ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-02 |
126-23 |
-0-12 |
-0.3% |
123-17 |
| High |
128-00 |
127-11 |
-0-21 |
-0.5% |
128-00 |
| Low |
126-04 |
125-15 |
-0-22 |
-0.5% |
123-10 |
| Close |
127-09 |
126-06 |
-1-03 |
-0.9% |
127-09 |
| Range |
1-28 |
1-28 |
0-00 |
0.8% |
4-22 |
| ATR |
2-09 |
2-08 |
-0-01 |
-1.3% |
0-00 |
| Volume |
262,226 |
251,234 |
-10,992 |
-4.2% |
1,113,948 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-31 |
130-30 |
127-07 |
|
| R3 |
130-03 |
129-02 |
126-22 |
|
| R2 |
128-07 |
128-07 |
126-17 |
|
| R1 |
127-06 |
127-06 |
126-12 |
126-24 |
| PP |
126-11 |
126-11 |
126-11 |
126-04 |
| S1 |
125-10 |
125-10 |
126-00 |
124-28 |
| S2 |
124-15 |
124-15 |
125-27 |
|
| S3 |
122-19 |
123-14 |
125-22 |
|
| S4 |
120-23 |
121-18 |
125-05 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
138-15 |
129-28 |
|
| R3 |
135-18 |
133-25 |
128-18 |
|
| R2 |
130-28 |
130-28 |
128-04 |
|
| R1 |
129-03 |
129-03 |
127-23 |
130-00 |
| PP |
126-06 |
126-06 |
126-06 |
126-21 |
| S1 |
124-13 |
124-13 |
126-27 |
125-10 |
| S2 |
121-16 |
121-16 |
126-14 |
|
| S3 |
116-26 |
119-23 |
126-00 |
|
| S4 |
112-04 |
115-01 |
124-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-00 |
123-10 |
4-22 |
3.7% |
2-09 |
1.8% |
61% |
False |
False |
223,609 |
| 10 |
128-07 |
123-04 |
5-03 |
4.0% |
2-05 |
1.7% |
60% |
False |
False |
227,078 |
| 20 |
129-02 |
123-04 |
5-30 |
4.7% |
2-08 |
1.8% |
52% |
False |
False |
125,845 |
| 40 |
136-17 |
123-04 |
13-13 |
10.6% |
2-08 |
1.8% |
23% |
False |
False |
63,490 |
| 60 |
140-16 |
123-04 |
17-12 |
13.8% |
2-05 |
1.7% |
18% |
False |
False |
42,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-10 |
|
2.618 |
132-08 |
|
1.618 |
130-12 |
|
1.000 |
129-07 |
|
0.618 |
128-16 |
|
HIGH |
127-11 |
|
0.618 |
126-20 |
|
0.500 |
126-13 |
|
0.382 |
126-06 |
|
LOW |
125-15 |
|
0.618 |
124-10 |
|
1.000 |
123-19 |
|
1.618 |
122-14 |
|
2.618 |
120-18 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-13 |
126-02 |
| PP |
126-11 |
125-30 |
| S1 |
126-08 |
125-26 |
|