ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-16 |
131-04 |
5-20 |
4.5% |
127-28 |
| High |
133-20 |
132-14 |
-1-05 |
-0.9% |
128-18 |
| Low |
125-02 |
130-15 |
5-12 |
4.3% |
125-12 |
| Close |
130-20 |
130-26 |
0-06 |
0.1% |
127-16 |
| Range |
8-17 |
2-00 |
-6-18 |
-76.7% |
3-06 |
| ATR |
2-19 |
2-18 |
-0-01 |
-1.7% |
0-00 |
| Volume |
2,591 |
3,365 |
774 |
29.9% |
48,861 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-06 |
136-00 |
131-29 |
|
| R3 |
135-07 |
134-00 |
131-12 |
|
| R2 |
133-08 |
133-08 |
131-06 |
|
| R1 |
132-01 |
132-01 |
131-00 |
131-20 |
| PP |
131-08 |
131-08 |
131-08 |
131-02 |
| S1 |
130-02 |
130-02 |
130-21 |
129-21 |
| S2 |
129-08 |
129-08 |
130-15 |
|
| S3 |
127-09 |
128-02 |
130-09 |
|
| S4 |
125-10 |
126-02 |
129-24 |
|
|
| 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 |
133-20 |
125-02 |
8-17 |
6.5% |
3-10 |
2.5% |
67% |
False |
False |
3,240 |
| 10 |
133-20 |
125-02 |
8-17 |
6.5% |
2-18 |
2.0% |
67% |
False |
False |
7,971 |
| 20 |
133-20 |
124-11 |
9-08 |
7.1% |
2-12 |
1.8% |
70% |
False |
False |
124,865 |
| 40 |
133-20 |
124-11 |
9-08 |
7.1% |
2-10 |
1.8% |
70% |
False |
False |
163,870 |
| 60 |
141-25 |
124-11 |
17-14 |
13.3% |
2-09 |
1.8% |
37% |
False |
False |
153,156 |
| 80 |
141-28 |
123-08 |
18-20 |
14.2% |
2-10 |
1.8% |
41% |
False |
False |
162,781 |
| 100 |
141-28 |
111-07 |
30-20 |
23.4% |
2-09 |
1.8% |
64% |
False |
False |
132,823 |
| 120 |
141-28 |
110-27 |
31-00 |
23.7% |
2-08 |
1.7% |
64% |
False |
False |
110,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-28 |
|
2.618 |
137-21 |
|
1.618 |
135-21 |
|
1.000 |
134-14 |
|
0.618 |
133-22 |
|
HIGH |
132-14 |
|
0.618 |
131-22 |
|
0.500 |
131-15 |
|
0.382 |
131-07 |
|
LOW |
130-15 |
|
0.618 |
129-08 |
|
1.000 |
128-16 |
|
1.618 |
127-08 |
|
2.618 |
125-09 |
|
4.250 |
122-01 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
131-15 |
130-11 |
| PP |
131-08 |
129-27 |
| S1 |
131-01 |
129-11 |
|