ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
127-22 |
126-14 |
-1-08 |
-1.0% |
126-16 |
| High |
128-08 |
126-22 |
-1-17 |
-1.2% |
130-12 |
| Low |
125-30 |
125-00 |
-0-29 |
-0.7% |
125-24 |
| Close |
126-06 |
125-25 |
-0-13 |
-0.3% |
127-20 |
| Range |
2-10 |
1-22 |
-0-20 |
-27.0% |
4-20 |
| ATR |
2-11 |
2-10 |
-0-02 |
-2.0% |
0-00 |
| Volume |
448,821 |
384,832 |
-63,989 |
-14.3% |
964,168 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-29 |
130-01 |
126-23 |
|
| R3 |
129-07 |
128-11 |
126-08 |
|
| R2 |
127-17 |
127-17 |
126-03 |
|
| R1 |
126-21 |
126-21 |
125-30 |
126-08 |
| PP |
125-27 |
125-27 |
125-27 |
125-20 |
| S1 |
124-31 |
124-31 |
125-20 |
124-18 |
| S2 |
124-05 |
124-05 |
125-15 |
|
| S3 |
122-15 |
123-09 |
125-10 |
|
| S4 |
120-25 |
121-19 |
124-27 |
|
|
| 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 |
125-00 |
4-12 |
3.5% |
2-02 |
1.6% |
18% |
False |
True |
357,913 |
| 10 |
130-12 |
125-00 |
5-12 |
4.3% |
2-13 |
1.9% |
14% |
False |
True |
291,564 |
| 20 |
130-12 |
125-00 |
5-13 |
4.3% |
2-06 |
1.7% |
15% |
False |
False |
242,056 |
| 40 |
141-24 |
125-00 |
16-24 |
13.3% |
2-11 |
1.9% |
5% |
False |
False |
203,066 |
| 60 |
141-28 |
125-00 |
16-28 |
13.4% |
2-09 |
1.8% |
5% |
False |
False |
187,997 |
| 80 |
141-28 |
111-07 |
30-20 |
24.4% |
2-09 |
1.8% |
48% |
False |
False |
157,103 |
| 100 |
141-28 |
110-27 |
31-00 |
24.7% |
2-06 |
1.8% |
48% |
False |
False |
125,833 |
| 120 |
141-28 |
110-27 |
31-00 |
24.7% |
2-05 |
1.7% |
48% |
False |
False |
104,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-28 |
|
2.618 |
131-04 |
|
1.618 |
129-14 |
|
1.000 |
128-12 |
|
0.618 |
127-24 |
|
HIGH |
126-22 |
|
0.618 |
126-02 |
|
0.500 |
125-28 |
|
0.382 |
125-21 |
|
LOW |
125-00 |
|
0.618 |
123-31 |
|
1.000 |
123-10 |
|
1.618 |
122-09 |
|
2.618 |
120-19 |
|
4.250 |
117-27 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
127-06 |
| PP |
125-27 |
126-23 |
| S1 |
125-26 |
126-08 |
|