ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 27-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2009 |
27-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-14 |
128-14 |
1-00 |
0.8% |
129-03 |
| High |
128-26 |
129-13 |
0-20 |
0.5% |
129-24 |
| Low |
126-28 |
127-31 |
1-02 |
0.8% |
126-24 |
| Close |
128-18 |
128-18 |
-0-01 |
0.0% |
128-18 |
| Range |
1-29 |
1-14 |
-0-15 |
-24.6% |
2-31 |
| ATR |
2-14 |
2-12 |
-0-02 |
-2.9% |
0-00 |
| Volume |
170,693 |
157,284 |
-13,409 |
-7.9% |
809,735 |
|
| Daily Pivots for day following 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-30 |
132-06 |
129-11 |
|
| R3 |
131-16 |
130-24 |
128-30 |
|
| R2 |
130-02 |
130-02 |
128-26 |
|
| R1 |
129-10 |
129-10 |
128-22 |
129-22 |
| PP |
128-20 |
128-20 |
128-20 |
128-27 |
| S1 |
127-28 |
127-28 |
128-13 |
128-08 |
| S2 |
127-06 |
127-06 |
128-09 |
|
| S3 |
125-24 |
126-14 |
128-05 |
|
| S4 |
124-10 |
125-00 |
127-24 |
|
|
| Weekly Pivots for week ending 27-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-08 |
135-28 |
130-06 |
|
| R3 |
134-09 |
132-29 |
129-12 |
|
| R2 |
131-10 |
131-10 |
129-03 |
|
| R1 |
129-30 |
129-30 |
128-26 |
129-04 |
| PP |
128-11 |
128-11 |
128-11 |
127-30 |
| S1 |
126-31 |
126-31 |
128-09 |
126-06 |
| S2 |
125-12 |
125-12 |
128-00 |
|
| S3 |
122-13 |
124-00 |
127-23 |
|
| S4 |
119-14 |
121-01 |
126-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-24 |
126-24 |
2-31 |
2.3% |
1-26 |
1.4% |
60% |
False |
False |
161,947 |
| 10 |
132-18 |
123-23 |
8-27 |
6.9% |
2-20 |
2.1% |
55% |
False |
False |
199,022 |
| 20 |
132-18 |
123-10 |
9-08 |
7.2% |
2-12 |
1.8% |
57% |
False |
False |
207,965 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-08 |
1.7% |
57% |
False |
False |
133,055 |
| 60 |
140-07 |
123-04 |
17-03 |
13.3% |
2-10 |
1.8% |
32% |
False |
False |
88,924 |
| 80 |
140-16 |
123-04 |
17-12 |
13.5% |
2-07 |
1.7% |
31% |
False |
False |
66,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-16 |
|
2.618 |
133-05 |
|
1.618 |
131-23 |
|
1.000 |
130-27 |
|
0.618 |
130-09 |
|
HIGH |
129-13 |
|
0.618 |
128-27 |
|
0.500 |
128-22 |
|
0.382 |
128-17 |
|
LOW |
127-31 |
|
0.618 |
127-03 |
|
1.000 |
126-17 |
|
1.618 |
125-21 |
|
2.618 |
124-07 |
|
4.250 |
121-28 |
|
|
| Fisher Pivots for day following 27-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-22 |
128-13 |
| PP |
128-20 |
128-09 |
| S1 |
128-19 |
128-05 |
|