ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 11-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2009 |
11-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-02 |
128-07 |
2-04 |
1.7% |
126-21 |
| High |
128-16 |
129-06 |
0-22 |
0.5% |
128-30 |
| Low |
125-30 |
127-27 |
1-29 |
1.5% |
125-16 |
| Close |
127-29 |
128-24 |
0-26 |
0.6% |
125-27 |
| Range |
2-18 |
1-11 |
-1-06 |
-47.2% |
3-14 |
| ATR |
2-08 |
2-06 |
-0-02 |
-2.9% |
0-00 |
| Volume |
137,447 |
208,119 |
70,672 |
51.4% |
950,900 |
|
| Daily Pivots for day following 11-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-20 |
132-01 |
129-15 |
|
| R3 |
131-09 |
130-22 |
129-03 |
|
| R2 |
129-30 |
129-30 |
128-31 |
|
| R1 |
129-11 |
129-11 |
128-27 |
129-20 |
| PP |
128-19 |
128-19 |
128-19 |
128-24 |
| S1 |
128-00 |
128-00 |
128-20 |
128-09 |
| S2 |
127-08 |
127-08 |
128-16 |
|
| S3 |
125-29 |
126-21 |
128-12 |
|
| S4 |
124-18 |
125-10 |
128-00 |
|
|
| 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 |
129-06 |
125-00 |
4-06 |
3.3% |
1-22 |
1.3% |
89% |
True |
False |
177,170 |
| 10 |
129-12 |
125-00 |
4-12 |
3.4% |
1-31 |
1.5% |
85% |
False |
False |
192,549 |
| 20 |
137-31 |
125-00 |
13-00 |
10.1% |
2-07 |
1.7% |
29% |
False |
False |
190,889 |
| 40 |
141-28 |
125-00 |
16-28 |
13.1% |
2-06 |
1.7% |
22% |
False |
False |
160,222 |
| 60 |
141-28 |
117-01 |
24-26 |
19.3% |
2-10 |
1.8% |
47% |
False |
False |
160,489 |
| 80 |
141-28 |
110-27 |
31-00 |
24.1% |
2-07 |
1.7% |
58% |
False |
False |
120,830 |
| 100 |
141-28 |
110-27 |
31-00 |
24.1% |
2-04 |
1.7% |
58% |
False |
False |
96,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-29 |
|
2.618 |
132-23 |
|
1.618 |
131-12 |
|
1.000 |
130-17 |
|
0.618 |
130-01 |
|
HIGH |
129-06 |
|
0.618 |
128-22 |
|
0.500 |
128-16 |
|
0.382 |
128-11 |
|
LOW |
127-27 |
|
0.618 |
127-00 |
|
1.000 |
126-16 |
|
1.618 |
125-21 |
|
2.618 |
124-10 |
|
4.250 |
122-04 |
|
|
| Fisher Pivots for day following 11-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-21 |
128-06 |
| PP |
128-19 |
127-20 |
| S1 |
128-16 |
127-03 |
|