ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
127-11 |
128-02 |
0-22 |
0.6% |
126-16 |
| High |
128-04 |
129-12 |
1-08 |
1.0% |
130-12 |
| Low |
126-05 |
127-22 |
1-17 |
1.2% |
125-24 |
| Close |
127-28 |
127-28 |
0-00 |
0.0% |
127-20 |
| Range |
2-00 |
1-22 |
-0-10 |
-15.0% |
4-20 |
| ATR |
2-13 |
2-11 |
-0-02 |
-2.1% |
0-00 |
| Volume |
336,398 |
343,534 |
7,136 |
2.1% |
964,168 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-12 |
132-10 |
128-26 |
|
| R3 |
131-22 |
130-20 |
128-11 |
|
| R2 |
130-00 |
130-00 |
128-06 |
|
| R1 |
128-30 |
128-30 |
128-01 |
128-20 |
| PP |
128-10 |
128-10 |
128-10 |
128-05 |
| S1 |
127-08 |
127-08 |
127-23 |
126-30 |
| S2 |
126-20 |
126-20 |
127-18 |
|
| S3 |
124-30 |
125-18 |
127-13 |
|
| S4 |
123-08 |
123-28 |
126-30 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-26 |
139-11 |
130-05 |
|
| R3 |
137-06 |
134-23 |
128-29 |
|
| R2 |
132-18 |
132-18 |
128-15 |
|
| R1 |
130-03 |
130-03 |
128-02 |
131-10 |
| PP |
127-30 |
127-30 |
127-30 |
128-17 |
| S1 |
125-15 |
125-15 |
127-06 |
126-22 |
| S2 |
123-10 |
123-10 |
126-25 |
|
| S3 |
118-22 |
120-27 |
126-11 |
|
| S4 |
114-02 |
116-07 |
125-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
130-12 |
126-03 |
4-10 |
3.4% |
2-07 |
1.7% |
41% |
False |
False |
290,879 |
| 10 |
130-12 |
125-24 |
4-20 |
3.6% |
2-13 |
1.9% |
46% |
False |
False |
242,755 |
| 20 |
131-20 |
125-00 |
6-20 |
5.2% |
2-08 |
1.8% |
44% |
False |
False |
218,324 |
| 40 |
141-25 |
125-00 |
16-26 |
13.1% |
2-10 |
1.8% |
17% |
False |
False |
183,121 |
| 60 |
141-28 |
125-00 |
16-28 |
13.2% |
2-08 |
1.8% |
17% |
False |
False |
180,991 |
| 80 |
141-28 |
111-07 |
30-20 |
24.0% |
2-09 |
1.8% |
54% |
False |
False |
146,723 |
| 100 |
141-28 |
110-27 |
31-00 |
24.3% |
2-06 |
1.7% |
55% |
False |
False |
117,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-18 |
|
2.618 |
133-25 |
|
1.618 |
132-03 |
|
1.000 |
131-02 |
|
0.618 |
130-13 |
|
HIGH |
129-12 |
|
0.618 |
128-23 |
|
0.500 |
128-17 |
|
0.382 |
128-11 |
|
LOW |
127-22 |
|
0.618 |
126-21 |
|
1.000 |
126-00 |
|
1.618 |
124-31 |
|
2.618 |
123-09 |
|
4.250 |
120-16 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-17 |
127-27 |
| PP |
128-10 |
127-26 |
| S1 |
128-03 |
127-24 |
|