ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-08 |
124-14 |
-0-26 |
-0.6% |
126-05 |
| High |
125-16 |
125-16 |
0-00 |
0.0% |
128-07 |
| Low |
123-25 |
123-04 |
-0-21 |
-0.5% |
123-04 |
| Close |
124-19 |
123-11 |
-1-08 |
-1.0% |
123-11 |
| Range |
1-23 |
2-12 |
0-20 |
37.3% |
5-03 |
| ATR |
2-08 |
2-08 |
0-00 |
0.3% |
0-00 |
| Volume |
222,559 |
261,543 |
38,984 |
17.5% |
998,476 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-02 |
129-18 |
124-21 |
|
| R3 |
128-22 |
127-06 |
124-00 |
|
| R2 |
126-11 |
126-11 |
123-25 |
|
| R1 |
124-27 |
124-27 |
123-18 |
124-13 |
| PP |
124-00 |
124-00 |
124-00 |
123-25 |
| S1 |
122-16 |
122-16 |
123-04 |
122-02 |
| S2 |
121-20 |
121-20 |
122-29 |
|
| S3 |
119-08 |
120-04 |
122-22 |
|
| S4 |
116-29 |
117-24 |
122-01 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
136-27 |
126-05 |
|
| R3 |
135-03 |
131-24 |
124-24 |
|
| R2 |
130-00 |
130-00 |
124-09 |
|
| R1 |
126-21 |
126-21 |
123-26 |
125-25 |
| PP |
124-29 |
124-29 |
124-29 |
124-14 |
| S1 |
121-18 |
121-18 |
122-28 |
120-22 |
| S2 |
119-26 |
119-26 |
122-13 |
|
| S3 |
114-23 |
116-15 |
121-30 |
|
| S4 |
109-20 |
111-12 |
120-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-07 |
123-04 |
5-03 |
4.1% |
2-00 |
1.6% |
4% |
False |
True |
199,695 |
| 10 |
129-02 |
123-04 |
5-30 |
4.8% |
2-14 |
2.0% |
4% |
False |
True |
112,295 |
| 20 |
129-02 |
123-04 |
5-30 |
4.8% |
2-04 |
1.7% |
4% |
False |
True |
58,146 |
| 40 |
140-07 |
123-04 |
17-03 |
13.9% |
2-09 |
1.9% |
1% |
False |
True |
29,404 |
| 60 |
140-16 |
123-04 |
17-12 |
14.1% |
2-05 |
1.7% |
1% |
False |
True |
19,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-16 |
|
2.618 |
131-21 |
|
1.618 |
129-10 |
|
1.000 |
127-27 |
|
0.618 |
126-30 |
|
HIGH |
125-16 |
|
0.618 |
124-19 |
|
0.500 |
124-10 |
|
0.382 |
124-01 |
|
LOW |
123-04 |
|
0.618 |
121-21 |
|
1.000 |
120-24 |
|
1.618 |
119-10 |
|
2.618 |
116-30 |
|
4.250 |
113-03 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-10 |
125-02 |
| PP |
124-00 |
124-16 |
| S1 |
123-21 |
123-30 |
|