ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
128-06 |
126-12 |
-1-26 |
-1.4% |
126-16 |
| High |
128-18 |
129-02 |
0-16 |
0.4% |
130-12 |
| Low |
126-03 |
126-12 |
0-08 |
0.2% |
125-24 |
| Close |
126-08 |
127-20 |
1-12 |
1.1% |
127-20 |
| Range |
2-14 |
2-22 |
0-08 |
10.2% |
4-20 |
| ATR |
2-13 |
2-14 |
0-01 |
1.2% |
0-00 |
| Volume |
246,892 |
275,983 |
29,091 |
11.8% |
964,168 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-25 |
134-13 |
129-04 |
|
| R3 |
133-03 |
131-23 |
128-12 |
|
| R2 |
130-12 |
130-12 |
128-04 |
|
| R1 |
129-00 |
129-00 |
127-28 |
129-22 |
| PP |
127-22 |
127-22 |
127-22 |
128-01 |
| S1 |
126-10 |
126-10 |
127-12 |
127-00 |
| S2 |
124-31 |
124-31 |
127-04 |
|
| S3 |
122-09 |
123-19 |
126-28 |
|
| S4 |
119-18 |
120-29 |
126-04 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-26 |
139-11 |
130-05 |
|
| R3 |
137-06 |
134-23 |
128-29 |
|
| R2 |
132-18 |
132-18 |
128-15 |
|
| R1 |
130-03 |
130-03 |
128-02 |
131-10 |
| PP |
127-30 |
127-30 |
127-30 |
128-17 |
| S1 |
125-15 |
125-15 |
127-06 |
126-22 |
| S2 |
123-10 |
123-10 |
126-25 |
|
| S3 |
118-22 |
120-27 |
126-11 |
|
| S4 |
114-02 |
116-07 |
125-03 |
|
|
| 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 |
3.6% |
2-28 |
2.3% |
40% |
False |
False |
243,999 |
| 10 |
130-12 |
125-00 |
5-13 |
4.2% |
2-11 |
1.8% |
49% |
False |
False |
208,920 |
| 20 |
131-20 |
125-00 |
6-20 |
5.2% |
2-08 |
1.8% |
40% |
False |
False |
206,335 |
| 40 |
141-25 |
125-00 |
16-26 |
13.2% |
2-09 |
1.8% |
16% |
False |
False |
170,995 |
| 60 |
141-28 |
123-20 |
18-08 |
14.3% |
2-09 |
1.8% |
22% |
False |
False |
178,126 |
| 80 |
141-28 |
111-07 |
30-20 |
24.0% |
2-09 |
1.8% |
54% |
False |
False |
138,259 |
| 100 |
141-28 |
110-27 |
31-00 |
24.3% |
2-07 |
1.7% |
54% |
False |
False |
110,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-18 |
|
2.618 |
136-04 |
|
1.618 |
133-14 |
|
1.000 |
131-24 |
|
0.618 |
130-23 |
|
HIGH |
129-02 |
|
0.618 |
128-01 |
|
0.500 |
127-23 |
|
0.382 |
127-13 |
|
LOW |
126-12 |
|
0.618 |
124-22 |
|
1.000 |
123-21 |
|
1.618 |
122-00 |
|
2.618 |
119-09 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-23 |
128-08 |
| PP |
127-22 |
128-01 |
| S1 |
127-21 |
127-27 |
|