ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-14 |
125-20 |
-0-26 |
-0.6% |
127-11 |
| High |
126-22 |
126-24 |
0-01 |
0.0% |
129-12 |
| Low |
125-00 |
124-11 |
-0-22 |
-0.5% |
124-11 |
| Close |
125-25 |
124-20 |
-1-06 |
-0.9% |
124-20 |
| Range |
1-22 |
2-12 |
0-22 |
41.7% |
5-01 |
| ATR |
2-10 |
2-10 |
0-00 |
0.3% |
0-00 |
| Volume |
384,832 |
376,071 |
-8,761 |
-2.3% |
1,889,656 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-13 |
130-29 |
125-30 |
|
| R3 |
130-00 |
128-16 |
125-09 |
|
| R2 |
127-20 |
127-20 |
125-02 |
|
| R1 |
126-04 |
126-04 |
124-27 |
125-22 |
| PP |
125-07 |
125-07 |
125-07 |
125-00 |
| S1 |
123-23 |
123-23 |
124-12 |
123-09 |
| S2 |
122-27 |
122-27 |
124-05 |
|
| S3 |
120-14 |
121-11 |
123-30 |
|
| S4 |
118-02 |
118-30 |
123-09 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-06 |
137-30 |
127-12 |
|
| R3 |
136-06 |
132-29 |
126-00 |
|
| R2 |
131-04 |
131-04 |
125-17 |
|
| R1 |
127-28 |
127-28 |
125-02 |
127-00 |
| PP |
126-04 |
126-04 |
126-04 |
125-21 |
| S1 |
122-27 |
122-27 |
124-05 |
121-31 |
| S2 |
121-02 |
121-02 |
123-22 |
|
| S3 |
116-02 |
117-26 |
123-07 |
|
| S4 |
111-00 |
112-25 |
121-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-12 |
124-11 |
5-01 |
4.0% |
2-00 |
1.6% |
5% |
False |
True |
377,931 |
| 10 |
130-12 |
124-11 |
6-02 |
4.9% |
2-14 |
2.0% |
4% |
False |
True |
310,965 |
| 20 |
130-12 |
124-11 |
6-02 |
4.9% |
2-05 |
1.7% |
4% |
False |
True |
249,539 |
| 40 |
141-24 |
124-11 |
17-13 |
14.0% |
2-11 |
1.9% |
2% |
False |
True |
211,170 |
| 60 |
141-28 |
124-11 |
17-16 |
14.1% |
2-08 |
1.8% |
2% |
False |
True |
192,708 |
| 80 |
141-28 |
111-25 |
30-02 |
24.1% |
2-09 |
1.8% |
43% |
False |
False |
161,783 |
| 100 |
141-28 |
110-27 |
31-00 |
24.9% |
2-07 |
1.8% |
44% |
False |
False |
129,590 |
| 120 |
141-28 |
110-27 |
31-00 |
24.9% |
2-05 |
1.7% |
44% |
False |
False |
108,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-29 |
|
2.618 |
133-00 |
|
1.618 |
130-19 |
|
1.000 |
129-04 |
|
0.618 |
128-07 |
|
HIGH |
126-24 |
|
0.618 |
125-26 |
|
0.500 |
125-17 |
|
0.382 |
125-08 |
|
LOW |
124-11 |
|
0.618 |
122-28 |
|
1.000 |
121-30 |
|
1.618 |
120-15 |
|
2.618 |
118-03 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-17 |
126-09 |
| PP |
125-07 |
125-23 |
| S1 |
124-29 |
125-05 |
|