ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-04 |
128-08 |
0-04 |
0.1% |
124-29 |
| High |
130-15 |
129-00 |
-1-15 |
-1.1% |
130-15 |
| Low |
127-26 |
127-18 |
-0-08 |
-0.2% |
122-20 |
| Close |
128-07 |
128-00 |
-0-07 |
-0.2% |
128-00 |
| Range |
2-21 |
1-14 |
-1-07 |
-45.9% |
7-27 |
| ATR |
2-03 |
2-02 |
-0-02 |
-2.3% |
0-00 |
| Volume |
18 |
98 |
80 |
444.4% |
135 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-16 |
131-22 |
128-25 |
|
| R3 |
131-02 |
130-08 |
128-13 |
|
| R2 |
129-20 |
129-20 |
128-08 |
|
| R1 |
128-26 |
128-26 |
128-04 |
128-16 |
| PP |
128-06 |
128-06 |
128-06 |
128-01 |
| S1 |
127-12 |
127-12 |
127-28 |
127-02 |
| S2 |
126-24 |
126-24 |
127-24 |
|
| S3 |
125-10 |
125-30 |
127-19 |
|
| S4 |
123-28 |
124-16 |
127-07 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-18 |
147-04 |
132-10 |
|
| R3 |
142-23 |
139-09 |
130-05 |
|
| R2 |
134-28 |
134-28 |
129-14 |
|
| R1 |
131-14 |
131-14 |
128-23 |
133-05 |
| PP |
127-01 |
127-01 |
127-01 |
127-28 |
| S1 |
123-19 |
123-19 |
127-09 |
125-10 |
| S2 |
119-06 |
119-06 |
126-18 |
|
| S3 |
111-11 |
115-24 |
125-27 |
|
| S4 |
103-16 |
107-29 |
123-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-04 |
|
2.618 |
132-24 |
|
1.618 |
131-10 |
|
1.000 |
130-14 |
|
0.618 |
129-28 |
|
HIGH |
129-00 |
|
0.618 |
128-14 |
|
0.500 |
128-09 |
|
0.382 |
128-04 |
|
LOW |
127-18 |
|
0.618 |
126-22 |
|
1.000 |
126-04 |
|
1.618 |
125-08 |
|
2.618 |
123-26 |
|
4.250 |
121-14 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-09 |
127-16 |
| PP |
128-06 |
127-01 |
| S1 |
128-03 |
126-18 |
|