close |
123-28 |
122-29 |
-0-31 |
-0.8% |
122-29 |
Range |
0-28 |
1-08 |
0-12 |
42.9% |
3-16 |
ATR |
1-21 |
1-20 |
-0-01 |
-1.7% |
0-00 |
Volume |
229 |
44 |
-185 |
-80.8% |
494 |
|
Daily Pivots for day following 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-30 |
126-06 |
123-19 |
|
R3 |
125-22 |
124-30 |
123-08 |
|
R2 |
124-14 |
124-14 |
123-04 |
|
R1 |
123-22 |
123-22 |
123-01 |
123-14 |
PP |
123-06 |
123-06 |
123-06 |
123-02 |
S1 |
122-14 |
122-14 |
122-25 |
122-06 |
S2 |
121-30 |
121-30 |
122-22 |
|
S3 |
120-22 |
121-06 |
122-18 |
|
S4 |
119-14 |
119-30 |
122-07 |
|
|
Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-14 |
132-06 |
124-27 |
|
R3 |
130-30 |
128-22 |
123-28 |
|
R2 |
127-14 |
127-14 |
123-18 |
|
R1 |
125-06 |
125-06 |
123-07 |
124-18 |
PP |
123-30 |
123-30 |
123-30 |
123-20 |
S1 |
121-22 |
121-22 |
122-19 |
121-02 |
S2 |
120-14 |
120-14 |
122-08 |
|
S3 |
116-30 |
118-06 |
121-30 |
|
S4 |
113-14 |
114-22 |
120-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
129-09 |
2.618 |
127-08 |
1.618 |
126-00 |
1.000 |
125-07 |
0.618 |
124-24 |
HIGH |
123-31 |
0.618 |
123-16 |
0.500 |
123-11 |
0.382 |
123-06 |
LOW |
122-23 |
0.618 |
121-30 |
1.000 |
121-15 |
1.618 |
120-22 |
2.618 |
119-14 |
4.250 |
117-13 |
|
|
Fisher Pivots for day following 24-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-11 |
123-22 |
PP |
123-06 |
123-14 |
S1 |
123-02 |
123-05 |
|