ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-26 |
126-16 |
-0-10 |
-0.2% |
125-06 |
| High |
128-07 |
127-01 |
-1-06 |
-0.9% |
129-02 |
| Low |
126-16 |
124-23 |
-1-25 |
-1.4% |
124-11 |
| Close |
126-22 |
124-31 |
-1-23 |
-1.4% |
126-15 |
| Range |
1-23 |
2-10 |
0-19 |
34.5% |
4-23 |
| ATR |
2-09 |
2-10 |
0-00 |
0.1% |
0-00 |
| Volume |
153,203 |
268,296 |
115,093 |
75.1% |
119,074 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-16 |
131-02 |
126-08 |
|
| R3 |
130-06 |
128-24 |
125-19 |
|
| R2 |
127-28 |
127-28 |
125-13 |
|
| R1 |
126-14 |
126-14 |
125-06 |
126-00 |
| PP |
125-18 |
125-18 |
125-18 |
125-12 |
| S1 |
124-04 |
124-04 |
124-24 |
123-22 |
| S2 |
123-08 |
123-08 |
124-17 |
|
| S3 |
120-30 |
121-26 |
124-11 |
|
| S4 |
118-20 |
119-16 |
123-22 |
|
|
| 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 |
128-07 |
124-23 |
3-16 |
2.8% |
2-07 |
1.8% |
7% |
False |
True |
121,593 |
| 10 |
129-02 |
124-11 |
4-23 |
3.8% |
2-12 |
1.9% |
13% |
False |
False |
65,609 |
| 20 |
130-11 |
123-23 |
6-20 |
5.3% |
2-07 |
1.8% |
19% |
False |
False |
34,104 |
| 40 |
140-12 |
123-23 |
16-21 |
13.3% |
2-09 |
1.8% |
8% |
False |
False |
17,311 |
| 60 |
140-16 |
123-23 |
16-25 |
13.4% |
2-06 |
1.7% |
7% |
False |
False |
11,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-28 |
|
2.618 |
133-03 |
|
1.618 |
130-25 |
|
1.000 |
129-11 |
|
0.618 |
128-15 |
|
HIGH |
127-01 |
|
0.618 |
126-05 |
|
0.500 |
125-28 |
|
0.382 |
125-19 |
|
LOW |
124-23 |
|
0.618 |
123-09 |
|
1.000 |
122-13 |
|
1.618 |
120-31 |
|
2.618 |
118-21 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
126-15 |
| PP |
125-18 |
125-31 |
| S1 |
125-09 |
125-15 |
|