ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
128-07 |
126-31 |
-1-08 |
-1.0% |
124-11 |
| High |
129-02 |
127-09 |
-1-25 |
-1.4% |
128-04 |
| Low |
126-26 |
124-28 |
-1-30 |
-1.5% |
123-23 |
| Close |
127-13 |
125-01 |
-2-12 |
-1.9% |
125-00 |
| Range |
2-08 |
2-13 |
0-05 |
6.9% |
4-13 |
| ATR |
2-10 |
2-11 |
0-00 |
0.7% |
0-00 |
| Volume |
21,747 |
32,966 |
11,219 |
51.6% |
34,169 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-30 |
131-13 |
126-11 |
|
| R3 |
130-17 |
129-00 |
125-22 |
|
| R2 |
128-04 |
128-04 |
125-15 |
|
| R1 |
126-19 |
126-19 |
125-08 |
126-05 |
| PP |
125-23 |
125-23 |
125-23 |
125-16 |
| S1 |
124-06 |
124-06 |
124-26 |
123-24 |
| S2 |
123-10 |
123-10 |
124-19 |
|
| S3 |
120-29 |
121-25 |
124-12 |
|
| S4 |
118-16 |
119-12 |
123-23 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-02 |
124-11 |
4-23 |
3.8% |
2-23 |
2.2% |
15% |
False |
False |
15,124 |
| 10 |
129-02 |
123-23 |
5-11 |
4.3% |
2-06 |
1.7% |
25% |
False |
False |
9,689 |
| 20 |
130-24 |
123-23 |
7-01 |
5.6% |
2-06 |
1.8% |
19% |
False |
False |
5,454 |
| 40 |
140-12 |
123-23 |
16-21 |
13.3% |
2-04 |
1.7% |
8% |
False |
False |
2,959 |
| 60 |
140-16 |
122-13 |
18-03 |
14.5% |
2-03 |
1.7% |
15% |
False |
False |
1,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-16 |
|
2.618 |
133-19 |
|
1.618 |
131-06 |
|
1.000 |
129-22 |
|
0.618 |
128-25 |
|
HIGH |
127-09 |
|
0.618 |
126-12 |
|
0.500 |
126-02 |
|
0.382 |
125-25 |
|
LOW |
124-28 |
|
0.618 |
123-12 |
|
1.000 |
122-15 |
|
1.618 |
120-31 |
|
2.618 |
118-18 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-02 |
126-22 |
| PP |
125-23 |
126-05 |
| S1 |
125-12 |
125-19 |
|