ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-06 |
128-14 |
1-08 |
1.0% |
127-28 |
| High |
128-16 |
128-18 |
0-02 |
0.0% |
128-18 |
| Low |
127-02 |
126-24 |
-0-10 |
-0.2% |
125-12 |
| Close |
127-24 |
127-16 |
-0-08 |
-0.2% |
127-16 |
| Range |
1-15 |
1-26 |
0-11 |
23.4% |
3-06 |
| ATR |
2-06 |
2-05 |
-0-01 |
-1.2% |
0-00 |
| Volume |
7,773 |
4,904 |
-2,869 |
-36.9% |
48,861 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-02 |
132-03 |
128-16 |
|
| R3 |
131-08 |
130-09 |
128-00 |
|
| R2 |
129-14 |
129-14 |
127-27 |
|
| R1 |
128-15 |
128-15 |
127-22 |
128-01 |
| PP |
127-20 |
127-20 |
127-20 |
127-13 |
| S1 |
126-21 |
126-21 |
127-11 |
126-07 |
| S2 |
125-26 |
125-26 |
127-06 |
|
| S3 |
124-00 |
124-27 |
127-01 |
|
| S4 |
122-06 |
123-01 |
126-17 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-24 |
135-11 |
129-09 |
|
| R3 |
133-18 |
132-04 |
128-13 |
|
| R2 |
130-11 |
130-11 |
128-03 |
|
| R1 |
128-30 |
128-30 |
127-26 |
128-01 |
| PP |
127-05 |
127-05 |
127-05 |
126-22 |
| S1 |
125-23 |
125-23 |
127-07 |
124-27 |
| S2 |
123-30 |
123-30 |
126-30 |
|
| S3 |
120-24 |
122-17 |
126-20 |
|
| S4 |
117-17 |
119-10 |
125-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-18 |
125-12 |
3-06 |
2.5% |
1-26 |
1.4% |
67% |
True |
False |
9,772 |
| 10 |
129-07 |
124-20 |
4-18 |
3.6% |
2-01 |
1.6% |
63% |
False |
False |
32,037 |
| 20 |
130-12 |
124-11 |
6-02 |
4.7% |
2-07 |
1.8% |
52% |
False |
False |
171,501 |
| 40 |
137-31 |
124-11 |
13-20 |
10.7% |
2-07 |
1.7% |
23% |
False |
False |
181,776 |
| 60 |
141-28 |
124-11 |
17-16 |
13.7% |
2-07 |
1.7% |
18% |
False |
False |
163,473 |
| 80 |
141-28 |
117-22 |
24-06 |
19.0% |
2-10 |
1.8% |
41% |
False |
False |
165,366 |
| 100 |
141-28 |
111-07 |
30-20 |
24.0% |
2-07 |
1.8% |
53% |
False |
False |
132,783 |
| 120 |
141-28 |
110-27 |
31-00 |
24.3% |
2-05 |
1.7% |
54% |
False |
False |
110,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-08 |
|
2.618 |
133-10 |
|
1.618 |
131-16 |
|
1.000 |
130-12 |
|
0.618 |
129-22 |
|
HIGH |
128-18 |
|
0.618 |
127-28 |
|
0.500 |
127-21 |
|
0.382 |
127-14 |
|
LOW |
126-24 |
|
0.618 |
125-20 |
|
1.000 |
124-30 |
|
1.618 |
123-26 |
|
2.618 |
122-00 |
|
4.250 |
119-02 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-21 |
127-11 |
| PP |
127-20 |
127-05 |
| S1 |
127-18 |
126-31 |
|