ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
126-13 |
125-15 |
-0-30 |
-0.7% |
127-11 |
| High |
126-13 |
128-26 |
2-13 |
1.9% |
129-12 |
| Low |
124-20 |
125-00 |
0-11 |
0.3% |
124-11 |
| Close |
125-02 |
128-08 |
3-06 |
2.6% |
124-20 |
| Range |
1-24 |
3-26 |
2-02 |
116.8% |
5-01 |
| ATR |
2-07 |
2-11 |
0-04 |
5.1% |
0-00 |
| Volume |
36,066 |
29,514 |
-6,552 |
-18.2% |
1,889,656 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-27 |
137-12 |
130-12 |
|
| R3 |
135-00 |
133-18 |
129-10 |
|
| R2 |
131-06 |
131-06 |
128-31 |
|
| R1 |
129-23 |
129-23 |
128-20 |
130-14 |
| PP |
127-11 |
127-11 |
127-11 |
127-23 |
| S1 |
125-29 |
125-29 |
127-29 |
126-20 |
| S2 |
123-17 |
123-17 |
127-18 |
|
| S3 |
119-22 |
122-02 |
127-07 |
|
| S4 |
115-28 |
118-08 |
126-05 |
|
|
| 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 |
128-26 |
124-11 |
4-15 |
3.5% |
2-11 |
1.8% |
88% |
True |
False |
125,605 |
| 10 |
129-12 |
124-11 |
5-01 |
3.9% |
2-07 |
1.7% |
78% |
False |
False |
241,759 |
| 20 |
130-12 |
124-11 |
6-02 |
4.7% |
2-07 |
1.7% |
65% |
False |
False |
221,475 |
| 40 |
137-31 |
124-11 |
13-20 |
10.6% |
2-08 |
1.7% |
29% |
False |
False |
205,237 |
| 60 |
141-28 |
124-11 |
17-16 |
13.7% |
2-08 |
1.8% |
22% |
False |
False |
181,750 |
| 80 |
141-28 |
114-01 |
27-26 |
21.7% |
2-09 |
1.8% |
51% |
False |
False |
164,866 |
| 100 |
141-28 |
110-27 |
31-00 |
24.2% |
2-07 |
1.7% |
56% |
False |
False |
132,106 |
| 120 |
141-28 |
110-27 |
31-00 |
24.2% |
2-06 |
1.7% |
56% |
False |
False |
110,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-03 |
|
2.618 |
138-27 |
|
1.618 |
135-00 |
|
1.000 |
132-20 |
|
0.618 |
131-06 |
|
HIGH |
128-26 |
|
0.618 |
127-11 |
|
0.500 |
126-29 |
|
0.382 |
126-14 |
|
LOW |
125-00 |
|
0.618 |
122-20 |
|
1.000 |
121-05 |
|
1.618 |
118-25 |
|
2.618 |
114-31 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-26 |
127-24 |
| PP |
127-11 |
127-08 |
| S1 |
126-29 |
126-23 |
|