ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 10-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2009 |
10-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-26 |
126-02 |
0-08 |
0.2% |
126-21 |
| High |
126-07 |
128-16 |
2-08 |
1.8% |
128-30 |
| Low |
125-00 |
125-30 |
0-30 |
0.8% |
125-16 |
| Close |
125-22 |
127-29 |
2-08 |
1.8% |
125-27 |
| Range |
1-08 |
2-18 |
1-10 |
106.3% |
3-14 |
| ATR |
2-07 |
2-08 |
0-01 |
1.9% |
0-00 |
| Volume |
173,471 |
137,447 |
-36,024 |
-20.8% |
950,900 |
|
| Daily Pivots for day following 10-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-03 |
134-01 |
129-10 |
|
| R3 |
132-17 |
131-16 |
128-19 |
|
| R2 |
130-00 |
130-00 |
128-12 |
|
| R1 |
128-30 |
128-30 |
128-04 |
129-15 |
| PP |
127-14 |
127-14 |
127-14 |
127-22 |
| S1 |
126-13 |
126-13 |
127-22 |
126-30 |
| S2 |
124-29 |
124-29 |
127-14 |
|
| S3 |
122-11 |
123-27 |
127-07 |
|
| S4 |
119-26 |
121-10 |
126-16 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-03 |
134-29 |
127-24 |
|
| R3 |
133-21 |
131-15 |
126-25 |
|
| R2 |
130-07 |
130-07 |
126-15 |
|
| R1 |
128-01 |
128-01 |
126-05 |
127-13 |
| PP |
126-25 |
126-25 |
126-25 |
126-15 |
| S1 |
124-19 |
124-19 |
125-17 |
123-31 |
| S2 |
123-11 |
123-11 |
125-07 |
|
| S3 |
119-29 |
121-05 |
124-29 |
|
| S4 |
116-15 |
117-23 |
123-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-16 |
125-00 |
3-16 |
2.7% |
1-24 |
1.4% |
83% |
True |
False |
173,924 |
| 10 |
131-20 |
125-00 |
6-20 |
5.2% |
2-05 |
1.7% |
44% |
False |
False |
189,072 |
| 20 |
137-31 |
125-00 |
13-00 |
10.2% |
2-08 |
1.7% |
23% |
False |
False |
186,528 |
| 40 |
141-28 |
125-00 |
16-28 |
13.2% |
2-08 |
1.8% |
17% |
False |
False |
159,999 |
| 60 |
141-28 |
115-12 |
26-16 |
20.7% |
2-11 |
1.8% |
47% |
False |
False |
157,155 |
| 80 |
141-28 |
110-27 |
31-00 |
24.2% |
2-08 |
1.7% |
55% |
False |
False |
118,229 |
| 100 |
141-28 |
110-27 |
31-00 |
24.2% |
2-05 |
1.7% |
55% |
False |
False |
94,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-10 |
|
2.618 |
135-05 |
|
1.618 |
132-19 |
|
1.000 |
131-01 |
|
0.618 |
130-02 |
|
HIGH |
128-16 |
|
0.618 |
127-16 |
|
0.500 |
127-07 |
|
0.382 |
126-29 |
|
LOW |
125-30 |
|
0.618 |
124-12 |
|
1.000 |
123-12 |
|
1.618 |
121-26 |
|
2.618 |
119-09 |
|
4.250 |
115-04 |
|
|
| Fisher Pivots for day following 10-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-22 |
127-16 |
| PP |
127-14 |
127-04 |
| S1 |
127-07 |
126-24 |
|