ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124-14 |
123-17 |
-0-29 |
-0.7% |
126-05 |
| High |
125-16 |
125-14 |
-0-01 |
0.0% |
128-07 |
| Low |
123-04 |
123-17 |
0-13 |
0.3% |
123-04 |
| Close |
123-11 |
124-24 |
1-12 |
1.1% |
123-11 |
| Range |
2-12 |
1-30 |
-0-14 |
-18.5% |
5-03 |
| ATR |
2-08 |
2-08 |
0-00 |
-0.5% |
0-00 |
| Volume |
261,543 |
247,136 |
-14,407 |
-5.5% |
998,476 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-11 |
129-15 |
125-25 |
|
| R3 |
128-13 |
127-17 |
125-08 |
|
| R2 |
126-16 |
126-16 |
125-03 |
|
| R1 |
125-20 |
125-20 |
124-29 |
126-02 |
| PP |
124-18 |
124-18 |
124-18 |
124-25 |
| S1 |
123-22 |
123-22 |
124-18 |
124-04 |
| S2 |
122-21 |
122-21 |
124-12 |
|
| S3 |
120-23 |
121-25 |
124-07 |
|
| S4 |
118-26 |
119-27 |
123-22 |
|
|
| 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% |
32% |
False |
False |
230,547 |
| 10 |
129-02 |
123-04 |
5-30 |
4.8% |
2-11 |
1.9% |
27% |
False |
False |
136,468 |
| 20 |
129-02 |
123-04 |
5-30 |
4.8% |
2-04 |
1.7% |
27% |
False |
False |
70,426 |
| 40 |
138-06 |
123-04 |
15-02 |
12.1% |
2-08 |
1.8% |
11% |
False |
False |
35,572 |
| 60 |
140-16 |
123-04 |
17-12 |
13.9% |
2-05 |
1.7% |
9% |
False |
False |
23,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-20 |
|
2.618 |
130-16 |
|
1.618 |
128-18 |
|
1.000 |
127-12 |
|
0.618 |
126-21 |
|
HIGH |
125-14 |
|
0.618 |
124-23 |
|
0.500 |
124-16 |
|
0.382 |
124-08 |
|
LOW |
123-17 |
|
0.618 |
122-11 |
|
1.000 |
121-20 |
|
1.618 |
120-13 |
|
2.618 |
118-16 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-21 |
124-19 |
| PP |
124-18 |
124-14 |
| S1 |
124-16 |
124-10 |
|