ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
128-26 |
128-09 |
-0-16 |
-0.4% |
125-26 |
| High |
129-15 |
128-24 |
-0-24 |
-0.6% |
129-15 |
| Low |
127-14 |
125-26 |
-1-19 |
-1.3% |
125-00 |
| Close |
129-09 |
126-09 |
-3-00 |
-2.3% |
126-09 |
| Range |
2-02 |
2-29 |
0-28 |
42.0% |
4-16 |
| ATR |
2-06 |
2-09 |
0-03 |
4.1% |
0-00 |
| Volume |
182,060 |
255,830 |
73,770 |
40.5% |
956,927 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-21 |
133-28 |
127-28 |
|
| R3 |
132-24 |
130-31 |
127-03 |
|
| R2 |
129-27 |
129-27 |
126-26 |
|
| R1 |
128-02 |
128-02 |
126-18 |
127-16 |
| PP |
126-30 |
126-30 |
126-30 |
126-21 |
| S1 |
125-05 |
125-05 |
126-00 |
124-19 |
| S2 |
124-01 |
124-01 |
125-24 |
|
| S3 |
121-04 |
122-08 |
125-15 |
|
| S4 |
118-07 |
119-11 |
124-22 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
137-26 |
128-24 |
|
| R3 |
135-28 |
133-10 |
127-16 |
|
| R2 |
131-13 |
131-13 |
127-03 |
|
| R1 |
128-27 |
128-27 |
126-22 |
130-04 |
| PP |
126-29 |
126-29 |
126-29 |
127-18 |
| S1 |
124-11 |
124-11 |
125-28 |
125-20 |
| S2 |
122-14 |
122-14 |
125-15 |
|
| S3 |
117-30 |
119-28 |
125-02 |
|
| S4 |
113-15 |
115-12 |
123-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-15 |
125-00 |
4-16 |
3.6% |
2-00 |
1.6% |
29% |
False |
False |
191,385 |
| 10 |
129-15 |
125-00 |
4-16 |
3.6% |
2-00 |
1.6% |
29% |
False |
False |
190,782 |
| 20 |
136-27 |
125-00 |
11-28 |
9.4% |
2-08 |
1.8% |
11% |
False |
False |
195,723 |
| 40 |
141-28 |
125-00 |
16-28 |
13.4% |
2-06 |
1.7% |
8% |
False |
False |
163,109 |
| 60 |
141-28 |
119-03 |
22-24 |
18.0% |
2-11 |
1.9% |
32% |
False |
False |
167,308 |
| 80 |
141-28 |
111-07 |
30-20 |
24.3% |
2-08 |
1.8% |
49% |
False |
False |
126,301 |
| 100 |
141-28 |
110-27 |
31-00 |
24.6% |
2-05 |
1.7% |
50% |
False |
False |
101,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-03 |
|
2.618 |
136-11 |
|
1.618 |
133-14 |
|
1.000 |
131-20 |
|
0.618 |
130-17 |
|
HIGH |
128-24 |
|
0.618 |
127-20 |
|
0.500 |
127-09 |
|
0.382 |
126-30 |
|
LOW |
125-26 |
|
0.618 |
124-01 |
|
1.000 |
122-30 |
|
1.618 |
121-04 |
|
2.618 |
118-07 |
|
4.250 |
113-15 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-09 |
127-21 |
| PP |
126-30 |
127-06 |
| S1 |
126-20 |
126-24 |
|