ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 05-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2009 |
05-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-04 |
124-00 |
-1-04 |
-0.9% |
126-05 |
| High |
125-06 |
127-17 |
2-11 |
1.9% |
128-07 |
| Low |
123-10 |
123-20 |
0-10 |
0.3% |
123-04 |
| Close |
123-24 |
126-31 |
3-06 |
2.6% |
123-11 |
| Range |
1-28 |
3-28 |
2-00 |
107.5% |
5-03 |
| ATR |
2-07 |
2-10 |
0-04 |
5.5% |
0-00 |
| Volume |
219,940 |
186,966 |
-32,974 |
-15.0% |
998,476 |
|
| Daily Pivots for day following 05-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-23 |
136-08 |
129-03 |
|
| R3 |
133-26 |
132-11 |
128-01 |
|
| R2 |
129-30 |
129-30 |
127-22 |
|
| R1 |
128-14 |
128-14 |
127-10 |
129-06 |
| PP |
126-02 |
126-02 |
126-02 |
126-13 |
| S1 |
124-18 |
124-18 |
126-20 |
125-10 |
| S2 |
122-05 |
122-05 |
126-08 |
|
| S3 |
118-08 |
120-22 |
125-29 |
|
| S4 |
114-12 |
116-25 |
124-27 |
|
|
| 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 |
127-17 |
123-04 |
4-13 |
3.5% |
2-13 |
1.9% |
87% |
True |
False |
222,653 |
| 10 |
128-07 |
123-04 |
5-03 |
4.0% |
2-08 |
1.8% |
75% |
False |
False |
191,082 |
| 20 |
129-02 |
123-04 |
5-30 |
4.7% |
2-07 |
1.7% |
65% |
False |
False |
100,386 |
| 40 |
136-17 |
123-04 |
13-13 |
10.6% |
2-06 |
1.7% |
29% |
False |
False |
50,674 |
| 60 |
140-16 |
123-04 |
17-12 |
13.7% |
2-05 |
1.7% |
22% |
False |
False |
33,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-02 |
|
2.618 |
137-23 |
|
1.618 |
133-26 |
|
1.000 |
131-14 |
|
0.618 |
129-30 |
|
HIGH |
127-17 |
|
0.618 |
126-01 |
|
0.500 |
125-19 |
|
0.382 |
125-04 |
|
LOW |
123-20 |
|
0.618 |
121-08 |
|
1.000 |
119-24 |
|
1.618 |
117-11 |
|
2.618 |
113-15 |
|
4.250 |
107-03 |
|
|
| Fisher Pivots for day following 05-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-16 |
126-14 |
| PP |
126-02 |
125-30 |
| S1 |
125-19 |
125-14 |
|