ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 23-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2009 |
23-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-08 |
128-00 |
-0-08 |
-0.2% |
124-29 |
| High |
129-00 |
128-13 |
-0-19 |
-0.5% |
130-15 |
| Low |
127-18 |
127-01 |
-0-17 |
-0.4% |
122-20 |
| Close |
128-00 |
127-11 |
-0-21 |
-0.5% |
128-00 |
| Range |
1-14 |
1-12 |
-0-02 |
-4.3% |
7-27 |
| ATR |
2-02 |
2-00 |
-0-02 |
-2.4% |
0-00 |
| Volume |
98 |
446 |
348 |
355.1% |
135 |
|
| Daily Pivots for day following 23-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-23 |
130-29 |
128-03 |
|
| R3 |
130-11 |
129-17 |
127-23 |
|
| R2 |
128-31 |
128-31 |
127-19 |
|
| R1 |
128-05 |
128-05 |
127-15 |
127-28 |
| PP |
127-19 |
127-19 |
127-19 |
127-14 |
| S1 |
126-25 |
126-25 |
127-07 |
126-16 |
| S2 |
126-07 |
126-07 |
127-03 |
|
| S3 |
124-27 |
125-13 |
126-31 |
|
| S4 |
123-15 |
124-01 |
126-19 |
|
|
| 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 |
134-08 |
|
2.618 |
132-00 |
|
1.618 |
130-20 |
|
1.000 |
129-25 |
|
0.618 |
129-08 |
|
HIGH |
128-13 |
|
0.618 |
127-28 |
|
0.500 |
127-23 |
|
0.382 |
127-18 |
|
LOW |
127-01 |
|
0.618 |
126-06 |
|
1.000 |
125-21 |
|
1.618 |
124-26 |
|
2.618 |
123-14 |
|
4.250 |
121-06 |
|
|
| Fisher Pivots for day following 23-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-23 |
128-24 |
| PP |
127-19 |
128-09 |
| S1 |
127-15 |
127-26 |
|