ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 02-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2009 |
02-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
128-14 |
129-00 |
0-18 |
0.4% |
128-00 |
| High |
129-10 |
129-16 |
0-06 |
0.1% |
128-13 |
| Low |
128-07 |
127-17 |
-0-22 |
-0.5% |
125-17 |
| Close |
129-09 |
127-28 |
-1-13 |
-1.1% |
127-07 |
| Range |
1-03 |
1-31 |
0-28 |
80.0% |
2-28 |
| ATR |
1-27 |
1-27 |
0-00 |
0.5% |
0-00 |
| Volume |
17 |
524 |
507 |
2,982.4% |
1,044 |
|
| Daily Pivots for day following 02-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-07 |
133-00 |
128-31 |
|
| R3 |
132-08 |
131-01 |
128-13 |
|
| R2 |
130-09 |
130-09 |
128-08 |
|
| R1 |
129-02 |
129-02 |
128-02 |
128-22 |
| PP |
128-10 |
128-10 |
128-10 |
128-04 |
| S1 |
127-03 |
127-03 |
127-22 |
126-23 |
| S2 |
126-11 |
126-11 |
127-16 |
|
| S3 |
124-12 |
125-04 |
127-11 |
|
| S4 |
122-13 |
123-05 |
126-25 |
|
|
| 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 |
137-28 |
|
2.618 |
134-21 |
|
1.618 |
132-22 |
|
1.000 |
131-15 |
|
0.618 |
130-23 |
|
HIGH |
129-16 |
|
0.618 |
128-24 |
|
0.500 |
128-16 |
|
0.382 |
128-09 |
|
LOW |
127-17 |
|
0.618 |
126-10 |
|
1.000 |
125-18 |
|
1.618 |
124-11 |
|
2.618 |
122-12 |
|
4.250 |
119-05 |
|
|
| Fisher Pivots for day following 02-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-16 |
128-14 |
| PP |
128-10 |
128-08 |
| S1 |
128-03 |
128-02 |
|