ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 31-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2009 |
31-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-18 |
128-29 |
0-12 |
0.3% |
129-03 |
| High |
129-31 |
129-30 |
-0-01 |
0.0% |
129-24 |
| Low |
128-08 |
128-20 |
0-12 |
0.3% |
126-24 |
| Close |
128-30 |
129-22 |
0-24 |
0.6% |
128-18 |
| Range |
1-24 |
1-10 |
-0-14 |
-24.3% |
2-31 |
| ATR |
2-10 |
2-08 |
-0-02 |
-3.1% |
0-00 |
| Volume |
129,526 |
149,759 |
20,233 |
15.6% |
809,735 |
|
| Daily Pivots for day following 31-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-12 |
132-27 |
130-14 |
|
| R3 |
132-02 |
131-17 |
130-02 |
|
| R2 |
130-24 |
130-24 |
129-30 |
|
| R1 |
130-07 |
130-07 |
129-26 |
130-15 |
| PP |
129-14 |
129-14 |
129-14 |
129-18 |
| S1 |
128-29 |
128-29 |
129-19 |
129-05 |
| S2 |
128-04 |
128-04 |
129-15 |
|
| S3 |
126-26 |
127-19 |
129-11 |
|
| S4 |
125-16 |
126-09 |
128-31 |
|
|
| 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 |
126-28 |
3-02 |
2.4% |
1-19 |
1.2% |
91% |
False |
False |
164,403 |
| 10 |
132-18 |
123-23 |
8-27 |
6.8% |
2-16 |
1.9% |
68% |
False |
False |
186,250 |
| 20 |
132-18 |
123-10 |
9-08 |
7.1% |
2-11 |
1.8% |
69% |
False |
False |
199,688 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-07 |
1.7% |
70% |
False |
False |
139,961 |
| 60 |
136-17 |
123-04 |
13-13 |
10.3% |
2-08 |
1.7% |
49% |
False |
False |
93,571 |
| 80 |
140-16 |
123-04 |
17-12 |
13.4% |
2-06 |
1.7% |
38% |
False |
False |
70,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-16 |
|
2.618 |
133-12 |
|
1.618 |
132-02 |
|
1.000 |
131-08 |
|
0.618 |
130-24 |
|
HIGH |
129-30 |
|
0.618 |
129-14 |
|
0.500 |
129-09 |
|
0.382 |
129-04 |
|
LOW |
128-20 |
|
0.618 |
127-26 |
|
1.000 |
127-10 |
|
1.618 |
126-16 |
|
2.618 |
125-06 |
|
4.250 |
123-02 |
|
|
| Fisher Pivots for day following 31-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-18 |
129-15 |
| PP |
129-14 |
129-07 |
| S1 |
129-09 |
128-31 |
|