ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 16-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2009 |
16-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-14 |
127-12 |
-1-01 |
-0.8% |
127-28 |
| High |
128-18 |
128-00 |
-0-18 |
-0.4% |
128-18 |
| Low |
126-24 |
125-18 |
-1-06 |
-0.9% |
125-12 |
| Close |
127-16 |
126-08 |
-1-08 |
-1.0% |
127-16 |
| Range |
1-26 |
2-14 |
0-20 |
33.6% |
3-06 |
| ATR |
2-05 |
2-06 |
0-01 |
0.9% |
0-00 |
| Volume |
4,904 |
2,849 |
-2,055 |
-41.9% |
48,861 |
|
| Daily Pivots for day following 16-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-28 |
132-15 |
127-19 |
|
| R3 |
131-14 |
130-02 |
126-29 |
|
| R2 |
129-01 |
129-01 |
126-22 |
|
| R1 |
127-20 |
127-20 |
126-15 |
127-04 |
| PP |
126-19 |
126-19 |
126-19 |
126-11 |
| S1 |
125-07 |
125-07 |
126-01 |
124-22 |
| S2 |
124-06 |
124-06 |
125-26 |
|
| S3 |
121-24 |
122-25 |
125-19 |
|
| S4 |
119-11 |
120-12 |
124-29 |
|
|
| Weekly Pivots for week ending 13-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-24 |
135-11 |
129-09 |
|
| R3 |
133-18 |
132-04 |
128-13 |
|
| R2 |
130-11 |
130-11 |
128-03 |
|
| R1 |
128-30 |
128-30 |
127-26 |
128-01 |
| PP |
127-05 |
127-05 |
127-05 |
126-22 |
| S1 |
125-23 |
125-23 |
127-07 |
124-27 |
| S2 |
123-30 |
123-30 |
126-30 |
|
| S3 |
120-24 |
122-17 |
126-20 |
|
| S4 |
117-17 |
119-10 |
125-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-18 |
125-12 |
3-06 |
2.5% |
1-31 |
1.6% |
28% |
False |
False |
7,074 |
| 10 |
129-07 |
124-20 |
4-18 |
3.6% |
2-03 |
1.6% |
35% |
False |
False |
19,397 |
| 20 |
130-12 |
124-11 |
6-02 |
4.8% |
2-07 |
1.7% |
32% |
False |
False |
158,852 |
| 40 |
136-27 |
124-11 |
12-16 |
9.9% |
2-07 |
1.8% |
15% |
False |
False |
177,287 |
| 60 |
141-28 |
124-11 |
17-16 |
13.9% |
2-06 |
1.7% |
11% |
False |
False |
161,690 |
| 80 |
141-28 |
119-03 |
22-24 |
18.0% |
2-10 |
1.8% |
31% |
False |
False |
165,194 |
| 100 |
141-28 |
111-07 |
30-20 |
24.3% |
2-08 |
1.8% |
49% |
False |
False |
132,811 |
| 120 |
141-28 |
110-27 |
31-00 |
24.6% |
2-05 |
1.7% |
50% |
False |
False |
110,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-09 |
|
2.618 |
134-10 |
|
1.618 |
131-29 |
|
1.000 |
130-13 |
|
0.618 |
129-15 |
|
HIGH |
128-00 |
|
0.618 |
127-02 |
|
0.500 |
126-25 |
|
0.382 |
126-16 |
|
LOW |
125-18 |
|
0.618 |
124-02 |
|
1.000 |
123-04 |
|
1.618 |
121-21 |
|
2.618 |
119-07 |
|
4.250 |
115-09 |
|
|
| Fisher Pivots for day following 16-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-25 |
127-02 |
| PP |
126-19 |
126-25 |
| S1 |
126-14 |
126-17 |
|