ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 30-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2009 |
30-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-14 |
128-18 |
0-03 |
0.1% |
129-03 |
| High |
129-13 |
129-31 |
0-18 |
0.4% |
129-24 |
| Low |
127-31 |
128-08 |
0-08 |
0.2% |
126-24 |
| Close |
128-18 |
128-30 |
0-13 |
0.3% |
128-18 |
| Range |
1-14 |
1-24 |
0-10 |
20.7% |
2-31 |
| ATR |
2-12 |
2-10 |
-0-01 |
-1.9% |
0-00 |
| Volume |
157,284 |
129,526 |
-27,758 |
-17.6% |
809,735 |
|
| Daily Pivots for day following 30-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-08 |
133-11 |
129-29 |
|
| R3 |
132-17 |
131-19 |
129-14 |
|
| R2 |
130-25 |
130-25 |
129-09 |
|
| R1 |
129-28 |
129-28 |
129-04 |
130-10 |
| PP |
129-02 |
129-02 |
129-02 |
129-09 |
| S1 |
128-04 |
128-04 |
128-25 |
128-19 |
| S2 |
127-10 |
127-10 |
128-20 |
|
| S3 |
125-19 |
126-13 |
128-15 |
|
| S4 |
123-27 |
124-21 |
128-00 |
|
|
| 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 |
129-31 |
126-24 |
3-06 |
2.5% |
1-28 |
1.4% |
68% |
True |
False |
155,841 |
| 10 |
132-18 |
123-23 |
8-27 |
6.9% |
2-18 |
2.0% |
59% |
False |
False |
191,193 |
| 20 |
132-18 |
123-10 |
9-08 |
7.2% |
2-12 |
1.8% |
61% |
False |
False |
202,084 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-08 |
1.7% |
62% |
False |
False |
136,255 |
| 60 |
138-06 |
123-04 |
15-02 |
11.7% |
2-09 |
1.8% |
39% |
False |
False |
91,076 |
| 80 |
140-16 |
123-04 |
17-12 |
13.5% |
2-06 |
1.7% |
34% |
False |
False |
68,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-11 |
|
2.618 |
134-16 |
|
1.618 |
132-25 |
|
1.000 |
131-22 |
|
0.618 |
131-01 |
|
HIGH |
129-31 |
|
0.618 |
129-10 |
|
0.500 |
129-03 |
|
0.382 |
128-29 |
|
LOW |
128-08 |
|
0.618 |
127-05 |
|
1.000 |
126-16 |
|
1.618 |
125-14 |
|
2.618 |
123-22 |
|
4.250 |
120-28 |
|
|
| Fisher Pivots for day following 30-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-03 |
128-25 |
| PP |
129-02 |
128-19 |
| S1 |
129-00 |
128-14 |
|