ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 06-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2009 |
06-May-2009 |
Change |
Change % |
Previous Week |
Open |
121-04 |
120-23 |
-0-13 |
-0.3% |
123-05 |
High |
121-13 |
121-23 |
0-10 |
0.3% |
124-10 |
Low |
120-17 |
120-21 |
0-04 |
0.1% |
120-09 |
Close |
121-06 |
121-00 |
-0-06 |
-0.2% |
120-25 |
Range |
0-28 |
1-02 |
0-06 |
21.4% |
4-01 |
ATR |
1-16 |
1-15 |
-0-01 |
-2.1% |
0-00 |
Volume |
402 |
588 |
186 |
46.3% |
1,144 |
|
Daily Pivots for day following 06-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-10 |
123-23 |
121-19 |
|
R3 |
123-08 |
122-21 |
121-09 |
|
R2 |
122-06 |
122-06 |
121-06 |
|
R1 |
121-19 |
121-19 |
121-03 |
121-28 |
PP |
121-04 |
121-04 |
121-04 |
121-09 |
S1 |
120-17 |
120-17 |
120-29 |
120-26 |
S2 |
120-02 |
120-02 |
120-26 |
|
S3 |
119-00 |
119-15 |
120-23 |
|
S4 |
117-30 |
118-13 |
120-13 |
|
|
Weekly Pivots for week ending 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133-28 |
131-12 |
123-00 |
|
R3 |
129-27 |
127-11 |
121-28 |
|
R2 |
125-26 |
125-26 |
121-17 |
|
R1 |
123-10 |
123-10 |
121-05 |
122-18 |
PP |
121-25 |
121-25 |
121-25 |
121-13 |
S1 |
119-09 |
119-09 |
120-13 |
118-16 |
S2 |
117-24 |
117-24 |
120-01 |
|
S3 |
113-23 |
115-08 |
119-22 |
|
S4 |
109-22 |
111-07 |
118-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-08 |
2.618 |
124-16 |
1.618 |
123-14 |
1.000 |
122-25 |
0.618 |
122-12 |
HIGH |
121-23 |
0.618 |
121-10 |
0.500 |
121-06 |
0.382 |
121-02 |
LOW |
120-21 |
0.618 |
120-00 |
1.000 |
119-19 |
1.618 |
118-30 |
2.618 |
117-28 |
4.250 |
116-04 |
|
|
Fisher Pivots for day following 06-May-2009 |
Pivot |
1 day |
3 day |
R1 |
121-06 |
121-02 |
PP |
121-04 |
121-01 |
S1 |
121-02 |
121-01 |
|