ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
123-25 |
-1-06 |
-1.0% |
126-23 |
| High |
126-00 |
132-18 |
6-18 |
5.2% |
127-11 |
| Low |
123-28 |
123-23 |
-0-05 |
-0.1% |
124-00 |
| Close |
124-08 |
129-09 |
5-02 |
4.1% |
126-08 |
| Range |
2-04 |
8-27 |
6-24 |
319.3% |
3-11 |
| ATR |
2-06 |
2-21 |
0-15 |
21.8% |
0-00 |
| Volume |
199,188 |
207,905 |
8,717 |
4.4% |
1,055,134 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-02 |
151-00 |
134-05 |
|
| R3 |
146-07 |
142-05 |
131-23 |
|
| R2 |
137-12 |
137-12 |
130-29 |
|
| R1 |
133-10 |
133-10 |
130-03 |
135-11 |
| PP |
128-17 |
128-17 |
128-17 |
129-17 |
| S1 |
124-15 |
124-15 |
128-15 |
126-16 |
| S2 |
119-22 |
119-22 |
127-21 |
|
| S3 |
110-27 |
115-20 |
126-27 |
|
| S4 |
102-00 |
106-25 |
124-13 |
|
|
| 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 |
132-18 |
123-23 |
8-27 |
6.8% |
3-12 |
2.6% |
63% |
True |
True |
214,019 |
| 10 |
132-18 |
123-20 |
8-30 |
6.9% |
2-28 |
2.2% |
63% |
True |
False |
211,923 |
| 20 |
132-18 |
123-04 |
9-14 |
7.3% |
2-15 |
1.9% |
65% |
True |
False |
193,802 |
| 40 |
132-24 |
123-04 |
9-20 |
7.4% |
2-11 |
1.8% |
64% |
False |
False |
98,825 |
| 60 |
140-12 |
123-04 |
17-08 |
13.3% |
2-07 |
1.7% |
36% |
False |
False |
66,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
170-05 |
|
2.618 |
155-23 |
|
1.618 |
146-28 |
|
1.000 |
141-13 |
|
0.618 |
138-01 |
|
HIGH |
132-18 |
|
0.618 |
129-06 |
|
0.500 |
128-04 |
|
0.382 |
127-03 |
|
LOW |
123-23 |
|
0.618 |
118-08 |
|
1.000 |
114-28 |
|
1.618 |
109-13 |
|
2.618 |
100-18 |
|
4.250 |
86-04 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-29 |
128-29 |
| PP |
128-17 |
128-17 |
| S1 |
128-04 |
128-04 |
|