ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-03 |
123-07 |
0-04 |
0.1% |
124-05 |
| High |
124-00 |
124-12 |
0-12 |
0.3% |
126-15 |
| Low |
122-30 |
122-24 |
-0-06 |
-0.2% |
122-00 |
| Close |
123-15 |
123-07 |
-0-08 |
-0.2% |
122-03 |
| Range |
1-02 |
1-20 |
0-18 |
52.9% |
4-15 |
| ATR |
1-19 |
1-19 |
0-00 |
0.2% |
0-00 |
| Volume |
27 |
22 |
-5 |
-18.5% |
231 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-10 |
127-13 |
124-04 |
|
| R3 |
126-22 |
125-25 |
123-21 |
|
| R2 |
125-02 |
125-02 |
123-17 |
|
| R1 |
124-05 |
124-05 |
123-12 |
124-01 |
| PP |
123-14 |
123-14 |
123-14 |
123-12 |
| S1 |
122-17 |
122-17 |
123-02 |
122-13 |
| S2 |
121-26 |
121-26 |
122-29 |
|
| S3 |
120-06 |
120-29 |
122-25 |
|
| S4 |
118-18 |
119-09 |
122-10 |
|
|
| 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 |
131-09 |
|
2.618 |
128-20 |
|
1.618 |
127-00 |
|
1.000 |
126-00 |
|
0.618 |
125-12 |
|
HIGH |
124-12 |
|
0.618 |
123-24 |
|
0.500 |
123-18 |
|
0.382 |
123-12 |
|
LOW |
122-24 |
|
0.618 |
121-24 |
|
1.000 |
121-04 |
|
1.618 |
120-04 |
|
2.618 |
118-16 |
|
4.250 |
115-27 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-18 |
123-07 |
| PP |
123-14 |
123-06 |
| S1 |
123-11 |
123-06 |
|