ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-09 |
127-28 |
-0-14 |
-0.3% |
125-00 |
| High |
129-07 |
128-15 |
-0-24 |
-0.6% |
129-07 |
| Low |
127-14 |
126-26 |
-0-21 |
-0.5% |
124-20 |
| Close |
128-18 |
127-16 |
-1-02 |
-0.8% |
128-18 |
| Range |
1-24 |
1-22 |
-0-03 |
-5.3% |
4-18 |
| ATR |
2-10 |
2-08 |
-0-01 |
-1.7% |
0-00 |
| Volume |
19,558 |
16,336 |
-3,222 |
-16.5% |
271,513 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-19 |
131-23 |
128-13 |
|
| R3 |
130-30 |
130-02 |
127-31 |
|
| R2 |
129-08 |
129-08 |
127-26 |
|
| R1 |
128-12 |
128-12 |
127-21 |
128-00 |
| PP |
127-19 |
127-19 |
127-19 |
127-12 |
| S1 |
126-23 |
126-23 |
127-11 |
126-10 |
| S2 |
125-29 |
125-29 |
127-06 |
|
| S3 |
124-08 |
125-01 |
127-01 |
|
| S4 |
122-18 |
123-12 |
126-19 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-07 |
139-15 |
131-03 |
|
| R3 |
136-20 |
134-28 |
129-26 |
|
| R2 |
132-02 |
132-02 |
129-13 |
|
| R1 |
130-10 |
130-10 |
128-31 |
131-06 |
| PP |
127-15 |
127-15 |
127-15 |
127-29 |
| S1 |
125-23 |
125-23 |
128-05 |
126-19 |
| S2 |
122-29 |
122-29 |
127-23 |
|
| S3 |
118-10 |
121-05 |
127-10 |
|
| S4 |
113-24 |
116-18 |
126-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-07 |
124-20 |
4-18 |
3.6% |
2-06 |
1.7% |
62% |
False |
False |
31,720 |
| 10 |
129-12 |
124-11 |
5-01 |
3.9% |
2-03 |
1.6% |
63% |
False |
False |
184,110 |
| 20 |
130-12 |
124-11 |
6-02 |
4.7% |
2-07 |
1.7% |
52% |
False |
False |
204,930 |
| 40 |
137-31 |
124-11 |
13-20 |
10.7% |
2-08 |
1.8% |
23% |
False |
False |
196,795 |
| 60 |
141-28 |
124-11 |
17-16 |
13.7% |
2-08 |
1.8% |
18% |
False |
False |
175,276 |
| 80 |
141-28 |
115-05 |
26-22 |
20.9% |
2-09 |
1.8% |
46% |
False |
False |
165,242 |
| 100 |
141-28 |
110-27 |
31-00 |
24.3% |
2-07 |
1.7% |
54% |
False |
False |
132,462 |
| 120 |
141-28 |
110-27 |
31-00 |
24.3% |
2-05 |
1.7% |
54% |
False |
False |
110,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-18 |
|
2.618 |
132-27 |
|
1.618 |
131-06 |
|
1.000 |
130-04 |
|
0.618 |
129-16 |
|
HIGH |
128-15 |
|
0.618 |
127-27 |
|
0.500 |
127-20 |
|
0.382 |
127-14 |
|
LOW |
126-26 |
|
0.618 |
125-24 |
|
1.000 |
125-04 |
|
1.618 |
124-03 |
|
2.618 |
122-13 |
|
4.250 |
119-22 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-20 |
127-12 |
| PP |
127-19 |
127-08 |
| S1 |
127-17 |
127-03 |
|