ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 27-Apr-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2009 |
27-Apr-2009 |
Change |
Change % |
Previous Week |
Open |
123-01 |
123-05 |
0-04 |
0.1% |
123-30 |
High |
123-31 |
123-24 |
-0-07 |
-0.2% |
126-07 |
Low |
122-23 |
122-22 |
-0-01 |
0.0% |
122-23 |
Close |
122-29 |
123-22 |
0-25 |
0.6% |
122-29 |
Range |
1-08 |
1-02 |
-0-06 |
-15.0% |
3-16 |
ATR |
1-20 |
1-18 |
-0-01 |
-2.5% |
0-00 |
Volume |
44 |
22 |
-22 |
-50.0% |
494 |
|
Daily Pivots for day following 27-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-18 |
126-06 |
124-09 |
|
R3 |
125-16 |
125-04 |
123-31 |
|
R2 |
124-14 |
124-14 |
123-28 |
|
R1 |
124-02 |
124-02 |
123-25 |
124-08 |
PP |
123-12 |
123-12 |
123-12 |
123-15 |
S1 |
123-00 |
123-00 |
123-19 |
123-06 |
S2 |
122-10 |
122-10 |
123-16 |
|
S3 |
121-08 |
121-30 |
123-13 |
|
S4 |
120-06 |
120-28 |
123-03 |
|
|
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 |
128-08 |
2.618 |
126-17 |
1.618 |
125-15 |
1.000 |
124-26 |
0.618 |
124-13 |
HIGH |
123-24 |
0.618 |
123-11 |
0.500 |
123-07 |
0.382 |
123-03 |
LOW |
122-22 |
0.618 |
122-01 |
1.000 |
121-20 |
1.618 |
120-31 |
2.618 |
119-29 |
4.250 |
118-06 |
|
|
Fisher Pivots for day following 27-Apr-2009 |
Pivot |
1 day |
3 day |
R1 |
123-17 |
123-18 |
PP |
123-12 |
123-14 |
S1 |
123-07 |
123-10 |
|