ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 13-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2009 |
13-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124-24 |
125-10 |
0-18 |
0.5% |
124-21 |
| High |
125-26 |
125-31 |
0-05 |
0.1% |
125-31 |
| Low |
124-13 |
124-08 |
-0-05 |
-0.1% |
122-26 |
| Close |
125-06 |
124-30 |
-0-08 |
-0.2% |
124-30 |
| Range |
1-13 |
1-23 |
0-10 |
22.2% |
3-05 |
| ATR |
1-22 |
1-22 |
0-00 |
0.2% |
0-00 |
| Volume |
10 |
40 |
30 |
300.0% |
65 |
|
| Daily Pivots for day following 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
129-09 |
125-28 |
|
| R3 |
128-16 |
127-18 |
125-13 |
|
| R2 |
126-25 |
126-25 |
125-08 |
|
| R1 |
125-27 |
125-27 |
125-03 |
125-14 |
| PP |
125-02 |
125-02 |
125-02 |
124-27 |
| S1 |
124-04 |
124-04 |
124-25 |
123-24 |
| S2 |
123-11 |
123-11 |
124-20 |
|
| S3 |
121-20 |
122-13 |
124-15 |
|
| S4 |
119-29 |
120-22 |
124-00 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-01 |
132-21 |
126-22 |
|
| R3 |
130-28 |
129-16 |
125-26 |
|
| R2 |
127-23 |
127-23 |
125-17 |
|
| R1 |
126-11 |
126-11 |
125-07 |
127-01 |
| PP |
124-18 |
124-18 |
124-18 |
124-30 |
| S1 |
123-06 |
123-06 |
124-21 |
123-28 |
| S2 |
121-13 |
121-13 |
124-11 |
|
| S3 |
118-08 |
120-01 |
124-02 |
|
| S4 |
115-03 |
116-28 |
123-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-09 |
|
2.618 |
130-15 |
|
1.618 |
128-24 |
|
1.000 |
127-22 |
|
0.618 |
127-01 |
|
HIGH |
125-31 |
|
0.618 |
125-10 |
|
0.500 |
125-04 |
|
0.382 |
124-29 |
|
LOW |
124-08 |
|
0.618 |
123-06 |
|
1.000 |
122-17 |
|
1.618 |
121-15 |
|
2.618 |
119-24 |
|
4.250 |
116-30 |
|
|
| Fisher Pivots for day following 13-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-04 |
124-24 |
| PP |
125-02 |
124-18 |
| S1 |
125-00 |
124-12 |
|