ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-08 |
125-31 |
2-23 |
2.2% |
123-03 |
| High |
126-09 |
126-16 |
0-07 |
0.2% |
126-16 |
| Low |
122-16 |
125-01 |
2-17 |
2.1% |
122-06 |
| Close |
125-21 |
125-31 |
0-10 |
0.2% |
125-31 |
| Range |
3-25 |
1-15 |
-2-10 |
-61.2% |
4-10 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.1% |
0-00 |
| Volume |
4 |
19 |
15 |
375.0% |
86 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-08 |
129-18 |
126-25 |
|
| R3 |
128-25 |
128-03 |
126-12 |
|
| R2 |
127-10 |
127-10 |
126-08 |
|
| R1 |
126-20 |
126-20 |
126-03 |
126-22 |
| PP |
125-27 |
125-27 |
125-27 |
125-28 |
| S1 |
125-05 |
125-05 |
125-27 |
125-08 |
| S2 |
124-12 |
124-12 |
125-22 |
|
| S3 |
122-29 |
123-22 |
125-18 |
|
| S4 |
121-14 |
122-07 |
125-05 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-26 |
136-07 |
128-11 |
|
| R3 |
133-16 |
131-29 |
127-05 |
|
| R2 |
129-06 |
129-06 |
126-24 |
|
| R1 |
127-19 |
127-19 |
126-12 |
128-12 |
| PP |
124-28 |
124-28 |
124-28 |
125-09 |
| S1 |
123-09 |
123-09 |
125-18 |
124-02 |
| S2 |
120-18 |
120-18 |
125-06 |
|
| S3 |
116-08 |
118-31 |
124-25 |
|
| S4 |
111-30 |
114-21 |
123-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
130-11 |
|
1.618 |
128-28 |
|
1.000 |
127-31 |
|
0.618 |
127-13 |
|
HIGH |
126-16 |
|
0.618 |
125-30 |
|
0.500 |
125-24 |
|
0.382 |
125-19 |
|
LOW |
125-01 |
|
0.618 |
124-04 |
|
1.000 |
123-18 |
|
1.618 |
122-21 |
|
2.618 |
121-06 |
|
4.250 |
118-25 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-29 |
125-14 |
| PP |
125-27 |
124-28 |
| S1 |
125-24 |
124-11 |
|