ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-24 |
127-06 |
1-14 |
1.1% |
125-00 |
| High |
127-15 |
128-16 |
1-02 |
0.8% |
129-07 |
| Low |
125-12 |
127-02 |
1-22 |
1.3% |
124-20 |
| Close |
127-04 |
127-24 |
0-20 |
0.5% |
128-18 |
| Range |
2-04 |
1-15 |
-0-20 |
-30.4% |
4-18 |
| ATR |
2-08 |
2-06 |
-0-02 |
-2.5% |
0-00 |
| Volume |
11,099 |
7,773 |
-3,326 |
-30.0% |
271,513 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-06 |
131-14 |
128-18 |
|
| R3 |
130-23 |
129-31 |
128-05 |
|
| R2 |
129-08 |
129-08 |
128-01 |
|
| R1 |
128-16 |
128-16 |
127-29 |
128-28 |
| PP |
127-25 |
127-25 |
127-25 |
127-31 |
| S1 |
127-01 |
127-01 |
127-20 |
127-13 |
| S2 |
126-10 |
126-10 |
127-16 |
|
| S3 |
124-27 |
125-18 |
127-12 |
|
| S4 |
123-12 |
124-03 |
126-31 |
|
|
| 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 |
125-12 |
3-28 |
3.0% |
1-26 |
1.4% |
62% |
False |
False |
12,703 |
| 10 |
129-07 |
124-11 |
4-28 |
3.8% |
2-03 |
1.6% |
70% |
False |
False |
69,154 |
| 20 |
130-12 |
124-11 |
6-02 |
4.7% |
2-08 |
1.8% |
57% |
False |
False |
180,359 |
| 40 |
137-31 |
124-11 |
13-20 |
10.7% |
2-08 |
1.8% |
25% |
False |
False |
185,624 |
| 60 |
141-28 |
124-11 |
17-16 |
13.7% |
2-07 |
1.7% |
20% |
False |
False |
166,934 |
| 80 |
141-28 |
117-01 |
24-26 |
19.4% |
2-09 |
1.8% |
43% |
False |
False |
165,456 |
| 100 |
141-28 |
110-27 |
31-00 |
24.3% |
2-07 |
1.7% |
55% |
False |
False |
132,736 |
| 120 |
141-28 |
110-27 |
31-00 |
24.3% |
2-05 |
1.7% |
55% |
False |
False |
110,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-24 |
|
2.618 |
132-12 |
|
1.618 |
130-29 |
|
1.000 |
130-00 |
|
0.618 |
129-14 |
|
HIGH |
128-16 |
|
0.618 |
127-31 |
|
0.500 |
127-25 |
|
0.382 |
127-19 |
|
LOW |
127-02 |
|
0.618 |
126-04 |
|
1.000 |
125-18 |
|
1.618 |
124-21 |
|
2.618 |
123-06 |
|
4.250 |
120-26 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-25 |
127-16 |
| PP |
127-25 |
127-07 |
| S1 |
127-25 |
126-30 |
|