ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-08 |
125-04 |
-0-05 |
-0.1% |
126-05 |
| High |
125-27 |
125-06 |
-0-21 |
-0.5% |
128-07 |
| Low |
123-30 |
123-10 |
-0-20 |
-0.5% |
123-04 |
| Close |
124-16 |
123-24 |
-0-23 |
-0.6% |
123-11 |
| Range |
1-30 |
1-28 |
-0-02 |
-2.4% |
5-03 |
| ATR |
2-07 |
2-07 |
-0-01 |
-1.1% |
0-00 |
| Volume |
197,680 |
219,940 |
22,260 |
11.3% |
998,476 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-23 |
128-20 |
124-26 |
|
| R3 |
127-27 |
126-24 |
124-09 |
|
| R2 |
125-31 |
125-31 |
124-04 |
|
| R1 |
124-28 |
124-28 |
123-30 |
124-15 |
| PP |
124-03 |
124-03 |
124-03 |
123-29 |
| S1 |
123-00 |
123-00 |
123-19 |
122-19 |
| S2 |
122-07 |
122-07 |
123-14 |
|
| S3 |
120-11 |
121-04 |
123-08 |
|
| S4 |
118-15 |
119-08 |
122-24 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
136-27 |
126-05 |
|
| R3 |
135-03 |
131-24 |
124-24 |
|
| R2 |
130-00 |
130-00 |
124-09 |
|
| R1 |
126-21 |
126-21 |
123-26 |
125-25 |
| PP |
124-29 |
124-29 |
124-29 |
124-14 |
| S1 |
121-18 |
121-18 |
122-28 |
120-22 |
| S2 |
119-26 |
119-26 |
122-13 |
|
| S3 |
114-23 |
116-15 |
121-30 |
|
| S4 |
109-20 |
111-12 |
120-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-27 |
123-04 |
2-23 |
2.2% |
1-31 |
1.6% |
24% |
False |
False |
229,771 |
| 10 |
128-07 |
123-04 |
5-03 |
4.1% |
2-03 |
1.7% |
13% |
False |
False |
175,682 |
| 20 |
129-02 |
123-04 |
5-30 |
4.8% |
2-03 |
1.7% |
11% |
False |
False |
91,163 |
| 40 |
136-17 |
123-04 |
13-13 |
10.8% |
2-05 |
1.7% |
5% |
False |
False |
46,006 |
| 60 |
140-16 |
123-04 |
17-12 |
14.0% |
2-04 |
1.7% |
4% |
False |
False |
30,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-05 |
|
2.618 |
130-03 |
|
1.618 |
128-07 |
|
1.000 |
127-02 |
|
0.618 |
126-11 |
|
HIGH |
125-06 |
|
0.618 |
124-15 |
|
0.500 |
124-08 |
|
0.382 |
124-01 |
|
LOW |
123-10 |
|
0.618 |
122-05 |
|
1.000 |
121-14 |
|
1.618 |
120-09 |
|
2.618 |
118-13 |
|
4.250 |
115-11 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-08 |
124-18 |
| PP |
124-03 |
124-10 |
| S1 |
123-30 |
124-01 |
|