ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 19-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2009 |
19-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
129-14 |
128-06 |
-1-08 |
-1.0% |
125-26 |
| High |
130-12 |
128-18 |
-1-27 |
-1.4% |
129-15 |
| Low |
128-04 |
126-03 |
-2-01 |
-1.6% |
125-00 |
| Close |
128-21 |
126-08 |
-2-12 |
-1.9% |
126-09 |
| Range |
2-08 |
2-14 |
0-06 |
8.3% |
4-16 |
| ATR |
2-13 |
2-13 |
0-00 |
0.5% |
0-00 |
| Volume |
251,589 |
246,892 |
-4,697 |
-1.9% |
956,927 |
|
| Daily Pivots for day following 19-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-10 |
132-24 |
127-20 |
|
| R3 |
131-28 |
130-10 |
126-30 |
|
| R2 |
129-14 |
129-14 |
126-23 |
|
| R1 |
127-27 |
127-27 |
126-16 |
127-13 |
| PP |
126-31 |
126-31 |
126-31 |
126-24 |
| S1 |
125-12 |
125-12 |
126-01 |
124-30 |
| S2 |
124-16 |
124-16 |
125-26 |
|
| S3 |
122-02 |
122-30 |
125-19 |
|
| S4 |
119-20 |
120-16 |
124-29 |
|
|
| 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 |
130-12 |
125-24 |
4-20 |
3.7% |
2-24 |
2.2% |
11% |
False |
False |
225,215 |
| 10 |
130-12 |
125-00 |
5-13 |
4.3% |
2-07 |
1.8% |
24% |
False |
False |
201,192 |
| 20 |
132-02 |
125-00 |
7-02 |
5.6% |
2-08 |
1.8% |
18% |
False |
False |
202,875 |
| 40 |
141-25 |
125-00 |
16-26 |
13.3% |
2-08 |
1.8% |
8% |
False |
False |
167,302 |
| 60 |
141-28 |
123-08 |
18-20 |
14.7% |
2-09 |
1.8% |
16% |
False |
False |
175,420 |
| 80 |
141-28 |
111-07 |
30-20 |
24.3% |
2-08 |
1.8% |
49% |
False |
False |
134,812 |
| 100 |
141-28 |
110-27 |
31-00 |
24.6% |
2-07 |
1.8% |
50% |
False |
False |
107,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-31 |
|
2.618 |
134-31 |
|
1.618 |
132-17 |
|
1.000 |
131-00 |
|
0.618 |
130-02 |
|
HIGH |
128-18 |
|
0.618 |
127-20 |
|
0.500 |
127-10 |
|
0.382 |
127-01 |
|
LOW |
126-03 |
|
0.618 |
124-18 |
|
1.000 |
123-20 |
|
1.618 |
122-04 |
|
2.618 |
119-21 |
|
4.250 |
115-21 |
|
|
| Fisher Pivots for day following 19-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-10 |
128-02 |
| PP |
126-31 |
127-15 |
| S1 |
126-20 |
126-28 |
|