ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 09-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2009 |
09-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-20 |
125-26 |
-0-26 |
-0.7% |
126-21 |
| High |
127-12 |
126-07 |
-1-05 |
-0.9% |
128-30 |
| Low |
125-16 |
125-00 |
-0-17 |
-0.4% |
125-16 |
| Close |
125-27 |
125-22 |
-0-06 |
-0.1% |
125-27 |
| Range |
1-28 |
1-08 |
-0-20 |
-33.6% |
3-14 |
| ATR |
2-09 |
2-07 |
-0-02 |
-3.3% |
0-00 |
| Volume |
168,114 |
173,471 |
5,357 |
3.2% |
950,900 |
|
| Daily Pivots for day following 09-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-10 |
128-24 |
126-11 |
|
| R3 |
128-03 |
127-16 |
126-00 |
|
| R2 |
126-28 |
126-28 |
125-29 |
|
| R1 |
126-08 |
126-08 |
125-25 |
125-30 |
| PP |
125-20 |
125-20 |
125-20 |
125-15 |
| S1 |
125-01 |
125-01 |
125-18 |
124-23 |
| S2 |
124-12 |
124-12 |
125-14 |
|
| S3 |
123-05 |
123-26 |
125-11 |
|
| S4 |
121-30 |
122-18 |
125-00 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-03 |
134-29 |
127-24 |
|
| R3 |
133-21 |
131-15 |
126-25 |
|
| R2 |
130-07 |
130-07 |
126-15 |
|
| R1 |
128-01 |
128-01 |
126-05 |
127-13 |
| PP |
126-25 |
126-25 |
126-25 |
126-15 |
| S1 |
124-19 |
124-19 |
125-17 |
123-31 |
| S2 |
123-11 |
123-11 |
125-07 |
|
| S3 |
119-29 |
121-05 |
124-29 |
|
| S4 |
116-15 |
117-23 |
123-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-30 |
125-00 |
3-30 |
3.1% |
1-24 |
1.4% |
17% |
False |
True |
177,743 |
| 10 |
131-20 |
125-00 |
6-20 |
5.3% |
2-04 |
1.7% |
10% |
False |
True |
193,892 |
| 20 |
137-31 |
125-00 |
13-00 |
10.3% |
2-08 |
1.8% |
5% |
False |
True |
189,678 |
| 40 |
141-28 |
125-00 |
16-28 |
13.4% |
2-08 |
1.8% |
4% |
False |
True |
161,090 |
| 60 |
141-28 |
115-05 |
26-22 |
21.2% |
2-10 |
1.8% |
39% |
False |
False |
154,899 |
| 80 |
141-28 |
110-27 |
31-00 |
24.7% |
2-07 |
1.8% |
48% |
False |
False |
116,513 |
| 100 |
141-28 |
110-27 |
31-00 |
24.7% |
2-04 |
1.7% |
48% |
False |
False |
93,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-15 |
|
2.618 |
129-14 |
|
1.618 |
128-07 |
|
1.000 |
127-14 |
|
0.618 |
126-31 |
|
HIGH |
126-07 |
|
0.618 |
125-24 |
|
0.500 |
125-19 |
|
0.382 |
125-15 |
|
LOW |
125-00 |
|
0.618 |
124-07 |
|
1.000 |
123-24 |
|
1.618 |
123-00 |
|
2.618 |
121-24 |
|
4.250 |
119-24 |
|
|
| Fisher Pivots for day following 09-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-21 |
126-12 |
| PP |
125-20 |
126-04 |
| S1 |
125-19 |
125-29 |
|