ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 17-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2009 |
17-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
127-12 |
126-14 |
-0-30 |
-0.7% |
127-28 |
| High |
128-00 |
127-05 |
-0-26 |
-0.6% |
128-18 |
| Low |
125-18 |
125-10 |
-0-08 |
-0.2% |
125-12 |
| Close |
126-08 |
125-18 |
-0-22 |
-0.6% |
127-16 |
| Range |
2-14 |
1-28 |
-0-18 |
-23.2% |
3-06 |
| ATR |
2-06 |
2-05 |
-0-01 |
-1.0% |
0-00 |
| Volume |
2,849 |
2,494 |
-355 |
-12.5% |
48,861 |
|
| Daily Pivots for day following 17-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-18 |
130-14 |
126-18 |
|
| R3 |
129-23 |
128-18 |
126-02 |
|
| R2 |
127-28 |
127-28 |
125-28 |
|
| R1 |
126-22 |
126-22 |
125-23 |
126-11 |
| PP |
126-00 |
126-00 |
126-00 |
125-26 |
| S1 |
124-27 |
124-27 |
125-12 |
124-16 |
| S2 |
124-04 |
124-04 |
125-07 |
|
| S3 |
122-09 |
123-00 |
125-01 |
|
| S4 |
120-14 |
121-04 |
124-17 |
|
|
| 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 |
125-10 |
3-08 |
2.6% |
1-30 |
1.5% |
8% |
False |
True |
5,823 |
| 10 |
129-07 |
124-20 |
4-18 |
3.6% |
2-02 |
1.7% |
20% |
False |
False |
13,934 |
| 20 |
130-12 |
124-11 |
6-02 |
4.8% |
2-03 |
1.7% |
20% |
False |
False |
149,491 |
| 40 |
135-01 |
124-11 |
10-22 |
8.5% |
2-06 |
1.8% |
11% |
False |
False |
172,968 |
| 60 |
141-28 |
124-11 |
17-16 |
14.0% |
2-06 |
1.7% |
7% |
False |
False |
159,031 |
| 80 |
141-28 |
121-11 |
20-16 |
16.3% |
2-10 |
1.8% |
20% |
False |
False |
164,764 |
| 100 |
141-28 |
111-07 |
30-20 |
24.4% |
2-08 |
1.8% |
47% |
False |
False |
132,774 |
| 120 |
141-28 |
110-27 |
31-00 |
24.7% |
2-06 |
1.7% |
47% |
False |
False |
110,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-02 |
|
2.618 |
132-01 |
|
1.618 |
130-05 |
|
1.000 |
129-00 |
|
0.618 |
128-10 |
|
HIGH |
127-05 |
|
0.618 |
126-14 |
|
0.500 |
126-07 |
|
0.382 |
126-00 |
|
LOW |
125-10 |
|
0.618 |
124-05 |
|
1.000 |
123-14 |
|
1.618 |
122-09 |
|
2.618 |
120-14 |
|
4.250 |
117-13 |
|
|
| Fisher Pivots for day following 17-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-07 |
126-30 |
| PP |
126-00 |
126-15 |
| S1 |
125-25 |
126-00 |
|