ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 20-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2009 |
20-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-31 |
125-07 |
-1-24 |
-1.4% |
125-06 |
| High |
127-09 |
127-28 |
0-19 |
0.5% |
129-02 |
| Low |
124-28 |
125-05 |
0-09 |
0.2% |
124-11 |
| Close |
125-01 |
126-15 |
1-14 |
1.1% |
126-15 |
| Range |
2-13 |
2-23 |
0-10 |
13.0% |
4-23 |
| ATR |
2-11 |
2-12 |
0-01 |
1.6% |
0-00 |
| Volume |
32,966 |
60,629 |
27,663 |
83.9% |
119,074 |
|
| Daily Pivots for day following 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-21 |
133-09 |
127-31 |
|
| R3 |
131-30 |
130-18 |
127-07 |
|
| R2 |
129-07 |
129-07 |
126-31 |
|
| R1 |
127-27 |
127-27 |
126-23 |
128-17 |
| PP |
126-16 |
126-16 |
126-16 |
126-27 |
| S1 |
125-04 |
125-04 |
126-07 |
125-26 |
| S2 |
123-25 |
123-25 |
125-31 |
|
| S3 |
121-02 |
122-13 |
125-23 |
|
| S4 |
118-11 |
119-22 |
124-31 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
138-11 |
129-02 |
|
| R3 |
136-02 |
133-20 |
127-25 |
|
| R2 |
131-11 |
131-11 |
127-11 |
|
| R1 |
128-29 |
128-29 |
126-29 |
130-04 |
| PP |
126-20 |
126-20 |
126-20 |
127-08 |
| S1 |
124-06 |
124-06 |
126-01 |
125-13 |
| S2 |
121-29 |
121-29 |
125-19 |
|
| S3 |
117-06 |
119-15 |
125-05 |
|
| S4 |
112-15 |
114-24 |
123-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
129-02 |
124-11 |
4-23 |
3.7% |
2-28 |
2.3% |
45% |
False |
False |
24,895 |
| 10 |
129-02 |
123-23 |
5-11 |
4.2% |
2-10 |
1.8% |
51% |
False |
False |
15,527 |
| 20 |
130-11 |
123-23 |
6-20 |
5.2% |
2-06 |
1.7% |
42% |
False |
False |
8,459 |
| 40 |
140-12 |
123-23 |
16-21 |
13.2% |
2-06 |
1.7% |
17% |
False |
False |
4,452 |
| 60 |
140-16 |
122-19 |
17-29 |
14.2% |
2-04 |
1.7% |
22% |
False |
False |
2,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-14 |
|
2.618 |
135-00 |
|
1.618 |
132-09 |
|
1.000 |
130-19 |
|
0.618 |
129-18 |
|
HIGH |
127-28 |
|
0.618 |
126-27 |
|
0.500 |
126-16 |
|
0.382 |
126-06 |
|
LOW |
125-05 |
|
0.618 |
123-15 |
|
1.000 |
122-14 |
|
1.618 |
120-24 |
|
2.618 |
118-01 |
|
4.250 |
113-19 |
|
|
| Fisher Pivots for day following 20-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-16 |
126-31 |
| PP |
126-16 |
126-26 |
| S1 |
126-16 |
126-20 |
|