ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 25-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2009 |
25-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
128-02 |
127-22 |
-0-12 |
-0.3% |
126-16 |
| High |
129-12 |
128-08 |
-1-04 |
-0.9% |
130-12 |
| Low |
127-22 |
125-30 |
-1-24 |
-1.4% |
125-24 |
| Close |
127-28 |
126-06 |
-1-22 |
-1.3% |
127-20 |
| Range |
1-22 |
2-10 |
0-20 |
37.0% |
4-20 |
| ATR |
2-11 |
2-11 |
0-00 |
-0.1% |
0-00 |
| Volume |
343,534 |
448,821 |
105,287 |
30.6% |
964,168 |
|
| Daily Pivots for day following 25-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-23 |
132-08 |
127-15 |
|
| R3 |
131-13 |
129-30 |
126-26 |
|
| R2 |
129-03 |
129-03 |
126-20 |
|
| R1 |
127-20 |
127-20 |
126-13 |
127-07 |
| PP |
126-25 |
126-25 |
126-25 |
126-18 |
| S1 |
125-10 |
125-10 |
125-31 |
124-29 |
| S2 |
124-15 |
124-15 |
125-24 |
|
| S3 |
122-05 |
123-00 |
125-18 |
|
| S4 |
119-27 |
120-22 |
124-29 |
|
|
| 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 |
129-12 |
125-30 |
3-14 |
2.7% |
2-07 |
1.8% |
8% |
False |
True |
330,325 |
| 10 |
130-12 |
125-24 |
4-20 |
3.7% |
2-12 |
1.9% |
9% |
False |
False |
273,893 |
| 20 |
131-20 |
125-00 |
6-20 |
5.3% |
2-08 |
1.8% |
18% |
False |
False |
231,482 |
| 40 |
141-25 |
125-00 |
16-26 |
13.3% |
2-11 |
1.9% |
7% |
False |
False |
193,936 |
| 60 |
141-28 |
125-00 |
16-28 |
13.4% |
2-09 |
1.8% |
7% |
False |
False |
183,920 |
| 80 |
141-28 |
111-07 |
30-20 |
24.3% |
2-09 |
1.8% |
49% |
False |
False |
152,311 |
| 100 |
141-28 |
110-27 |
31-00 |
24.6% |
2-07 |
1.8% |
49% |
False |
False |
121,985 |
| 120 |
141-28 |
110-27 |
31-00 |
24.6% |
2-04 |
1.7% |
49% |
False |
False |
101,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-02 |
|
2.618 |
134-09 |
|
1.618 |
131-31 |
|
1.000 |
130-18 |
|
0.618 |
129-21 |
|
HIGH |
128-08 |
|
0.618 |
127-11 |
|
0.500 |
127-02 |
|
0.382 |
126-26 |
|
LOW |
125-30 |
|
0.618 |
124-16 |
|
1.000 |
123-20 |
|
1.618 |
122-06 |
|
2.618 |
119-28 |
|
4.250 |
116-03 |
|
|
| Fisher Pivots for day following 25-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-02 |
127-21 |
| PP |
126-25 |
127-05 |
| S1 |
126-16 |
126-22 |
|