ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
129-03 |
128-11 |
-0-24 |
-0.6% |
126-08 |
| High |
129-24 |
129-12 |
-0-12 |
-0.3% |
132-18 |
| Low |
128-08 |
126-24 |
-1-15 |
-1.1% |
123-23 |
| Close |
128-20 |
129-04 |
0-16 |
0.4% |
129-08 |
| Range |
1-16 |
2-19 |
1-03 |
72.9% |
8-27 |
| ATR |
2-16 |
2-16 |
0-00 |
0.3% |
0-00 |
| Volume |
160,055 |
106,950 |
-53,105 |
-33.2% |
1,180,488 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-06 |
135-08 |
130-18 |
|
| R3 |
133-19 |
132-21 |
129-27 |
|
| R2 |
131-00 |
131-00 |
129-19 |
|
| R1 |
130-02 |
130-02 |
129-12 |
130-17 |
| PP |
128-13 |
128-13 |
128-13 |
128-21 |
| S1 |
127-15 |
127-15 |
128-28 |
127-30 |
| S2 |
125-26 |
125-26 |
128-21 |
|
| S3 |
123-07 |
124-28 |
128-13 |
|
| S4 |
120-20 |
122-09 |
127-22 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-01 |
151-00 |
134-04 |
|
| R3 |
146-06 |
142-05 |
131-22 |
|
| R2 |
137-11 |
137-11 |
130-28 |
|
| R1 |
133-10 |
133-10 |
130-02 |
135-10 |
| PP |
128-16 |
128-16 |
128-16 |
129-17 |
| S1 |
124-15 |
124-15 |
128-14 |
126-16 |
| S2 |
119-21 |
119-21 |
127-20 |
|
| S3 |
110-26 |
115-20 |
126-26 |
|
| S4 |
101-31 |
106-25 |
124-12 |
|
|
| 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% |
61% |
False |
False |
208,098 |
| 10 |
132-18 |
123-23 |
8-27 |
6.8% |
2-23 |
2.1% |
61% |
False |
False |
207,920 |
| 20 |
132-18 |
123-04 |
9-14 |
7.3% |
2-14 |
1.9% |
64% |
False |
False |
218,448 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-11 |
1.8% |
64% |
False |
False |
119,586 |
| 60 |
140-12 |
123-04 |
17-08 |
13.4% |
2-09 |
1.8% |
35% |
False |
False |
79,885 |
| 80 |
140-16 |
123-04 |
17-12 |
13.5% |
2-07 |
1.7% |
35% |
False |
False |
59,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-12 |
|
2.618 |
136-05 |
|
1.618 |
133-18 |
|
1.000 |
131-30 |
|
0.618 |
130-31 |
|
HIGH |
129-12 |
|
0.618 |
128-12 |
|
0.500 |
128-02 |
|
0.382 |
127-24 |
|
LOW |
126-24 |
|
0.618 |
125-05 |
|
1.000 |
124-06 |
|
1.618 |
122-18 |
|
2.618 |
119-31 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-25 |
128-30 |
| PP |
128-13 |
128-24 |
| S1 |
128-02 |
128-18 |
|