ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124-13 |
123-22 |
-0-23 |
-0.6% |
124-21 |
| High |
124-21 |
129-04 |
4-15 |
3.6% |
125-31 |
| Low |
122-24 |
122-20 |
-0-04 |
-0.1% |
122-26 |
| Close |
122-31 |
128-01 |
5-02 |
4.1% |
124-30 |
| Range |
1-29 |
6-16 |
4-19 |
241.0% |
3-05 |
| ATR |
1-23 |
2-02 |
0-11 |
19.8% |
0-00 |
| Volume |
3 |
11 |
8 |
266.7% |
65 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-03 |
143-18 |
131-19 |
|
| R3 |
139-19 |
137-02 |
129-26 |
|
| R2 |
133-03 |
133-03 |
129-07 |
|
| R1 |
130-18 |
130-18 |
128-20 |
131-26 |
| PP |
126-19 |
126-19 |
126-19 |
127-07 |
| S1 |
124-02 |
124-02 |
127-14 |
125-10 |
| S2 |
120-03 |
120-03 |
126-27 |
|
| S3 |
113-19 |
117-18 |
126-08 |
|
| S4 |
107-03 |
111-02 |
124-15 |
|
|
| 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 |
156-24 |
|
2.618 |
146-05 |
|
1.618 |
139-21 |
|
1.000 |
135-20 |
|
0.618 |
133-05 |
|
HIGH |
129-04 |
|
0.618 |
126-21 |
|
0.500 |
125-28 |
|
0.382 |
125-03 |
|
LOW |
122-20 |
|
0.618 |
118-19 |
|
1.000 |
116-04 |
|
1.618 |
112-03 |
|
2.618 |
105-19 |
|
4.250 |
95-00 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-10 |
127-10 |
| PP |
126-19 |
126-19 |
| S1 |
125-28 |
125-28 |
|