ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-05 |
126-26 |
0-21 |
0.5% |
125-06 |
| High |
126-31 |
128-07 |
1-08 |
1.0% |
129-02 |
| Low |
125-00 |
126-16 |
1-16 |
1.2% |
124-11 |
| Close |
126-24 |
126-22 |
-0-02 |
0.0% |
126-15 |
| Range |
1-31 |
1-23 |
-0-08 |
-12.7% |
4-23 |
| ATR |
2-11 |
2-09 |
-0-01 |
-1.9% |
0-00 |
| Volume |
92,875 |
153,203 |
60,328 |
65.0% |
119,074 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-09 |
131-07 |
127-20 |
|
| R3 |
130-18 |
129-16 |
127-05 |
|
| R2 |
128-27 |
128-27 |
127-00 |
|
| R1 |
127-25 |
127-25 |
126-27 |
127-14 |
| PP |
127-04 |
127-04 |
127-04 |
126-31 |
| S1 |
126-02 |
126-02 |
126-17 |
125-24 |
| S2 |
125-13 |
125-13 |
126-12 |
|
| S3 |
123-22 |
124-11 |
126-07 |
|
| S4 |
121-31 |
122-20 |
125-24 |
|
|
| 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 |
124-28 |
4-06 |
3.3% |
2-07 |
1.7% |
43% |
False |
False |
72,284 |
| 10 |
129-02 |
124-11 |
4-23 |
3.7% |
2-12 |
1.9% |
50% |
False |
False |
39,586 |
| 20 |
130-11 |
123-23 |
6-20 |
5.2% |
2-07 |
1.8% |
45% |
False |
False |
20,723 |
| 40 |
140-12 |
123-23 |
16-21 |
13.1% |
2-07 |
1.8% |
18% |
False |
False |
10,603 |
| 60 |
140-16 |
123-23 |
16-25 |
13.2% |
2-04 |
1.7% |
18% |
False |
False |
7,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-17 |
|
2.618 |
132-23 |
|
1.618 |
131-00 |
|
1.000 |
129-30 |
|
0.618 |
129-09 |
|
HIGH |
128-07 |
|
0.618 |
127-18 |
|
0.500 |
127-12 |
|
0.382 |
127-05 |
|
LOW |
126-16 |
|
0.618 |
125-14 |
|
1.000 |
124-25 |
|
1.618 |
123-23 |
|
2.618 |
122-00 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-12 |
126-21 |
| PP |
127-04 |
126-20 |
| S1 |
126-29 |
126-20 |
|