ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-17 |
125-08 |
1-24 |
1.4% |
126-05 |
| High |
125-14 |
125-27 |
0-12 |
0.3% |
128-07 |
| Low |
123-17 |
123-30 |
0-12 |
0.3% |
123-04 |
| Close |
124-24 |
124-16 |
-0-08 |
-0.2% |
123-11 |
| Range |
1-30 |
1-30 |
0-00 |
0.0% |
5-03 |
| ATR |
2-08 |
2-07 |
-0-01 |
-1.0% |
0-00 |
| Volume |
247,136 |
197,680 |
-49,456 |
-20.0% |
998,476 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-16 |
129-14 |
125-17 |
|
| R3 |
128-19 |
127-16 |
125-00 |
|
| R2 |
126-22 |
126-22 |
124-27 |
|
| R1 |
125-18 |
125-18 |
124-21 |
125-05 |
| PP |
124-24 |
124-24 |
124-24 |
124-17 |
| S1 |
123-21 |
123-21 |
124-10 |
123-08 |
| S2 |
122-26 |
122-26 |
124-04 |
|
| S3 |
120-29 |
121-24 |
123-31 |
|
| S4 |
119-00 |
119-26 |
123-14 |
|
|
| 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 |
127-01 |
123-04 |
3-29 |
3.1% |
2-02 |
1.6% |
35% |
False |
False |
239,442 |
| 10 |
129-02 |
123-04 |
5-30 |
4.8% |
2-04 |
1.7% |
23% |
False |
False |
155,863 |
| 20 |
129-02 |
123-04 |
5-30 |
4.8% |
2-04 |
1.7% |
23% |
False |
False |
80,234 |
| 40 |
136-17 |
123-04 |
13-13 |
10.8% |
2-06 |
1.8% |
10% |
False |
False |
40,512 |
| 60 |
140-16 |
123-04 |
17-12 |
14.0% |
2-05 |
1.7% |
8% |
False |
False |
27,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-00 |
|
2.618 |
130-28 |
|
1.618 |
128-31 |
|
1.000 |
127-24 |
|
0.618 |
127-01 |
|
HIGH |
125-27 |
|
0.618 |
125-04 |
|
0.500 |
124-28 |
|
0.382 |
124-21 |
|
LOW |
123-30 |
|
0.618 |
122-23 |
|
1.000 |
122-00 |
|
1.618 |
120-26 |
|
2.618 |
118-28 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-28 |
124-16 |
| PP |
124-24 |
124-16 |
| S1 |
124-20 |
124-16 |
|