ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
131-04 |
131-04 |
0-00 |
0.0% |
127-12 |
| High |
132-14 |
131-20 |
-0-26 |
-0.6% |
133-20 |
| Low |
130-15 |
130-31 |
0-16 |
0.4% |
125-02 |
| Close |
130-26 |
130-31 |
0-04 |
0.1% |
130-31 |
| Range |
2-00 |
0-21 |
-1-10 |
-66.9% |
8-17 |
| ATR |
2-18 |
2-14 |
-0-04 |
-4.9% |
0-00 |
| Volume |
3,365 |
3,331 |
-34 |
-1.0% |
14,630 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-05 |
132-23 |
131-11 |
|
| R3 |
132-16 |
132-02 |
131-05 |
|
| R2 |
131-27 |
131-27 |
131-03 |
|
| R1 |
131-13 |
131-13 |
131-01 |
131-10 |
| PP |
131-06 |
131-06 |
131-06 |
131-04 |
| S1 |
130-24 |
130-24 |
130-29 |
130-20 |
| S2 |
130-17 |
130-17 |
130-27 |
|
| S3 |
129-28 |
130-03 |
130-25 |
|
| S4 |
129-07 |
129-14 |
130-19 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-15 |
151-24 |
135-21 |
|
| R3 |
146-30 |
143-07 |
133-10 |
|
| R2 |
138-13 |
138-13 |
132-17 |
|
| R1 |
134-22 |
134-22 |
131-24 |
136-18 |
| PP |
129-28 |
129-28 |
129-28 |
130-26 |
| S1 |
126-05 |
126-05 |
130-06 |
128-01 |
| S2 |
121-11 |
121-11 |
129-13 |
|
| S3 |
112-26 |
117-20 |
128-20 |
|
| S4 |
104-09 |
109-03 |
126-09 |
|
|
| 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% |
3-03 |
2.4% |
69% |
False |
False |
2,926 |
| 10 |
133-20 |
125-02 |
8-17 |
6.5% |
2-15 |
1.9% |
69% |
False |
False |
6,349 |
| 20 |
133-20 |
124-11 |
9-08 |
7.1% |
2-09 |
1.7% |
72% |
False |
False |
111,233 |
| 40 |
133-20 |
124-11 |
9-08 |
7.1% |
2-09 |
1.7% |
72% |
False |
False |
158,784 |
| 60 |
141-25 |
124-11 |
17-14 |
13.3% |
2-09 |
1.7% |
38% |
False |
False |
151,074 |
| 80 |
141-28 |
123-20 |
18-08 |
13.9% |
2-09 |
1.7% |
40% |
False |
False |
161,403 |
| 100 |
141-28 |
111-07 |
30-20 |
23.4% |
2-09 |
1.7% |
64% |
False |
False |
132,854 |
| 120 |
141-28 |
110-27 |
31-00 |
23.7% |
2-07 |
1.7% |
65% |
False |
False |
110,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-13 |
|
2.618 |
133-11 |
|
1.618 |
132-22 |
|
1.000 |
132-09 |
|
0.618 |
132-01 |
|
HIGH |
131-20 |
|
0.618 |
131-12 |
|
0.500 |
131-10 |
|
0.382 |
131-07 |
|
LOW |
130-31 |
|
0.618 |
130-18 |
|
1.000 |
130-10 |
|
1.618 |
129-29 |
|
2.618 |
129-08 |
|
4.250 |
128-06 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
131-10 |
130-14 |
| PP |
131-06 |
129-28 |
| S1 |
131-02 |
129-11 |
|