ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 01-May-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2009 |
01-May-2009 |
Change |
Change % |
Previous Week |
Open |
121-04 |
121-00 |
-0-04 |
-0.1% |
123-05 |
High |
121-18 |
121-11 |
-0-07 |
-0.2% |
124-10 |
Low |
120-20 |
120-09 |
-0-11 |
-0.3% |
120-09 |
Close |
121-06 |
120-25 |
-0-13 |
-0.3% |
120-25 |
Range |
0-30 |
1-02 |
0-04 |
13.3% |
4-01 |
ATR |
1-20 |
1-19 |
-0-01 |
-2.5% |
0-00 |
Volume |
313 |
155 |
-158 |
-50.5% |
1,144 |
|
Daily Pivots for day following 01-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-00 |
123-14 |
121-12 |
|
R3 |
122-30 |
122-12 |
121-02 |
|
R2 |
121-28 |
121-28 |
120-31 |
|
R1 |
121-10 |
121-10 |
120-28 |
121-02 |
PP |
120-26 |
120-26 |
120-26 |
120-22 |
S1 |
120-08 |
120-08 |
120-22 |
120-00 |
S2 |
119-24 |
119-24 |
120-19 |
|
S3 |
118-22 |
119-06 |
120-16 |
|
S4 |
117-20 |
118-04 |
120-06 |
|
|
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 |
125-28 |
2.618 |
124-04 |
1.618 |
123-02 |
1.000 |
122-13 |
0.618 |
122-00 |
HIGH |
121-11 |
0.618 |
120-30 |
0.500 |
120-26 |
0.382 |
120-22 |
LOW |
120-09 |
0.618 |
119-20 |
1.000 |
119-07 |
1.618 |
118-18 |
2.618 |
117-16 |
4.250 |
115-24 |
|
|
Fisher Pivots for day following 01-May-2009 |
Pivot |
1 day |
3 day |
R1 |
120-26 |
121-20 |
PP |
120-26 |
121-11 |
S1 |
120-25 |
121-02 |
|