ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
123-23 |
122-30 |
-0-25 |
-0.6% |
125-27 |
| High |
125-19 |
124-00 |
-1-19 |
-1.3% |
127-17 |
| Low |
124-03 |
122-20 |
-1-15 |
-1.2% |
123-21 |
| Close |
123-23 |
123-10 |
-0-13 |
-0.3% |
125-04 |
| Range |
1-16 |
1-12 |
-0-04 |
-8.3% |
3-28 |
| ATR |
|
|
|
|
|
| Volume |
60 |
0 |
-60 |
-100.0% |
17 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
126-24 |
124-02 |
|
| R3 |
126-02 |
125-12 |
123-22 |
|
| R2 |
124-22 |
124-22 |
123-18 |
|
| R1 |
124-00 |
124-00 |
123-14 |
124-11 |
| PP |
123-10 |
123-10 |
123-10 |
123-16 |
| S1 |
122-20 |
122-20 |
123-06 |
122-31 |
| S2 |
121-30 |
121-30 |
123-02 |
|
| S3 |
120-18 |
121-08 |
122-30 |
|
| S4 |
119-06 |
119-28 |
122-18 |
|
|
| 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 |
129-27 |
|
2.618 |
127-19 |
|
1.618 |
126-07 |
|
1.000 |
125-12 |
|
0.618 |
124-27 |
|
HIGH |
124-00 |
|
0.618 |
123-15 |
|
0.500 |
123-10 |
|
0.382 |
123-05 |
|
LOW |
122-20 |
|
0.618 |
121-25 |
|
1.000 |
121-08 |
|
1.618 |
120-13 |
|
2.618 |
119-01 |
|
4.250 |
116-25 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-10 |
124-18 |
| PP |
123-10 |
124-04 |
| S1 |
123-10 |
123-23 |
|