ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 03-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2009 |
03-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
126-18 |
1-19 |
1.3% |
127-11 |
| High |
126-23 |
127-04 |
0-12 |
0.3% |
129-12 |
| Low |
124-28 |
125-07 |
0-10 |
0.3% |
124-11 |
| Close |
126-00 |
125-24 |
-0-08 |
-0.2% |
124-20 |
| Range |
1-26 |
1-28 |
0-02 |
3.4% |
5-01 |
| ATR |
2-09 |
2-08 |
-0-01 |
-1.2% |
0-00 |
| Volume |
129,247 |
57,128 |
-72,119 |
-55.8% |
1,889,656 |
|
| Daily Pivots for day following 03-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-22 |
130-20 |
126-26 |
|
| R3 |
129-26 |
128-24 |
126-09 |
|
| R2 |
127-30 |
127-30 |
126-04 |
|
| R1 |
126-27 |
126-27 |
125-30 |
126-14 |
| PP |
126-01 |
126-01 |
126-01 |
125-26 |
| S1 |
124-30 |
124-30 |
125-19 |
124-18 |
| S2 |
124-04 |
124-04 |
125-13 |
|
| S3 |
122-08 |
123-02 |
125-08 |
|
| S4 |
120-12 |
121-06 |
124-23 |
|
|
| 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 |
128-08 |
124-11 |
3-28 |
3.1% |
2-01 |
1.6% |
37% |
False |
False |
279,219 |
| 10 |
130-12 |
124-11 |
6-02 |
4.8% |
2-04 |
1.7% |
24% |
False |
False |
285,049 |
| 20 |
130-12 |
124-11 |
6-02 |
4.8% |
2-05 |
1.7% |
24% |
False |
False |
235,618 |
| 40 |
137-31 |
124-11 |
13-20 |
10.8% |
2-08 |
1.8% |
10% |
False |
False |
211,950 |
| 60 |
141-28 |
124-11 |
17-16 |
13.9% |
2-08 |
1.8% |
8% |
False |
False |
188,253 |
| 80 |
141-28 |
114-01 |
27-26 |
22.1% |
2-09 |
1.8% |
42% |
False |
False |
164,093 |
| 100 |
141-28 |
110-27 |
31-00 |
24.7% |
2-06 |
1.7% |
48% |
False |
False |
131,452 |
| 120 |
141-28 |
110-27 |
31-00 |
24.7% |
2-05 |
1.7% |
48% |
False |
False |
109,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-05 |
|
2.618 |
132-02 |
|
1.618 |
130-05 |
|
1.000 |
129-00 |
|
0.618 |
128-09 |
|
HIGH |
127-04 |
|
0.618 |
126-12 |
|
0.500 |
126-05 |
|
0.382 |
125-30 |
|
LOW |
125-07 |
|
0.618 |
124-02 |
|
1.000 |
123-10 |
|
1.618 |
122-05 |
|
2.618 |
120-09 |
|
4.250 |
117-06 |
|
|
| Fisher Pivots for day following 03-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-05 |
125-24 |
| PP |
126-01 |
125-24 |
| S1 |
125-29 |
125-23 |
|