ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-20 |
125-00 |
-0-21 |
-0.5% |
127-11 |
| High |
126-24 |
126-23 |
0-00 |
0.0% |
129-12 |
| Low |
124-11 |
124-28 |
0-18 |
0.4% |
124-11 |
| Close |
124-20 |
126-00 |
1-13 |
1.1% |
124-20 |
| Range |
2-12 |
1-26 |
-0-18 |
-23.5% |
5-01 |
| ATR |
2-10 |
2-09 |
0-00 |
-0.6% |
0-00 |
| Volume |
376,071 |
129,247 |
-246,824 |
-65.6% |
1,889,656 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
130-16 |
127-01 |
|
| R3 |
129-17 |
128-22 |
126-17 |
|
| R2 |
127-22 |
127-22 |
126-11 |
|
| R1 |
126-28 |
126-28 |
126-06 |
127-09 |
| PP |
125-28 |
125-28 |
125-28 |
126-03 |
| S1 |
125-01 |
125-01 |
125-27 |
125-14 |
| S2 |
124-02 |
124-02 |
125-22 |
|
| S3 |
122-07 |
123-06 |
125-16 |
|
| S4 |
120-12 |
121-12 |
125-00 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-06 |
137-30 |
127-12 |
|
| R3 |
136-06 |
132-29 |
126-00 |
|
| R2 |
131-04 |
131-04 |
125-17 |
|
| R1 |
127-28 |
127-28 |
125-02 |
127-00 |
| PP |
126-04 |
126-04 |
126-04 |
125-21 |
| S1 |
122-27 |
122-27 |
124-05 |
121-31 |
| S2 |
121-02 |
121-02 |
123-22 |
|
| S3 |
116-02 |
117-26 |
123-07 |
|
| S4 |
111-00 |
112-25 |
121-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-12 |
124-11 |
5-01 |
4.0% |
1-31 |
1.6% |
33% |
False |
False |
336,501 |
| 10 |
130-12 |
124-11 |
6-02 |
4.8% |
2-11 |
1.9% |
28% |
False |
False |
298,307 |
| 20 |
130-12 |
124-11 |
6-02 |
4.8% |
2-05 |
1.7% |
28% |
False |
False |
244,544 |
| 40 |
139-18 |
124-11 |
15-08 |
12.1% |
2-10 |
1.8% |
11% |
False |
False |
212,523 |
| 60 |
141-28 |
124-11 |
17-16 |
13.9% |
2-08 |
1.8% |
10% |
False |
False |
190,639 |
| 80 |
141-28 |
113-23 |
28-04 |
22.3% |
2-09 |
1.8% |
44% |
False |
False |
163,389 |
| 100 |
141-28 |
110-27 |
31-00 |
24.6% |
2-07 |
1.8% |
49% |
False |
False |
130,881 |
| 120 |
141-28 |
110-27 |
31-00 |
24.6% |
2-05 |
1.7% |
49% |
False |
False |
109,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-16 |
|
2.618 |
131-16 |
|
1.618 |
129-22 |
|
1.000 |
128-18 |
|
0.618 |
127-27 |
|
HIGH |
126-23 |
|
0.618 |
126-01 |
|
0.500 |
125-26 |
|
0.382 |
125-19 |
|
LOW |
124-28 |
|
0.618 |
123-24 |
|
1.000 |
123-02 |
|
1.618 |
121-30 |
|
2.618 |
120-03 |
|
4.250 |
117-04 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-30 |
125-27 |
| PP |
125-28 |
125-22 |
| S1 |
125-26 |
125-17 |
|