ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-28 |
127-28 |
0-01 |
0.0% |
125-00 |
| High |
128-15 |
127-29 |
-0-18 |
-0.4% |
129-07 |
| Low |
126-26 |
125-26 |
-0-31 |
-0.8% |
124-20 |
| Close |
127-16 |
126-08 |
-1-08 |
-1.0% |
128-18 |
| Range |
1-22 |
2-02 |
0-13 |
24.3% |
4-18 |
| ATR |
2-08 |
2-08 |
0-00 |
-0.6% |
0-00 |
| Volume |
16,336 |
8,749 |
-7,587 |
-46.4% |
271,513 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
131-21 |
127-13 |
|
| R3 |
130-26 |
129-18 |
126-26 |
|
| R2 |
128-24 |
128-24 |
126-20 |
|
| R1 |
127-16 |
127-16 |
126-14 |
127-02 |
| PP |
126-21 |
126-21 |
126-21 |
126-14 |
| S1 |
125-13 |
125-13 |
126-02 |
125-00 |
| S2 |
124-19 |
124-19 |
125-28 |
|
| S3 |
122-16 |
123-11 |
125-22 |
|
| S4 |
120-14 |
121-08 |
125-03 |
|
|
| 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% |
2-07 |
1.8% |
35% |
False |
False |
22,044 |
| 10 |
129-07 |
124-11 |
4-28 |
3.9% |
2-04 |
1.7% |
39% |
False |
False |
150,632 |
| 20 |
130-12 |
124-11 |
6-02 |
4.8% |
2-08 |
1.8% |
32% |
False |
False |
196,693 |
| 40 |
137-31 |
124-11 |
13-20 |
10.8% |
2-08 |
1.8% |
14% |
False |
False |
193,186 |
| 60 |
141-28 |
124-11 |
17-16 |
13.9% |
2-08 |
1.8% |
11% |
False |
False |
172,957 |
| 80 |
141-28 |
115-05 |
26-22 |
21.2% |
2-10 |
1.8% |
42% |
False |
False |
165,348 |
| 100 |
141-28 |
110-27 |
31-00 |
24.6% |
2-07 |
1.8% |
50% |
False |
False |
132,549 |
| 120 |
141-28 |
110-27 |
31-00 |
24.6% |
2-05 |
1.7% |
50% |
False |
False |
110,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-24 |
|
2.618 |
133-11 |
|
1.618 |
131-09 |
|
1.000 |
130-00 |
|
0.618 |
129-06 |
|
HIGH |
127-29 |
|
0.618 |
127-04 |
|
0.500 |
126-28 |
|
0.382 |
126-20 |
|
LOW |
125-26 |
|
0.618 |
124-17 |
|
1.000 |
123-24 |
|
1.618 |
122-15 |
|
2.618 |
120-12 |
|
4.250 |
117-00 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-28 |
127-17 |
| PP |
126-21 |
127-03 |
| S1 |
126-15 |
126-22 |
|