ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-16 |
129-14 |
2-30 |
2.3% |
125-26 |
| High |
129-26 |
130-12 |
0-19 |
0.5% |
129-15 |
| Low |
125-24 |
128-04 |
2-12 |
1.9% |
125-00 |
| Close |
129-11 |
128-21 |
-0-22 |
-0.5% |
126-09 |
| Range |
4-01 |
2-08 |
-1-24 |
-43.8% |
4-16 |
| ATR |
2-13 |
2-13 |
0-00 |
-0.4% |
0-00 |
| Volume |
189,704 |
251,589 |
61,885 |
32.6% |
956,927 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-27 |
134-17 |
129-29 |
|
| R3 |
133-19 |
132-08 |
129-09 |
|
| R2 |
131-10 |
131-10 |
129-02 |
|
| R1 |
130-00 |
130-00 |
128-28 |
129-17 |
| PP |
129-02 |
129-02 |
129-02 |
128-26 |
| S1 |
127-23 |
127-23 |
128-14 |
127-08 |
| S2 |
126-25 |
126-25 |
128-08 |
|
| S3 |
124-17 |
125-15 |
128-01 |
|
| S4 |
122-08 |
123-06 |
127-13 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
137-26 |
128-24 |
|
| R3 |
135-28 |
133-10 |
127-16 |
|
| R2 |
131-13 |
131-13 |
127-03 |
|
| R1 |
128-27 |
128-27 |
126-22 |
130-04 |
| PP |
126-29 |
126-29 |
126-29 |
127-18 |
| S1 |
124-11 |
124-11 |
125-28 |
125-20 |
| S2 |
122-14 |
122-14 |
125-15 |
|
| S3 |
117-30 |
119-28 |
125-02 |
|
| S4 |
113-15 |
115-12 |
123-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-12 |
125-24 |
4-20 |
3.6% |
2-17 |
2.0% |
63% |
True |
False |
217,460 |
| 10 |
130-12 |
125-00 |
5-13 |
4.2% |
2-04 |
1.7% |
68% |
True |
False |
195,692 |
| 20 |
134-07 |
125-00 |
9-08 |
7.2% |
2-09 |
1.8% |
40% |
False |
False |
201,039 |
| 40 |
141-25 |
125-00 |
16-26 |
13.1% |
2-07 |
1.7% |
22% |
False |
False |
165,199 |
| 60 |
141-28 |
123-08 |
18-20 |
14.5% |
2-09 |
1.8% |
29% |
False |
False |
173,408 |
| 80 |
141-28 |
111-07 |
30-20 |
23.8% |
2-09 |
1.8% |
57% |
False |
False |
131,736 |
| 100 |
141-28 |
110-27 |
31-00 |
24.1% |
2-07 |
1.7% |
57% |
False |
False |
105,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-01 |
|
2.618 |
136-10 |
|
1.618 |
134-02 |
|
1.000 |
132-21 |
|
0.618 |
131-25 |
|
HIGH |
130-12 |
|
0.618 |
129-17 |
|
0.500 |
129-08 |
|
0.382 |
129-00 |
|
LOW |
128-04 |
|
0.618 |
126-23 |
|
1.000 |
125-28 |
|
1.618 |
124-15 |
|
2.618 |
122-06 |
|
4.250 |
118-16 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-08 |
128-15 |
| PP |
129-02 |
128-09 |
| S1 |
128-27 |
128-02 |
|