ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 02-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2009 |
02-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
122-00 |
123-03 |
1-03 |
0.9% |
124-05 |
| High |
123-28 |
124-00 |
0-04 |
0.1% |
126-15 |
| Low |
122-00 |
122-30 |
0-30 |
0.8% |
122-00 |
| Close |
122-03 |
123-15 |
1-12 |
1.1% |
122-03 |
| Range |
1-28 |
1-02 |
-0-26 |
-43.3% |
4-15 |
| ATR |
1-18 |
1-19 |
0-01 |
1.5% |
0-00 |
| Volume |
29 |
27 |
-2 |
-6.9% |
231 |
|
| Daily Pivots for day following 02-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-21 |
126-04 |
124-02 |
|
| R3 |
125-19 |
125-02 |
123-24 |
|
| R2 |
124-17 |
124-17 |
123-21 |
|
| R1 |
124-00 |
124-00 |
123-18 |
124-08 |
| PP |
123-15 |
123-15 |
123-15 |
123-19 |
| S1 |
122-30 |
122-30 |
123-12 |
123-06 |
| S2 |
122-13 |
122-13 |
123-09 |
|
| S3 |
121-11 |
121-28 |
123-06 |
|
| S4 |
120-09 |
120-26 |
122-28 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-30 |
133-31 |
124-18 |
|
| R3 |
132-15 |
129-16 |
123-10 |
|
| R2 |
128-00 |
128-00 |
122-29 |
|
| R1 |
125-01 |
125-01 |
122-16 |
124-09 |
| PP |
123-17 |
123-17 |
123-17 |
123-04 |
| S1 |
120-18 |
120-18 |
121-22 |
119-26 |
| S2 |
119-02 |
119-02 |
121-09 |
|
| S3 |
114-19 |
116-03 |
120-28 |
|
| S4 |
110-04 |
111-20 |
119-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-16 |
|
2.618 |
126-25 |
|
1.618 |
125-23 |
|
1.000 |
125-02 |
|
0.618 |
124-21 |
|
HIGH |
124-00 |
|
0.618 |
123-19 |
|
0.500 |
123-15 |
|
0.382 |
123-11 |
|
LOW |
122-30 |
|
0.618 |
122-09 |
|
1.000 |
121-28 |
|
1.618 |
121-07 |
|
2.618 |
120-05 |
|
4.250 |
118-14 |
|
|
| Fisher Pivots for day following 02-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-15 |
123-10 |
| PP |
123-15 |
123-05 |
| S1 |
123-15 |
123-00 |
|