ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 18-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2009 |
18-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-06 |
128-07 |
3-01 |
2.4% |
124-11 |
| High |
128-16 |
129-02 |
0-18 |
0.4% |
128-04 |
| Low |
124-11 |
126-26 |
2-15 |
2.0% |
123-23 |
| Close |
128-02 |
127-13 |
-0-21 |
-0.5% |
125-00 |
| Range |
4-05 |
2-08 |
-1-29 |
-45.9% |
4-13 |
| ATR |
2-10 |
2-10 |
0-00 |
-0.2% |
0-00 |
| Volume |
3,732 |
21,747 |
18,015 |
482.7% |
34,169 |
|
| Daily Pivots for day following 18-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-16 |
133-07 |
128-21 |
|
| R3 |
132-08 |
130-31 |
128-01 |
|
| R2 |
130-00 |
130-00 |
127-26 |
|
| R1 |
128-23 |
128-23 |
127-20 |
128-08 |
| PP |
127-24 |
127-24 |
127-24 |
127-17 |
| S1 |
126-15 |
126-15 |
127-06 |
126-00 |
| S2 |
125-16 |
125-16 |
127-00 |
|
| S3 |
123-08 |
124-07 |
126-25 |
|
| S4 |
121-00 |
121-31 |
126-05 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-27 |
136-10 |
127-14 |
|
| R3 |
134-14 |
131-29 |
126-07 |
|
| R2 |
130-01 |
130-01 |
125-26 |
|
| R1 |
127-16 |
127-16 |
125-13 |
128-24 |
| PP |
125-20 |
125-20 |
125-20 |
126-08 |
| S1 |
123-03 |
123-03 |
124-19 |
124-12 |
| S2 |
121-07 |
121-07 |
124-06 |
|
| S3 |
116-26 |
118-22 |
123-25 |
|
| S4 |
112-13 |
114-09 |
122-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-20 |
|
2.618 |
134-30 |
|
1.618 |
132-22 |
|
1.000 |
131-10 |
|
0.618 |
130-14 |
|
HIGH |
129-02 |
|
0.618 |
128-06 |
|
0.500 |
127-30 |
|
0.382 |
127-22 |
|
LOW |
126-26 |
|
0.618 |
125-14 |
|
1.000 |
124-18 |
|
1.618 |
123-06 |
|
2.618 |
120-30 |
|
4.250 |
117-08 |
|
|
| Fisher Pivots for day following 18-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-30 |
127-06 |
| PP |
127-24 |
126-30 |
| S1 |
127-19 |
126-22 |
|