ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 11-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-28 |
125-24 |
-2-04 |
-1.7% |
125-00 |
| High |
127-29 |
127-15 |
-0-14 |
-0.3% |
129-07 |
| Low |
125-26 |
125-12 |
-0-15 |
-0.4% |
124-20 |
| Close |
126-08 |
127-04 |
0-28 |
0.7% |
128-18 |
| Range |
2-02 |
2-04 |
0-01 |
1.5% |
4-18 |
| ATR |
2-08 |
2-08 |
0-00 |
-0.4% |
0-00 |
| Volume |
8,749 |
11,099 |
2,350 |
26.9% |
271,513 |
|
| Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-31 |
132-05 |
128-09 |
|
| R3 |
130-28 |
130-02 |
127-23 |
|
| R2 |
128-24 |
128-24 |
127-16 |
|
| R1 |
127-30 |
127-30 |
127-10 |
128-11 |
| PP |
126-21 |
126-21 |
126-21 |
126-27 |
| S1 |
125-27 |
125-27 |
126-30 |
126-08 |
| S2 |
124-17 |
124-17 |
126-24 |
|
| S3 |
122-14 |
123-23 |
126-17 |
|
| S4 |
120-10 |
121-20 |
125-31 |
|
|
| 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 |
125-00 |
4-08 |
3.3% |
2-09 |
1.8% |
51% |
False |
False |
17,051 |
| 10 |
129-07 |
124-11 |
4-28 |
3.8% |
2-03 |
1.7% |
57% |
False |
False |
106,860 |
| 20 |
130-12 |
124-11 |
6-02 |
4.8% |
2-08 |
1.8% |
46% |
False |
False |
190,376 |
| 40 |
137-31 |
124-11 |
13-20 |
10.7% |
2-08 |
1.8% |
20% |
False |
False |
188,452 |
| 60 |
141-28 |
124-11 |
17-16 |
13.8% |
2-08 |
1.8% |
16% |
False |
False |
170,125 |
| 80 |
141-28 |
115-12 |
26-16 |
20.8% |
2-10 |
1.8% |
44% |
False |
False |
165,460 |
| 100 |
141-28 |
110-27 |
31-00 |
24.4% |
2-08 |
1.8% |
52% |
False |
False |
132,659 |
| 120 |
141-28 |
110-27 |
31-00 |
24.4% |
2-05 |
1.7% |
52% |
False |
False |
110,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-14 |
|
2.618 |
133-00 |
|
1.618 |
130-28 |
|
1.000 |
129-18 |
|
0.618 |
128-25 |
|
HIGH |
127-15 |
|
0.618 |
126-21 |
|
0.500 |
126-13 |
|
0.382 |
126-05 |
|
LOW |
125-12 |
|
0.618 |
124-02 |
|
1.000 |
123-08 |
|
1.618 |
121-30 |
|
2.618 |
119-27 |
|
4.250 |
116-13 |
|
|
| Fisher Pivots for day following 11-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-28 |
127-02 |
| PP |
126-21 |
127-00 |
| S1 |
126-13 |
126-29 |
|