ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-09 |
126-01 |
-1-08 |
-1.0% |
124-29 |
| High |
127-09 |
127-14 |
0-05 |
0.1% |
130-15 |
| Low |
125-23 |
125-21 |
-0-02 |
0.0% |
122-20 |
| Close |
126-15 |
127-09 |
0-26 |
0.6% |
128-00 |
| Range |
1-18 |
1-25 |
0-07 |
14.0% |
7-27 |
| ATR |
2-01 |
2-01 |
-0-01 |
-0.9% |
0-00 |
| Volume |
138 |
60 |
-78 |
-56.5% |
135 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-04 |
131-16 |
128-08 |
|
| R3 |
130-11 |
129-23 |
127-25 |
|
| R2 |
128-18 |
128-18 |
127-19 |
|
| R1 |
127-30 |
127-30 |
127-14 |
128-08 |
| PP |
126-25 |
126-25 |
126-25 |
126-30 |
| S1 |
126-05 |
126-05 |
127-04 |
126-15 |
| S2 |
125-00 |
125-00 |
126-31 |
|
| S3 |
123-07 |
124-12 |
126-25 |
|
| S4 |
121-14 |
122-19 |
126-10 |
|
|
| 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 |
135-00 |
|
2.618 |
132-03 |
|
1.618 |
130-10 |
|
1.000 |
129-07 |
|
0.618 |
128-17 |
|
HIGH |
127-14 |
|
0.618 |
126-24 |
|
0.500 |
126-18 |
|
0.382 |
126-11 |
|
LOW |
125-21 |
|
0.618 |
124-18 |
|
1.000 |
123-28 |
|
1.618 |
122-25 |
|
2.618 |
121-00 |
|
4.250 |
118-03 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-01 |
127-03 |
| PP |
126-25 |
126-30 |
| S1 |
126-18 |
126-24 |
|