ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-28 |
126-26 |
0-30 |
0.8% |
126-23 |
| High |
127-07 |
127-10 |
0-02 |
0.1% |
127-11 |
| Low |
125-18 |
125-14 |
-0-04 |
-0.1% |
124-00 |
| Close |
126-16 |
126-08 |
-0-08 |
-0.2% |
126-08 |
| Range |
1-21 |
1-28 |
0-06 |
12.3% |
3-11 |
| ATR |
2-06 |
2-06 |
-0-01 |
-1.1% |
0-00 |
| Volume |
219,103 |
236,089 |
16,986 |
7.8% |
1,055,134 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-29 |
130-30 |
127-08 |
|
| R3 |
130-01 |
129-02 |
126-24 |
|
| R2 |
128-06 |
128-06 |
126-18 |
|
| R1 |
127-07 |
127-07 |
126-13 |
126-24 |
| PP |
126-10 |
126-10 |
126-10 |
126-03 |
| S1 |
125-11 |
125-11 |
126-02 |
124-29 |
| S2 |
124-15 |
124-15 |
125-29 |
|
| S3 |
122-19 |
123-16 |
125-23 |
|
| S4 |
120-24 |
121-20 |
125-07 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-28 |
134-13 |
128-02 |
|
| R3 |
132-18 |
131-02 |
127-05 |
|
| R2 |
129-06 |
129-06 |
126-27 |
|
| R1 |
127-23 |
127-23 |
126-17 |
126-25 |
| PP |
125-28 |
125-28 |
125-28 |
125-13 |
| S1 |
124-12 |
124-12 |
125-30 |
123-14 |
| S2 |
122-16 |
122-16 |
125-20 |
|
| S3 |
119-06 |
121-01 |
125-10 |
|
| S4 |
115-26 |
117-22 |
124-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-11 |
124-00 |
3-11 |
2.6% |
1-30 |
1.5% |
67% |
False |
False |
211,026 |
| 10 |
128-00 |
123-10 |
4-22 |
3.7% |
2-03 |
1.7% |
62% |
False |
False |
216,908 |
| 20 |
129-02 |
123-04 |
5-30 |
4.7% |
2-09 |
1.8% |
52% |
False |
False |
164,601 |
| 40 |
136-17 |
123-04 |
13-13 |
10.6% |
2-06 |
1.7% |
23% |
False |
False |
83,524 |
| 60 |
140-16 |
123-04 |
17-12 |
13.8% |
2-05 |
1.7% |
18% |
False |
False |
55,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-06 |
|
2.618 |
132-05 |
|
1.618 |
130-10 |
|
1.000 |
129-05 |
|
0.618 |
128-14 |
|
HIGH |
127-10 |
|
0.618 |
126-19 |
|
0.500 |
126-12 |
|
0.382 |
126-05 |
|
LOW |
125-14 |
|
0.618 |
124-09 |
|
1.000 |
123-18 |
|
1.618 |
122-14 |
|
2.618 |
120-18 |
|
4.250 |
117-17 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-12 |
126-01 |
| PP |
126-10 |
125-27 |
| S1 |
126-09 |
125-21 |
|