ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-25 |
129-16 |
5-23 |
4.6% |
126-23 |
| High |
132-18 |
131-08 |
-1-10 |
-1.0% |
127-11 |
| Low |
123-23 |
128-27 |
5-04 |
4.1% |
124-00 |
| Close |
129-09 |
129-15 |
0-06 |
0.1% |
126-08 |
| Range |
8-27 |
2-12 |
-6-14 |
-73.0% |
3-11 |
| ATR |
2-21 |
2-21 |
-0-01 |
-0.7% |
0-00 |
| Volume |
207,905 |
340,525 |
132,620 |
63.8% |
1,055,134 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-01 |
135-20 |
130-25 |
|
| R3 |
134-20 |
133-08 |
130-04 |
|
| R2 |
132-08 |
132-08 |
129-29 |
|
| R1 |
130-27 |
130-27 |
129-22 |
130-11 |
| PP |
129-27 |
129-27 |
129-27 |
129-19 |
| S1 |
128-15 |
128-15 |
129-08 |
127-31 |
| S2 |
127-15 |
127-15 |
129-01 |
|
| S3 |
125-02 |
126-02 |
128-26 |
|
| S4 |
122-22 |
123-22 |
128-05 |
|
|
| 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% |
3-17 |
2.7% |
65% |
False |
False |
238,304 |
| 10 |
132-18 |
123-23 |
8-27 |
6.8% |
2-23 |
2.1% |
65% |
False |
False |
227,279 |
| 20 |
132-18 |
123-04 |
9-14 |
7.3% |
2-15 |
1.9% |
67% |
False |
False |
209,180 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-11 |
1.8% |
67% |
False |
False |
107,317 |
| 60 |
140-12 |
123-04 |
17-08 |
13.3% |
2-08 |
1.7% |
37% |
False |
False |
71,699 |
| 80 |
140-16 |
122-13 |
18-03 |
14.0% |
2-06 |
1.7% |
39% |
False |
False |
53,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-13 |
|
2.618 |
137-16 |
|
1.618 |
135-03 |
|
1.000 |
133-20 |
|
0.618 |
132-23 |
|
HIGH |
131-08 |
|
0.618 |
130-10 |
|
0.500 |
130-01 |
|
0.382 |
129-24 |
|
LOW |
128-27 |
|
0.618 |
127-12 |
|
1.000 |
126-14 |
|
1.618 |
124-31 |
|
2.618 |
122-19 |
|
4.250 |
118-22 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
130-01 |
129-01 |
| PP |
129-27 |
128-19 |
| S1 |
129-21 |
128-04 |
|