ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
126-18 |
126-13 |
-0-06 |
-0.1% |
127-11 |
| High |
127-04 |
126-13 |
-0-22 |
-0.6% |
129-12 |
| Low |
125-07 |
124-20 |
-0-18 |
-0.5% |
124-11 |
| Close |
125-24 |
125-02 |
-0-22 |
-0.6% |
124-20 |
| Range |
1-28 |
1-24 |
-0-04 |
-6.6% |
5-01 |
| ATR |
2-08 |
2-07 |
-0-01 |
-1.6% |
0-00 |
| Volume |
57,128 |
36,066 |
-21,062 |
-36.9% |
1,889,656 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-21 |
129-20 |
126-01 |
|
| R3 |
128-29 |
127-28 |
125-18 |
|
| R2 |
127-04 |
127-04 |
125-12 |
|
| R1 |
126-03 |
126-03 |
125-07 |
125-24 |
| PP |
125-12 |
125-12 |
125-12 |
125-06 |
| S1 |
124-11 |
124-11 |
124-29 |
123-31 |
| S2 |
123-19 |
123-19 |
124-24 |
|
| S3 |
121-27 |
122-18 |
124-18 |
|
| S4 |
120-02 |
120-26 |
124-03 |
|
|
| 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 |
127-04 |
124-11 |
2-24 |
2.2% |
1-29 |
1.5% |
26% |
False |
False |
196,668 |
| 10 |
129-12 |
124-11 |
5-01 |
4.0% |
2-02 |
1.7% |
14% |
False |
False |
263,497 |
| 20 |
130-12 |
124-11 |
6-02 |
4.8% |
2-03 |
1.7% |
12% |
False |
False |
229,594 |
| 40 |
137-31 |
124-11 |
13-20 |
10.9% |
2-06 |
1.8% |
5% |
False |
False |
210,007 |
| 60 |
141-28 |
124-11 |
17-16 |
14.0% |
2-07 |
1.8% |
4% |
False |
False |
184,679 |
| 80 |
141-28 |
114-01 |
27-26 |
22.3% |
2-09 |
1.8% |
40% |
False |
False |
164,509 |
| 100 |
141-28 |
110-27 |
31-00 |
24.8% |
2-06 |
1.7% |
46% |
False |
False |
131,811 |
| 120 |
141-28 |
110-27 |
31-00 |
24.8% |
2-05 |
1.7% |
46% |
False |
False |
109,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-29 |
|
2.618 |
131-01 |
|
1.618 |
129-08 |
|
1.000 |
128-06 |
|
0.618 |
127-16 |
|
HIGH |
126-13 |
|
0.618 |
125-23 |
|
0.500 |
125-17 |
|
0.382 |
125-10 |
|
LOW |
124-20 |
|
0.618 |
123-18 |
|
1.000 |
122-28 |
|
1.618 |
121-25 |
|
2.618 |
120-01 |
|
4.250 |
117-04 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-17 |
125-28 |
| PP |
125-12 |
125-19 |
| S1 |
125-07 |
125-11 |
|