ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 19-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2009 |
19-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-22 |
128-04 |
4-14 |
3.6% |
124-21 |
| High |
129-04 |
130-15 |
1-11 |
1.0% |
125-31 |
| Low |
122-20 |
127-26 |
5-06 |
4.2% |
122-26 |
| Close |
128-01 |
128-07 |
0-06 |
0.1% |
124-30 |
| Range |
6-16 |
2-21 |
-3-27 |
-59.1% |
3-05 |
| ATR |
2-02 |
2-03 |
0-01 |
2.1% |
0-00 |
| Volume |
11 |
18 |
7 |
63.6% |
65 |
|
| Daily Pivots for day following 19-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-26 |
135-05 |
129-22 |
|
| R3 |
134-05 |
132-16 |
128-30 |
|
| R2 |
131-16 |
131-16 |
128-23 |
|
| R1 |
129-27 |
129-27 |
128-15 |
130-22 |
| PP |
128-27 |
128-27 |
128-27 |
129-08 |
| S1 |
127-06 |
127-06 |
127-31 |
128-00 |
| S2 |
126-06 |
126-06 |
127-23 |
|
| S3 |
123-17 |
124-17 |
127-16 |
|
| S4 |
120-28 |
121-28 |
126-24 |
|
|
| 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 |
141-24 |
|
2.618 |
137-14 |
|
1.618 |
134-25 |
|
1.000 |
133-04 |
|
0.618 |
132-04 |
|
HIGH |
130-15 |
|
0.618 |
129-15 |
|
0.500 |
129-04 |
|
0.382 |
128-26 |
|
LOW |
127-26 |
|
0.618 |
126-05 |
|
1.000 |
125-05 |
|
1.618 |
123-16 |
|
2.618 |
120-27 |
|
4.250 |
116-17 |
|
|
| Fisher Pivots for day following 19-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-04 |
127-21 |
| PP |
128-27 |
127-03 |
| S1 |
128-17 |
126-18 |
|