ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-15 |
128-17 |
1-02 |
0.8% |
128-00 |
| High |
128-02 |
128-20 |
0-18 |
0.4% |
128-13 |
| Low |
126-21 |
127-00 |
0-11 |
0.3% |
125-17 |
| Close |
127-07 |
127-21 |
0-14 |
0.3% |
127-07 |
| Range |
1-13 |
1-20 |
0-07 |
15.6% |
2-28 |
| ATR |
1-31 |
1-31 |
-0-01 |
-1.3% |
0-00 |
| Volume |
28 |
60 |
32 |
114.3% |
1,044 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-20 |
131-25 |
128-18 |
|
| R3 |
131-00 |
130-05 |
128-03 |
|
| R2 |
129-12 |
129-12 |
127-31 |
|
| R1 |
128-17 |
128-17 |
127-26 |
128-04 |
| PP |
127-24 |
127-24 |
127-24 |
127-18 |
| S1 |
126-29 |
126-29 |
127-16 |
126-16 |
| S2 |
126-04 |
126-04 |
127-11 |
|
| S3 |
124-16 |
125-09 |
127-07 |
|
| S4 |
122-28 |
123-21 |
126-24 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-22 |
134-10 |
128-26 |
|
| R3 |
132-26 |
131-14 |
128-00 |
|
| R2 |
129-30 |
129-30 |
127-24 |
|
| R1 |
128-18 |
128-18 |
127-15 |
127-26 |
| PP |
127-02 |
127-02 |
127-02 |
126-22 |
| S1 |
125-22 |
125-22 |
126-31 |
124-30 |
| S2 |
124-06 |
124-06 |
126-22 |
|
| S3 |
121-10 |
122-26 |
126-14 |
|
| S4 |
118-14 |
119-30 |
125-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
132-28 |
|
1.618 |
131-08 |
|
1.000 |
130-08 |
|
0.618 |
129-20 |
|
HIGH |
128-20 |
|
0.618 |
128-00 |
|
0.500 |
127-26 |
|
0.382 |
127-20 |
|
LOW |
127-00 |
|
0.618 |
126-00 |
|
1.000 |
125-12 |
|
1.618 |
124-12 |
|
2.618 |
122-24 |
|
4.250 |
120-03 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-26 |
127-16 |
| PP |
127-24 |
127-10 |
| S1 |
127-23 |
127-04 |
|