ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 26-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2009 |
26-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-16 |
125-08 |
-1-08 |
-1.0% |
125-06 |
| High |
127-01 |
125-16 |
-1-17 |
-1.2% |
129-02 |
| Low |
124-23 |
123-25 |
-0-30 |
-0.8% |
124-11 |
| Close |
124-31 |
124-19 |
-0-12 |
-0.3% |
126-15 |
| Range |
2-10 |
1-23 |
-0-19 |
-25.7% |
4-23 |
| ATR |
2-10 |
2-08 |
-0-01 |
-1.8% |
0-00 |
| Volume |
268,296 |
222,559 |
-45,737 |
-17.0% |
119,074 |
|
| Daily Pivots for day following 26-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-25 |
128-29 |
125-17 |
|
| R3 |
128-02 |
127-06 |
125-02 |
|
| R2 |
126-11 |
126-11 |
124-29 |
|
| R1 |
125-15 |
125-15 |
124-24 |
125-02 |
| PP |
124-20 |
124-20 |
124-20 |
124-13 |
| S1 |
123-24 |
123-24 |
124-14 |
123-10 |
| S2 |
122-29 |
122-29 |
124-09 |
|
| S3 |
121-06 |
122-01 |
124-04 |
|
| S4 |
119-15 |
120-10 |
123-21 |
|
|
| 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 |
128-07 |
123-25 |
4-14 |
3.6% |
2-03 |
1.7% |
18% |
False |
True |
159,512 |
| 10 |
129-02 |
123-25 |
5-09 |
4.2% |
2-13 |
1.9% |
15% |
False |
True |
87,318 |
| 20 |
129-02 |
123-23 |
5-11 |
4.3% |
2-05 |
1.7% |
16% |
False |
False |
45,180 |
| 40 |
140-10 |
123-23 |
16-19 |
13.3% |
2-09 |
1.8% |
5% |
False |
False |
22,874 |
| 60 |
140-16 |
123-23 |
16-25 |
13.5% |
2-06 |
1.8% |
5% |
False |
False |
15,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-26 |
|
2.618 |
130-00 |
|
1.618 |
128-09 |
|
1.000 |
127-07 |
|
0.618 |
126-18 |
|
HIGH |
125-16 |
|
0.618 |
124-27 |
|
0.500 |
124-20 |
|
0.382 |
124-14 |
|
LOW |
123-25 |
|
0.618 |
122-23 |
|
1.000 |
122-02 |
|
1.618 |
121-00 |
|
2.618 |
119-09 |
|
4.250 |
116-15 |
|
|
| Fisher Pivots for day following 26-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-20 |
126-00 |
| PP |
124-20 |
125-17 |
| S1 |
124-20 |
125-02 |
|