ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 10-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2009 |
10-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
126-23 |
126-14 |
-0-09 |
-0.2% |
123-17 |
| High |
127-11 |
126-16 |
-0-28 |
-0.7% |
128-00 |
| Low |
125-15 |
124-16 |
-0-31 |
-0.8% |
123-10 |
| Close |
126-06 |
124-30 |
-1-08 |
-1.0% |
127-09 |
| Range |
1-28 |
2-00 |
0-04 |
5.8% |
4-22 |
| ATR |
2-08 |
2-08 |
-0-01 |
-0.9% |
0-00 |
| Volume |
251,234 |
172,184 |
-79,050 |
-31.5% |
1,113,948 |
|
| Daily Pivots for day following 10-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
130-03 |
126-01 |
|
| R3 |
129-09 |
128-04 |
125-16 |
|
| R2 |
127-10 |
127-10 |
125-10 |
|
| R1 |
126-04 |
126-04 |
125-04 |
125-23 |
| PP |
125-10 |
125-10 |
125-10 |
125-04 |
| S1 |
124-04 |
124-04 |
124-25 |
123-24 |
| S2 |
123-10 |
123-10 |
124-19 |
|
| S3 |
121-11 |
122-05 |
124-13 |
|
| S4 |
119-12 |
120-06 |
123-28 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-08 |
138-15 |
129-28 |
|
| R3 |
135-18 |
133-25 |
128-18 |
|
| R2 |
130-28 |
130-28 |
128-04 |
|
| R1 |
129-03 |
129-03 |
127-23 |
130-00 |
| PP |
126-06 |
126-06 |
126-06 |
126-21 |
| S1 |
124-13 |
124-13 |
126-27 |
125-10 |
| S2 |
121-16 |
121-16 |
126-14 |
|
| S3 |
116-26 |
119-23 |
126-00 |
|
| S4 |
112-04 |
115-01 |
124-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-00 |
123-10 |
4-22 |
3.8% |
2-10 |
1.8% |
35% |
False |
False |
218,510 |
| 10 |
128-00 |
123-04 |
4-28 |
3.9% |
2-06 |
1.7% |
38% |
False |
False |
228,976 |
| 20 |
129-02 |
123-04 |
5-30 |
4.8% |
2-09 |
1.8% |
31% |
False |
False |
134,281 |
| 40 |
136-17 |
123-04 |
13-13 |
10.7% |
2-07 |
1.8% |
14% |
False |
False |
67,774 |
| 60 |
140-16 |
123-04 |
17-12 |
13.9% |
2-05 |
1.7% |
11% |
False |
False |
45,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-29 |
|
2.618 |
131-22 |
|
1.618 |
129-22 |
|
1.000 |
128-15 |
|
0.618 |
127-23 |
|
HIGH |
126-16 |
|
0.618 |
125-23 |
|
0.500 |
125-16 |
|
0.382 |
125-08 |
|
LOW |
124-16 |
|
0.618 |
123-09 |
|
1.000 |
122-16 |
|
1.618 |
121-09 |
|
2.618 |
119-10 |
|
4.250 |
116-02 |
|
|
| Fisher Pivots for day following 10-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-16 |
126-08 |
| PP |
125-10 |
125-26 |
| S1 |
125-04 |
125-12 |
|