ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
126-26 |
126-08 |
-0-18 |
-0.5% |
126-23 |
| High |
127-10 |
126-22 |
-0-20 |
-0.5% |
127-11 |
| Low |
125-14 |
124-09 |
-1-05 |
-0.9% |
124-00 |
| Close |
126-08 |
124-31 |
-1-08 |
-1.0% |
126-08 |
| Range |
1-28 |
2-13 |
0-18 |
29.4% |
3-11 |
| ATR |
2-06 |
2-06 |
0-01 |
0.8% |
0-00 |
| Volume |
236,089 |
207,813 |
-28,276 |
-12.0% |
1,055,134 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-17 |
131-05 |
126-09 |
|
| R3 |
130-04 |
128-24 |
125-20 |
|
| R2 |
127-23 |
127-23 |
125-13 |
|
| R1 |
126-11 |
126-11 |
125-06 |
125-26 |
| PP |
125-10 |
125-10 |
125-10 |
125-02 |
| S1 |
123-30 |
123-30 |
124-24 |
123-14 |
| S2 |
122-29 |
122-29 |
124-17 |
|
| S3 |
120-16 |
121-17 |
124-10 |
|
| S4 |
118-03 |
119-04 |
123-21 |
|
|
| 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 |
127-10 |
124-00 |
3-10 |
2.6% |
2-01 |
1.6% |
29% |
False |
False |
202,342 |
| 10 |
128-00 |
123-10 |
4-22 |
3.8% |
2-05 |
1.7% |
35% |
False |
False |
212,975 |
| 20 |
129-02 |
123-04 |
5-30 |
4.8% |
2-08 |
1.8% |
31% |
False |
False |
174,722 |
| 40 |
135-17 |
123-04 |
12-13 |
9.9% |
2-07 |
1.8% |
15% |
False |
False |
88,688 |
| 60 |
140-16 |
123-04 |
17-12 |
13.9% |
2-04 |
1.7% |
11% |
False |
False |
59,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-29 |
|
2.618 |
133-00 |
|
1.618 |
130-19 |
|
1.000 |
129-03 |
|
0.618 |
128-06 |
|
HIGH |
126-22 |
|
0.618 |
125-25 |
|
0.500 |
125-16 |
|
0.382 |
125-06 |
|
LOW |
124-09 |
|
0.618 |
122-25 |
|
1.000 |
121-28 |
|
1.618 |
120-12 |
|
2.618 |
117-31 |
|
4.250 |
114-02 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-16 |
125-25 |
| PP |
125-10 |
125-16 |
| S1 |
125-04 |
125-08 |
|