ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 18-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2009 |
18-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
126-14 |
125-16 |
-0-30 |
-0.7% |
127-28 |
| High |
127-05 |
133-20 |
6-14 |
5.1% |
128-18 |
| Low |
125-10 |
125-02 |
-0-07 |
-0.2% |
125-12 |
| Close |
125-18 |
130-20 |
5-03 |
4.1% |
127-16 |
| Range |
1-28 |
8-17 |
6-22 |
358.8% |
3-06 |
| ATR |
2-05 |
2-19 |
0-15 |
21.2% |
0-00 |
| Volume |
2,494 |
2,591 |
97 |
3.9% |
48,861 |
|
| Daily Pivots for day following 18-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-12 |
151-17 |
135-11 |
|
| R3 |
146-27 |
143-00 |
133-00 |
|
| R2 |
138-10 |
138-10 |
132-07 |
|
| R1 |
134-15 |
134-15 |
131-14 |
136-12 |
| PP |
129-25 |
129-25 |
129-25 |
130-24 |
| S1 |
125-30 |
125-30 |
129-27 |
127-28 |
| S2 |
121-08 |
121-08 |
129-02 |
|
| S3 |
112-23 |
117-13 |
128-09 |
|
| S4 |
104-06 |
108-28 |
125-30 |
|
|
| 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 |
133-20 |
125-02 |
8-17 |
6.5% |
3-07 |
2.5% |
65% |
True |
True |
4,122 |
| 10 |
133-20 |
125-00 |
8-20 |
6.6% |
2-24 |
2.1% |
66% |
True |
False |
10,586 |
| 20 |
133-20 |
124-11 |
9-08 |
7.1% |
2-13 |
1.8% |
68% |
True |
False |
137,041 |
| 40 |
134-07 |
124-11 |
9-28 |
7.6% |
2-11 |
1.8% |
64% |
False |
False |
169,040 |
| 60 |
141-25 |
124-11 |
17-14 |
13.3% |
2-09 |
1.8% |
36% |
False |
False |
155,813 |
| 80 |
141-28 |
123-08 |
18-20 |
14.2% |
2-10 |
1.8% |
40% |
False |
False |
164,316 |
| 100 |
141-28 |
111-07 |
30-20 |
23.5% |
2-10 |
1.8% |
63% |
False |
False |
132,797 |
| 120 |
141-28 |
110-27 |
31-00 |
23.7% |
2-08 |
1.7% |
64% |
False |
False |
110,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
169-28 |
|
2.618 |
155-30 |
|
1.618 |
147-13 |
|
1.000 |
142-04 |
|
0.618 |
138-28 |
|
HIGH |
133-20 |
|
0.618 |
130-11 |
|
0.500 |
129-11 |
|
0.382 |
128-11 |
|
LOW |
125-02 |
|
0.618 |
119-26 |
|
1.000 |
116-18 |
|
1.618 |
111-09 |
|
2.618 |
102-24 |
|
4.250 |
88-26 |
|
|
| Fisher Pivots for day following 18-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
130-07 |
130-07 |
| PP |
129-25 |
129-25 |
| S1 |
129-11 |
129-11 |
|