ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-07 |
126-05 |
0-30 |
0.7% |
125-06 |
| High |
127-28 |
126-31 |
-0-29 |
-0.7% |
129-02 |
| Low |
125-05 |
125-00 |
-0-05 |
-0.1% |
124-11 |
| Close |
126-15 |
126-24 |
0-09 |
0.2% |
126-15 |
| Range |
2-23 |
1-31 |
-0-24 |
-27.6% |
4-23 |
| ATR |
2-12 |
2-11 |
-0-01 |
-1.2% |
0-00 |
| Volume |
60,629 |
92,875 |
32,246 |
53.2% |
119,074 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-05 |
131-13 |
127-27 |
|
| R3 |
130-06 |
129-14 |
127-09 |
|
| R2 |
128-07 |
128-07 |
127-04 |
|
| R1 |
127-15 |
127-15 |
126-30 |
127-27 |
| PP |
126-08 |
126-08 |
126-08 |
126-14 |
| S1 |
125-16 |
125-16 |
126-18 |
125-28 |
| S2 |
124-09 |
124-09 |
126-12 |
|
| S3 |
122-10 |
123-17 |
126-07 |
|
| S4 |
120-11 |
121-18 |
125-21 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
138-11 |
129-02 |
|
| R3 |
136-02 |
133-20 |
127-25 |
|
| R2 |
131-11 |
131-11 |
127-11 |
|
| R1 |
128-29 |
128-29 |
126-29 |
130-04 |
| PP |
126-20 |
126-20 |
126-20 |
127-08 |
| S1 |
124-06 |
124-06 |
126-01 |
125-13 |
| S2 |
121-29 |
121-29 |
125-19 |
|
| S3 |
117-06 |
119-15 |
125-05 |
|
| S4 |
112-15 |
114-24 |
123-28 |
|
|
| 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 |
3.7% |
2-22 |
2.1% |
51% |
False |
False |
42,389 |
| 10 |
129-02 |
123-23 |
5-11 |
4.2% |
2-11 |
1.8% |
57% |
False |
False |
24,611 |
| 20 |
130-11 |
123-23 |
6-20 |
5.2% |
2-06 |
1.7% |
46% |
False |
False |
13,083 |
| 40 |
140-12 |
123-23 |
16-21 |
13.1% |
2-06 |
1.7% |
18% |
False |
False |
6,774 |
| 60 |
140-16 |
123-23 |
16-25 |
13.2% |
2-04 |
1.7% |
18% |
False |
False |
4,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-11 |
|
2.618 |
132-04 |
|
1.618 |
130-05 |
|
1.000 |
128-30 |
|
0.618 |
128-06 |
|
HIGH |
126-31 |
|
0.618 |
126-07 |
|
0.500 |
126-00 |
|
0.382 |
125-24 |
|
LOW |
125-00 |
|
0.618 |
123-25 |
|
1.000 |
123-01 |
|
1.618 |
121-26 |
|
2.618 |
119-27 |
|
4.250 |
116-20 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-16 |
126-20 |
| PP |
126-08 |
126-16 |
| S1 |
126-00 |
126-12 |
|