ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 24-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2009 |
24-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-00 |
127-17 |
-0-15 |
-0.4% |
124-29 |
| High |
128-13 |
127-31 |
-0-14 |
-0.3% |
130-15 |
| Low |
127-01 |
125-17 |
-1-16 |
-1.2% |
122-20 |
| Close |
127-11 |
127-27 |
0-16 |
0.4% |
128-00 |
| Range |
1-12 |
2-14 |
1-02 |
77.3% |
7-27 |
| ATR |
2-00 |
2-01 |
0-01 |
1.5% |
0-00 |
| Volume |
446 |
372 |
-74 |
-16.6% |
135 |
|
| Daily Pivots for day following 24-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-14 |
133-18 |
129-06 |
|
| R3 |
132-00 |
131-04 |
128-16 |
|
| R2 |
129-18 |
129-18 |
128-09 |
|
| R1 |
128-22 |
128-22 |
128-02 |
129-04 |
| PP |
127-04 |
127-04 |
127-04 |
127-10 |
| S1 |
126-08 |
126-08 |
127-20 |
126-22 |
| S2 |
124-22 |
124-22 |
127-13 |
|
| S3 |
122-08 |
123-26 |
127-06 |
|
| S4 |
119-26 |
121-12 |
126-16 |
|
|
| 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 |
138-10 |
|
2.618 |
134-11 |
|
1.618 |
131-29 |
|
1.000 |
130-13 |
|
0.618 |
129-15 |
|
HIGH |
127-31 |
|
0.618 |
127-01 |
|
0.500 |
126-24 |
|
0.382 |
126-15 |
|
LOW |
125-17 |
|
0.618 |
124-01 |
|
1.000 |
123-03 |
|
1.618 |
121-19 |
|
2.618 |
119-05 |
|
4.250 |
115-06 |
|
|
| Fisher Pivots for day following 24-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-15 |
127-21 |
| PP |
127-04 |
127-15 |
| S1 |
126-24 |
127-08 |
|