ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 30-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2009 |
30-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
122-13 |
121-04 |
-1-09 |
-1.0% |
123-30 |
| High |
123-00 |
121-18 |
-1-14 |
-1.2% |
126-07 |
| Low |
120-17 |
120-20 |
0-03 |
0.1% |
122-23 |
| Close |
121-12 |
121-06 |
-0-06 |
-0.2% |
122-29 |
| Range |
2-15 |
0-30 |
-1-17 |
-62.0% |
3-16 |
| ATR |
1-22 |
1-20 |
-0-02 |
-3.2% |
0-00 |
| Volume |
620 |
313 |
-307 |
-49.5% |
494 |
|
| Daily Pivots for day following 30-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-16 |
121-22 |
|
| R3 |
123-00 |
122-18 |
121-14 |
|
| R2 |
122-02 |
122-02 |
121-12 |
|
| R1 |
121-20 |
121-20 |
121-09 |
121-27 |
| PP |
121-04 |
121-04 |
121-04 |
121-08 |
| S1 |
120-22 |
120-22 |
121-03 |
120-29 |
| S2 |
120-06 |
120-06 |
121-00 |
|
| S3 |
119-08 |
119-24 |
120-30 |
|
| S4 |
118-10 |
118-26 |
120-22 |
|
|
| 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 |
125-18 |
|
2.618 |
124-01 |
|
1.618 |
123-03 |
|
1.000 |
122-16 |
|
0.618 |
122-05 |
|
HIGH |
121-18 |
|
0.618 |
121-07 |
|
0.500 |
121-03 |
|
0.382 |
120-31 |
|
LOW |
120-20 |
|
0.618 |
120-01 |
|
1.000 |
119-22 |
|
1.618 |
119-03 |
|
2.618 |
118-05 |
|
4.250 |
116-20 |
|
|
| Fisher Pivots for day following 30-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-05 |
122-14 |
| PP |
121-04 |
122-00 |
| S1 |
121-03 |
121-19 |
|