ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-10 |
124-29 |
-0-13 |
-0.3% |
124-21 |
| High |
125-31 |
125-06 |
-0-25 |
-0.6% |
125-31 |
| Low |
124-08 |
123-06 |
-1-02 |
-0.9% |
122-26 |
| Close |
124-30 |
123-22 |
-1-08 |
-1.0% |
124-30 |
| Range |
1-23 |
2-00 |
0-09 |
16.4% |
3-05 |
| ATR |
1-22 |
1-23 |
0-01 |
1.3% |
0-00 |
| Volume |
40 |
5 |
-35 |
-87.5% |
65 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-01 |
128-27 |
124-25 |
|
| R3 |
128-01 |
126-27 |
124-08 |
|
| R2 |
126-01 |
126-01 |
124-02 |
|
| R1 |
124-27 |
124-27 |
123-28 |
124-14 |
| PP |
124-01 |
124-01 |
124-01 |
123-26 |
| S1 |
122-27 |
122-27 |
123-16 |
122-14 |
| S2 |
122-01 |
122-01 |
123-10 |
|
| S3 |
120-01 |
120-27 |
123-04 |
|
| S4 |
118-01 |
118-27 |
122-19 |
|
|
| 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 |
133-22 |
|
2.618 |
130-14 |
|
1.618 |
128-14 |
|
1.000 |
127-06 |
|
0.618 |
126-14 |
|
HIGH |
125-06 |
|
0.618 |
124-14 |
|
0.500 |
124-06 |
|
0.382 |
123-30 |
|
LOW |
123-06 |
|
0.618 |
121-30 |
|
1.000 |
121-06 |
|
1.618 |
119-30 |
|
2.618 |
117-30 |
|
4.250 |
114-22 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-06 |
124-18 |
| PP |
124-01 |
124-09 |
| S1 |
123-27 |
124-00 |
|