ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
123-05 |
123-27 |
0-22 |
0.6% |
123-30 |
| High |
123-24 |
124-10 |
0-18 |
0.5% |
126-07 |
| Low |
122-22 |
122-05 |
-0-17 |
-0.4% |
122-23 |
| Close |
123-22 |
122-15 |
-1-07 |
-1.0% |
122-29 |
| Range |
1-02 |
2-05 |
1-03 |
102.9% |
3-16 |
| ATR |
1-18 |
1-20 |
0-01 |
2.6% |
0-00 |
| Volume |
22 |
34 |
12 |
54.5% |
494 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-14 |
128-04 |
123-21 |
|
| R3 |
127-09 |
125-31 |
123-02 |
|
| R2 |
125-04 |
125-04 |
122-28 |
|
| R1 |
123-26 |
123-26 |
122-21 |
123-12 |
| PP |
122-31 |
122-31 |
122-31 |
122-25 |
| S1 |
121-21 |
121-21 |
122-09 |
121-08 |
| S2 |
120-26 |
120-26 |
122-02 |
|
| S3 |
118-21 |
119-16 |
121-28 |
|
| S4 |
116-16 |
117-11 |
121-09 |
|
|
| 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 |
133-15 |
|
2.618 |
129-31 |
|
1.618 |
127-26 |
|
1.000 |
126-15 |
|
0.618 |
125-21 |
|
HIGH |
124-10 |
|
0.618 |
123-16 |
|
0.500 |
123-08 |
|
0.382 |
122-31 |
|
LOW |
122-05 |
|
0.618 |
120-26 |
|
1.000 |
120-00 |
|
1.618 |
118-21 |
|
2.618 |
116-16 |
|
4.250 |
113-00 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-08 |
123-08 |
| PP |
122-31 |
122-31 |
| S1 |
122-23 |
122-23 |
|