ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 12-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2009 |
12-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
128-07 |
128-26 |
0-18 |
0.5% |
126-21 |
| High |
129-06 |
129-15 |
0-09 |
0.2% |
128-30 |
| Low |
127-27 |
127-14 |
-0-14 |
-0.3% |
125-16 |
| Close |
128-24 |
129-09 |
0-18 |
0.4% |
125-27 |
| Range |
1-11 |
2-02 |
0-22 |
52.3% |
3-14 |
| ATR |
2-06 |
2-06 |
0-00 |
-0.5% |
0-00 |
| Volume |
208,119 |
182,060 |
-26,059 |
-12.5% |
950,900 |
|
| Daily Pivots for day following 12-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-28 |
134-04 |
130-13 |
|
| R3 |
132-26 |
132-02 |
129-27 |
|
| R2 |
130-25 |
130-25 |
129-21 |
|
| R1 |
130-01 |
130-01 |
129-15 |
130-13 |
| PP |
128-23 |
128-23 |
128-23 |
128-29 |
| S1 |
127-31 |
127-31 |
129-03 |
128-11 |
| S2 |
126-22 |
126-22 |
128-29 |
|
| S3 |
124-20 |
125-30 |
128-23 |
|
| S4 |
122-19 |
123-28 |
128-05 |
|
|
| 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 |
129-15 |
125-00 |
4-16 |
3.5% |
1-26 |
1.4% |
96% |
True |
False |
173,842 |
| 10 |
129-15 |
125-00 |
4-16 |
3.5% |
1-28 |
1.4% |
96% |
True |
False |
188,112 |
| 20 |
137-31 |
125-00 |
13-00 |
10.0% |
2-06 |
1.7% |
33% |
False |
False |
192,051 |
| 40 |
141-28 |
125-00 |
16-28 |
13.1% |
2-07 |
1.7% |
25% |
False |
False |
159,459 |
| 60 |
141-28 |
117-22 |
24-06 |
18.7% |
2-10 |
1.8% |
48% |
False |
False |
163,321 |
| 80 |
141-28 |
111-07 |
30-20 |
23.7% |
2-07 |
1.7% |
59% |
False |
False |
123,104 |
| 100 |
141-28 |
110-27 |
31-00 |
24.0% |
2-05 |
1.7% |
59% |
False |
False |
98,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-05 |
|
2.618 |
134-26 |
|
1.618 |
132-25 |
|
1.000 |
131-16 |
|
0.618 |
130-23 |
|
HIGH |
129-15 |
|
0.618 |
128-22 |
|
0.500 |
128-14 |
|
0.382 |
128-07 |
|
LOW |
127-14 |
|
0.618 |
126-05 |
|
1.000 |
125-12 |
|
1.618 |
124-04 |
|
2.618 |
122-02 |
|
4.250 |
118-23 |
|
|
| Fisher Pivots for day following 12-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-00 |
128-24 |
| PP |
128-23 |
128-07 |
| S1 |
128-14 |
127-22 |
|