ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
127-07 |
125-06 |
-2-01 |
-1.6% |
124-11 |
| High |
127-13 |
128-16 |
1-03 |
0.9% |
128-04 |
| Low |
124-18 |
124-11 |
-0-07 |
-0.2% |
123-23 |
| Close |
125-00 |
128-02 |
3-02 |
2.5% |
125-00 |
| Range |
2-27 |
4-05 |
1-10 |
46.2% |
4-13 |
| ATR |
2-06 |
2-10 |
0-05 |
6.5% |
0-00 |
| Volume |
5,405 |
3,732 |
-1,673 |
-31.0% |
34,169 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-14 |
137-29 |
130-11 |
|
| R3 |
135-09 |
133-24 |
129-07 |
|
| R2 |
131-04 |
131-04 |
128-26 |
|
| R1 |
129-19 |
129-19 |
128-14 |
130-12 |
| PP |
126-31 |
126-31 |
126-31 |
127-11 |
| S1 |
125-14 |
125-14 |
127-22 |
126-06 |
| S2 |
122-26 |
122-26 |
127-10 |
|
| S3 |
118-21 |
121-09 |
126-29 |
|
| S4 |
114-16 |
117-04 |
125-25 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-27 |
136-10 |
127-14 |
|
| R3 |
134-14 |
131-29 |
126-07 |
|
| R2 |
130-01 |
130-01 |
125-26 |
|
| R1 |
127-16 |
127-16 |
125-13 |
128-24 |
| PP |
125-20 |
125-20 |
125-20 |
126-08 |
| S1 |
123-03 |
123-03 |
124-19 |
124-12 |
| S2 |
121-07 |
121-07 |
124-06 |
|
| S3 |
116-26 |
118-22 |
123-25 |
|
| S4 |
112-13 |
114-09 |
122-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-05 |
|
2.618 |
139-12 |
|
1.618 |
135-07 |
|
1.000 |
132-21 |
|
0.618 |
131-02 |
|
HIGH |
128-16 |
|
0.618 |
126-29 |
|
0.500 |
126-14 |
|
0.382 |
125-30 |
|
LOW |
124-11 |
|
0.618 |
121-25 |
|
1.000 |
120-06 |
|
1.618 |
117-20 |
|
2.618 |
113-15 |
|
4.250 |
106-22 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-16 |
127-16 |
| PP |
126-31 |
126-31 |
| S1 |
126-14 |
126-14 |
|