ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 07-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2009 |
07-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-23 |
120-11 |
-0-12 |
-0.3% |
123-05 |
| High |
121-23 |
120-13 |
-1-10 |
-1.1% |
124-10 |
| Low |
120-21 |
118-19 |
-2-02 |
-1.7% |
120-09 |
| Close |
121-00 |
119-02 |
-1-30 |
-1.6% |
120-25 |
| Range |
1-02 |
1-26 |
0-24 |
70.6% |
4-01 |
| ATR |
1-15 |
1-17 |
0-02 |
4.6% |
0-00 |
| Volume |
588 |
685 |
97 |
16.5% |
1,144 |
|
| Daily Pivots for day following 07-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-25 |
123-24 |
120-02 |
|
| R3 |
122-31 |
121-30 |
119-18 |
|
| R2 |
121-05 |
121-05 |
119-13 |
|
| R1 |
120-04 |
120-04 |
119-07 |
119-24 |
| PP |
119-11 |
119-11 |
119-11 |
119-05 |
| S1 |
118-10 |
118-10 |
118-29 |
117-30 |
| S2 |
117-17 |
117-17 |
118-23 |
|
| S3 |
115-23 |
116-16 |
118-18 |
|
| S4 |
113-29 |
114-22 |
118-02 |
|
|
| 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 |
128-04 |
|
2.618 |
125-05 |
|
1.618 |
123-11 |
|
1.000 |
122-07 |
|
0.618 |
121-17 |
|
HIGH |
120-13 |
|
0.618 |
119-23 |
|
0.500 |
119-16 |
|
0.382 |
119-09 |
|
LOW |
118-19 |
|
0.618 |
117-15 |
|
1.000 |
116-25 |
|
1.618 |
115-21 |
|
2.618 |
113-27 |
|
4.250 |
110-28 |
|
|
| Fisher Pivots for day following 07-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
120-05 |
| PP |
119-11 |
119-25 |
| S1 |
119-07 |
119-14 |
|