ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-14 |
123-23 |
-1-23 |
-1.4% |
125-27 |
| High |
126-15 |
125-19 |
-0-28 |
-0.7% |
127-17 |
| Low |
125-14 |
124-03 |
-1-11 |
-1.1% |
123-21 |
| Close |
125-14 |
123-23 |
-1-23 |
-1.4% |
125-04 |
| Range |
1-01 |
1-16 |
0-15 |
45.5% |
3-28 |
| ATR |
|
|
|
|
|
| Volume |
135 |
60 |
-75 |
-55.6% |
17 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-31 |
127-27 |
124-17 |
|
| R3 |
127-15 |
126-11 |
124-04 |
|
| R2 |
125-31 |
125-31 |
124-00 |
|
| R1 |
124-27 |
124-27 |
123-27 |
124-15 |
| PP |
124-15 |
124-15 |
124-15 |
124-09 |
| S1 |
123-11 |
123-11 |
123-19 |
122-31 |
| S2 |
122-31 |
122-31 |
123-14 |
|
| S3 |
121-15 |
121-27 |
123-10 |
|
| S4 |
119-31 |
120-11 |
122-29 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-02 |
134-31 |
127-08 |
|
| R3 |
133-06 |
131-03 |
126-06 |
|
| R2 |
129-10 |
129-10 |
125-27 |
|
| R1 |
127-07 |
127-07 |
125-15 |
126-10 |
| PP |
125-14 |
125-14 |
125-14 |
125-00 |
| S1 |
123-11 |
123-11 |
124-25 |
122-14 |
| S2 |
121-18 |
121-18 |
124-13 |
|
| S3 |
117-22 |
119-15 |
124-02 |
|
| S4 |
113-26 |
115-19 |
123-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-31 |
|
2.618 |
129-17 |
|
1.618 |
128-01 |
|
1.000 |
127-03 |
|
0.618 |
126-17 |
|
HIGH |
125-19 |
|
0.618 |
125-01 |
|
0.500 |
124-27 |
|
0.382 |
124-21 |
|
LOW |
124-03 |
|
0.618 |
123-05 |
|
1.000 |
122-19 |
|
1.618 |
121-21 |
|
2.618 |
120-05 |
|
4.250 |
117-23 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-27 |
125-08 |
| PP |
124-15 |
124-24 |
| S1 |
124-03 |
124-07 |
|