ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 05-May-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2009 |
05-May-2009 |
Change |
Change % |
Previous Week |
| Open |
120-24 |
121-04 |
0-12 |
0.3% |
123-05 |
| High |
121-10 |
121-13 |
0-03 |
0.1% |
124-10 |
| Low |
120-13 |
120-17 |
0-04 |
0.1% |
120-09 |
| Close |
121-05 |
121-06 |
0-01 |
0.0% |
120-25 |
| Range |
0-29 |
0-28 |
-0-01 |
-3.4% |
4-01 |
| ATR |
1-17 |
1-16 |
-0-02 |
-3.1% |
0-00 |
| Volume |
844 |
402 |
-442 |
-52.4% |
1,144 |
|
| Daily Pivots for day following 05-May-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
123-10 |
121-21 |
|
| R3 |
122-25 |
122-14 |
121-14 |
|
| R2 |
121-29 |
121-29 |
121-11 |
|
| R1 |
121-18 |
121-18 |
121-09 |
121-24 |
| PP |
121-01 |
121-01 |
121-01 |
121-04 |
| S1 |
120-22 |
120-22 |
121-03 |
120-28 |
| S2 |
120-05 |
120-05 |
121-01 |
|
| S3 |
119-09 |
119-26 |
120-30 |
|
| S4 |
118-13 |
118-30 |
120-23 |
|
|
| 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 |
125-04 |
|
2.618 |
123-22 |
|
1.618 |
122-26 |
|
1.000 |
122-09 |
|
0.618 |
121-30 |
|
HIGH |
121-13 |
|
0.618 |
121-02 |
|
0.500 |
120-31 |
|
0.382 |
120-28 |
|
LOW |
120-17 |
|
0.618 |
120-00 |
|
1.000 |
119-21 |
|
1.618 |
119-04 |
|
2.618 |
118-08 |
|
4.250 |
116-26 |
|
|
| Fisher Pivots for day following 05-May-2009 |
| Pivot |
1 day |
3 day |
| R1 |
121-04 |
121-02 |
| PP |
121-01 |
120-31 |
| S1 |
120-31 |
120-27 |
|