ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 01-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2009 |
01-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
127-24 |
128-14 |
0-22 |
0.5% |
128-00 |
| High |
128-19 |
129-10 |
0-23 |
0.6% |
128-13 |
| Low |
127-13 |
128-07 |
0-26 |
0.6% |
125-17 |
| Close |
128-13 |
129-09 |
0-28 |
0.7% |
127-07 |
| Range |
1-06 |
1-03 |
-0-03 |
-7.9% |
2-28 |
| ATR |
1-29 |
1-27 |
-0-02 |
-3.0% |
0-00 |
| Volume |
276 |
17 |
-259 |
-93.8% |
1,044 |
|
| Daily Pivots for day following 01-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-07 |
131-27 |
129-28 |
|
| R3 |
131-04 |
130-24 |
129-19 |
|
| R2 |
130-01 |
130-01 |
129-15 |
|
| R1 |
129-21 |
129-21 |
129-12 |
129-27 |
| PP |
128-30 |
128-30 |
128-30 |
129-01 |
| S1 |
128-18 |
128-18 |
129-06 |
128-24 |
| S2 |
127-27 |
127-27 |
129-03 |
|
| S3 |
126-24 |
127-15 |
128-31 |
|
| S4 |
125-21 |
126-12 |
128-22 |
|
|
| 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 |
133-31 |
|
2.618 |
132-06 |
|
1.618 |
131-03 |
|
1.000 |
130-13 |
|
0.618 |
130-00 |
|
HIGH |
129-10 |
|
0.618 |
128-29 |
|
0.500 |
128-24 |
|
0.382 |
128-20 |
|
LOW |
128-07 |
|
0.618 |
127-17 |
|
1.000 |
127-04 |
|
1.618 |
126-14 |
|
2.618 |
125-11 |
|
4.250 |
123-18 |
|
|
| Fisher Pivots for day following 01-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-04 |
128-29 |
| PP |
128-30 |
128-17 |
| S1 |
128-24 |
128-05 |
|