ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 23-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2009 |
23-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-12 |
127-11 |
0-31 |
0.8% |
126-16 |
| High |
129-02 |
128-04 |
-0-30 |
-0.7% |
130-12 |
| Low |
126-12 |
126-05 |
-0-06 |
-0.2% |
125-24 |
| Close |
127-20 |
127-28 |
0-08 |
0.2% |
127-20 |
| Range |
2-22 |
2-00 |
-0-23 |
-26.6% |
4-20 |
| ATR |
2-14 |
2-13 |
-0-01 |
-1.3% |
0-00 |
| Volume |
275,983 |
336,398 |
60,415 |
21.9% |
964,168 |
|
| Daily Pivots for day following 23-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-11 |
132-19 |
128-31 |
|
| R3 |
131-12 |
130-20 |
128-14 |
|
| R2 |
129-12 |
129-12 |
128-08 |
|
| R1 |
128-20 |
128-20 |
128-02 |
129-00 |
| PP |
127-13 |
127-13 |
127-13 |
127-19 |
| S1 |
126-21 |
126-21 |
127-23 |
127-01 |
| S2 |
125-13 |
125-13 |
127-17 |
|
| S3 |
123-14 |
124-21 |
127-11 |
|
| S4 |
121-14 |
122-22 |
126-26 |
|
|
| 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% |
2-22 |
2.1% |
46% |
False |
False |
260,113 |
| 10 |
130-12 |
125-00 |
5-13 |
4.2% |
2-11 |
1.8% |
54% |
False |
False |
225,749 |
| 20 |
131-20 |
125-00 |
6-20 |
5.2% |
2-08 |
1.8% |
44% |
False |
False |
211,705 |
| 40 |
141-25 |
125-00 |
16-26 |
13.1% |
2-09 |
1.8% |
17% |
False |
False |
176,932 |
| 60 |
141-28 |
125-00 |
16-28 |
13.2% |
2-08 |
1.8% |
17% |
False |
False |
179,816 |
| 80 |
141-28 |
111-07 |
30-20 |
24.0% |
2-09 |
1.8% |
54% |
False |
False |
142,457 |
| 100 |
141-28 |
110-27 |
31-00 |
24.3% |
2-06 |
1.7% |
55% |
False |
False |
114,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-18 |
|
2.618 |
133-11 |
|
1.618 |
131-11 |
|
1.000 |
130-04 |
|
0.618 |
129-12 |
|
HIGH |
128-04 |
|
0.618 |
127-12 |
|
0.500 |
127-05 |
|
0.382 |
126-29 |
|
LOW |
126-05 |
|
0.618 |
124-30 |
|
1.000 |
124-06 |
|
1.618 |
122-30 |
|
2.618 |
120-31 |
|
4.250 |
117-23 |
|
|
| Fisher Pivots for day following 23-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-21 |
127-25 |
| PP |
127-13 |
127-22 |
| S1 |
127-05 |
127-18 |
|