ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124-29 |
124-13 |
-0-16 |
-0.4% |
124-21 |
| High |
125-06 |
124-21 |
-0-17 |
-0.4% |
125-31 |
| Low |
123-06 |
122-24 |
-0-14 |
-0.4% |
122-26 |
| Close |
123-22 |
122-31 |
-0-23 |
-0.6% |
124-30 |
| Range |
2-00 |
1-29 |
-0-03 |
-4.7% |
3-05 |
| ATR |
1-23 |
1-23 |
0-00 |
0.8% |
0-00 |
| Volume |
5 |
3 |
-2 |
-40.0% |
65 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
127-31 |
124-01 |
|
| R3 |
127-09 |
126-02 |
123-16 |
|
| R2 |
125-12 |
125-12 |
123-10 |
|
| R1 |
124-05 |
124-05 |
123-05 |
123-26 |
| PP |
123-15 |
123-15 |
123-15 |
123-09 |
| S1 |
122-08 |
122-08 |
122-25 |
121-29 |
| S2 |
121-18 |
121-18 |
122-20 |
|
| S3 |
119-21 |
120-11 |
122-14 |
|
| S4 |
117-24 |
118-14 |
121-29 |
|
|
| 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 |
132-24 |
|
2.618 |
129-21 |
|
1.618 |
127-24 |
|
1.000 |
126-18 |
|
0.618 |
125-27 |
|
HIGH |
124-21 |
|
0.618 |
123-30 |
|
0.500 |
123-22 |
|
0.382 |
123-15 |
|
LOW |
122-24 |
|
0.618 |
121-18 |
|
1.000 |
120-27 |
|
1.618 |
119-21 |
|
2.618 |
117-24 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
123-22 |
124-12 |
| PP |
123-15 |
123-29 |
| S1 |
123-07 |
123-14 |
|