ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 06-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2009 |
06-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-15 |
128-09 |
2-26 |
2.2% |
125-00 |
| High |
128-26 |
129-07 |
0-13 |
0.3% |
129-07 |
| Low |
125-00 |
127-14 |
2-15 |
2.0% |
124-20 |
| Close |
128-08 |
128-18 |
0-10 |
0.2% |
128-18 |
| Range |
3-26 |
1-24 |
-2-02 |
-53.9% |
4-18 |
| ATR |
2-11 |
2-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
29,514 |
19,558 |
-9,956 |
-33.7% |
271,513 |
|
| Daily Pivots for day following 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-23 |
132-29 |
129-17 |
|
| R3 |
131-30 |
131-04 |
129-02 |
|
| R2 |
130-06 |
130-06 |
128-28 |
|
| R1 |
129-12 |
129-12 |
128-23 |
129-25 |
| PP |
128-13 |
128-13 |
128-13 |
128-20 |
| S1 |
127-19 |
127-19 |
128-13 |
128-00 |
| S2 |
126-21 |
126-21 |
128-08 |
|
| S3 |
124-28 |
125-27 |
128-02 |
|
| S4 |
123-04 |
124-02 |
127-19 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-07 |
139-15 |
131-03 |
|
| R3 |
136-20 |
134-28 |
129-26 |
|
| R2 |
132-02 |
132-02 |
129-13 |
|
| R1 |
130-10 |
130-10 |
128-31 |
131-06 |
| PP |
127-15 |
127-15 |
127-15 |
127-29 |
| S1 |
125-23 |
125-23 |
128-05 |
126-19 |
| S2 |
122-29 |
122-29 |
127-23 |
|
| S3 |
118-10 |
121-05 |
127-10 |
|
| S4 |
113-24 |
116-18 |
126-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-07 |
124-20 |
4-18 |
3.6% |
2-07 |
1.7% |
86% |
True |
False |
54,302 |
| 10 |
129-12 |
124-11 |
5-01 |
3.9% |
2-04 |
1.6% |
84% |
False |
False |
216,116 |
| 20 |
130-12 |
124-11 |
6-02 |
4.7% |
2-07 |
1.7% |
70% |
False |
False |
212,518 |
| 40 |
137-31 |
124-11 |
13-20 |
10.6% |
2-08 |
1.7% |
31% |
False |
False |
200,270 |
| 60 |
141-28 |
124-11 |
17-16 |
13.6% |
2-08 |
1.7% |
24% |
False |
False |
177,905 |
| 80 |
141-28 |
115-05 |
26-22 |
20.8% |
2-09 |
1.8% |
50% |
False |
False |
165,049 |
| 100 |
141-28 |
110-27 |
31-00 |
24.1% |
2-07 |
1.7% |
57% |
False |
False |
132,299 |
| 120 |
141-28 |
110-27 |
31-00 |
24.1% |
2-05 |
1.7% |
57% |
False |
False |
110,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-23 |
|
2.618 |
133-27 |
|
1.618 |
132-02 |
|
1.000 |
131-00 |
|
0.618 |
130-10 |
|
HIGH |
129-07 |
|
0.618 |
128-17 |
|
0.500 |
128-11 |
|
0.382 |
128-04 |
|
LOW |
127-14 |
|
0.618 |
126-12 |
|
1.000 |
125-22 |
|
1.618 |
124-19 |
|
2.618 |
122-27 |
|
4.250 |
119-30 |
|
|
| Fisher Pivots for day following 06-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-16 |
128-01 |
| PP |
128-13 |
127-15 |
| S1 |
128-11 |
126-30 |
|