ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 08-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2009 |
08-May-2009 |
Change |
Change % |
Previous Week |
Open |
120-11 |
118-27 |
-1-16 |
-1.2% |
120-24 |
High |
120-13 |
119-19 |
-0-26 |
-0.7% |
121-23 |
Low |
118-19 |
118-06 |
-0-13 |
-0.3% |
118-06 |
Close |
119-02 |
118-31 |
-0-03 |
-0.1% |
118-31 |
Range |
1-26 |
1-13 |
-0-13 |
-22.4% |
3-17 |
ATR |
1-17 |
1-17 |
0-00 |
-0.6% |
0-00 |
Volume |
685 |
1,136 |
451 |
65.8% |
3,655 |
|
Daily Pivots for day following 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-04 |
122-15 |
119-24 |
|
R3 |
121-23 |
121-02 |
119-11 |
|
R2 |
120-10 |
120-10 |
119-07 |
|
R1 |
119-21 |
119-21 |
119-03 |
120-00 |
PP |
118-29 |
118-29 |
118-29 |
119-03 |
S1 |
118-08 |
118-08 |
118-27 |
118-18 |
S2 |
117-16 |
117-16 |
118-23 |
|
S3 |
116-03 |
116-27 |
118-19 |
|
S4 |
114-22 |
115-14 |
118-06 |
|
|
Weekly Pivots for week ending 08-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
130-07 |
128-04 |
120-29 |
|
R3 |
126-22 |
124-19 |
119-30 |
|
R2 |
123-05 |
123-05 |
119-20 |
|
R1 |
121-02 |
121-02 |
119-09 |
120-11 |
PP |
119-20 |
119-20 |
119-20 |
119-08 |
S1 |
117-17 |
117-17 |
118-21 |
116-26 |
S2 |
116-03 |
116-03 |
118-10 |
|
S3 |
112-18 |
114-00 |
118-00 |
|
S4 |
109-01 |
110-15 |
117-01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-18 |
2.618 |
123-09 |
1.618 |
121-28 |
1.000 |
121-00 |
0.618 |
120-15 |
HIGH |
119-19 |
0.618 |
119-02 |
0.500 |
118-28 |
0.382 |
118-23 |
LOW |
118-06 |
0.618 |
117-10 |
1.000 |
116-25 |
1.618 |
115-29 |
2.618 |
114-16 |
4.250 |
112-07 |
|
|
Fisher Pivots for day following 08-May-2009 |
Pivot |
1 day |
3 day |
R1 |
118-30 |
119-30 |
PP |
118-29 |
119-20 |
S1 |
118-28 |
119-10 |
|