ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 17-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2009 |
17-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
128-09 |
126-16 |
-1-25 |
-1.4% |
125-26 |
| High |
128-24 |
129-26 |
1-02 |
0.8% |
129-15 |
| Low |
125-26 |
125-24 |
-0-02 |
0.0% |
125-00 |
| Close |
126-09 |
129-11 |
3-02 |
2.4% |
126-09 |
| Range |
2-29 |
4-01 |
1-04 |
38.7% |
4-16 |
| ATR |
2-09 |
2-13 |
0-04 |
5.5% |
0-00 |
| Volume |
255,830 |
189,704 |
-66,126 |
-25.8% |
956,927 |
|
| Daily Pivots for day following 17-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-13 |
138-29 |
131-18 |
|
| R3 |
136-12 |
134-28 |
130-14 |
|
| R2 |
132-11 |
132-11 |
130-03 |
|
| R1 |
130-27 |
130-27 |
129-23 |
131-19 |
| PP |
128-10 |
128-10 |
128-10 |
128-22 |
| S1 |
126-26 |
126-26 |
128-31 |
127-18 |
| S2 |
124-09 |
124-09 |
128-19 |
|
| S3 |
120-08 |
122-25 |
128-08 |
|
| S4 |
116-07 |
118-24 |
127-04 |
|
|
| 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 |
129-26 |
125-24 |
4-01 |
3.1% |
2-18 |
2.0% |
89% |
True |
True |
194,632 |
| 10 |
129-26 |
125-00 |
4-26 |
3.7% |
2-05 |
1.7% |
91% |
True |
False |
186,187 |
| 20 |
135-01 |
125-00 |
10-02 |
7.8% |
2-10 |
1.8% |
43% |
False |
False |
196,444 |
| 40 |
141-28 |
125-00 |
16-28 |
13.0% |
2-08 |
1.7% |
26% |
False |
False |
163,801 |
| 60 |
141-28 |
121-11 |
20-16 |
15.9% |
2-12 |
1.8% |
39% |
False |
False |
169,855 |
| 80 |
141-28 |
111-07 |
30-20 |
23.7% |
2-09 |
1.8% |
59% |
False |
False |
128,594 |
| 100 |
141-28 |
110-27 |
31-00 |
24.0% |
2-06 |
1.7% |
60% |
False |
False |
102,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-30 |
|
2.618 |
140-11 |
|
1.618 |
136-10 |
|
1.000 |
133-26 |
|
0.618 |
132-09 |
|
HIGH |
129-26 |
|
0.618 |
128-08 |
|
0.500 |
127-25 |
|
0.382 |
127-10 |
|
LOW |
125-24 |
|
0.618 |
123-09 |
|
1.000 |
121-24 |
|
1.618 |
119-08 |
|
2.618 |
115-07 |
|
4.250 |
108-20 |
|
|
| Fisher Pivots for day following 17-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-26 |
128-26 |
| PP |
128-10 |
128-10 |
| S1 |
127-25 |
127-25 |
|