ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
126-08 |
125-00 |
-1-08 |
-1.0% |
126-23 |
| High |
126-22 |
126-00 |
-0-22 |
-0.6% |
127-11 |
| Low |
124-09 |
123-28 |
-0-13 |
-0.3% |
124-00 |
| Close |
124-31 |
124-08 |
-0-24 |
-0.6% |
126-08 |
| Range |
2-13 |
2-04 |
-0-10 |
-12.3% |
3-11 |
| ATR |
2-06 |
2-06 |
0-00 |
-0.3% |
0-00 |
| Volume |
207,813 |
199,188 |
-8,625 |
-4.2% |
1,055,134 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-01 |
129-24 |
125-13 |
|
| R3 |
128-29 |
127-20 |
124-26 |
|
| R2 |
126-26 |
126-26 |
124-20 |
|
| R1 |
125-17 |
125-17 |
124-14 |
125-04 |
| PP |
124-22 |
124-22 |
124-22 |
124-16 |
| S1 |
123-13 |
123-13 |
124-01 |
123-00 |
| S2 |
122-19 |
122-19 |
123-27 |
|
| S3 |
120-15 |
121-10 |
123-21 |
|
| S4 |
118-12 |
119-06 |
123-02 |
|
|
| 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 |
123-28 |
3-14 |
2.8% |
2-02 |
1.7% |
11% |
False |
True |
207,743 |
| 10 |
128-00 |
123-10 |
4-22 |
3.8% |
2-06 |
1.8% |
20% |
False |
False |
213,126 |
| 20 |
129-02 |
123-04 |
5-30 |
4.8% |
2-05 |
1.7% |
19% |
False |
False |
184,495 |
| 40 |
134-00 |
123-04 |
10-28 |
8.8% |
2-06 |
1.8% |
10% |
False |
False |
93,641 |
| 60 |
140-16 |
123-04 |
17-12 |
14.0% |
2-04 |
1.7% |
6% |
False |
False |
62,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-30 |
|
2.618 |
131-16 |
|
1.618 |
129-13 |
|
1.000 |
128-03 |
|
0.618 |
127-09 |
|
HIGH |
126-00 |
|
0.618 |
125-06 |
|
0.500 |
124-30 |
|
0.382 |
124-22 |
|
LOW |
123-28 |
|
0.618 |
122-18 |
|
1.000 |
121-24 |
|
1.618 |
120-15 |
|
2.618 |
118-11 |
|
4.250 |
114-29 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-30 |
125-19 |
| PP |
124-22 |
125-04 |
| S1 |
124-15 |
124-22 |
|