ECBOT 30 Year Treasury Bond Future September 2009
Trading Metrics calculated at close of trading on 11-Mar-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2009 |
11-Mar-2009 |
Change |
Change % |
Previous Week |
Open |
123-29 |
123-26 |
-0-03 |
-0.1% |
123-03 |
High |
123-30 |
124-20 |
0-22 |
0.6% |
126-16 |
Low |
123-13 |
122-26 |
-0-19 |
-0.5% |
122-06 |
Close |
123-21 |
124-16 |
0-27 |
0.7% |
125-31 |
Range |
0-17 |
1-26 |
1-09 |
241.2% |
4-10 |
ATR |
1-22 |
1-23 |
0-00 |
0.5% |
0-00 |
Volume |
4 |
7 |
3 |
75.0% |
86 |
|
Daily Pivots for day following 11-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-13 |
128-25 |
125-16 |
|
R3 |
127-19 |
126-31 |
125-00 |
|
R2 |
125-25 |
125-25 |
124-27 |
|
R1 |
125-05 |
125-05 |
124-21 |
125-15 |
PP |
123-31 |
123-31 |
123-31 |
124-04 |
S1 |
123-11 |
123-11 |
124-11 |
123-21 |
S2 |
122-05 |
122-05 |
124-05 |
|
S3 |
120-11 |
121-17 |
124-00 |
|
S4 |
118-17 |
119-23 |
123-16 |
|
|
Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
137-26 |
136-07 |
128-11 |
|
R3 |
133-16 |
131-29 |
127-05 |
|
R2 |
129-06 |
129-06 |
126-24 |
|
R1 |
127-19 |
127-19 |
126-12 |
128-12 |
PP |
124-28 |
124-28 |
124-28 |
125-09 |
S1 |
123-09 |
123-09 |
125-18 |
124-02 |
S2 |
120-18 |
120-18 |
125-06 |
|
S3 |
116-08 |
118-31 |
124-25 |
|
S4 |
111-30 |
114-21 |
123-19 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
132-10 |
2.618 |
129-12 |
1.618 |
127-18 |
1.000 |
126-14 |
0.618 |
125-24 |
HIGH |
124-20 |
0.618 |
123-30 |
0.500 |
123-23 |
0.382 |
123-16 |
LOW |
122-26 |
0.618 |
121-22 |
1.000 |
121-00 |
1.618 |
119-28 |
2.618 |
118-02 |
4.250 |
115-04 |
|
|
Fisher Pivots for day following 11-Mar-2009 |
Pivot |
1 day |
3 day |
R1 |
124-08 |
124-10 |
PP |
123-31 |
124-03 |
S1 |
123-23 |
123-28 |
|