ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 12-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2009 |
12-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
124-17 |
125-28 |
1-10 |
1.1% |
123-17 |
| High |
126-08 |
127-07 |
1-00 |
0.8% |
128-00 |
| Low |
124-00 |
125-18 |
1-18 |
1.3% |
123-10 |
| Close |
125-26 |
126-16 |
0-22 |
0.5% |
127-09 |
| Range |
2-08 |
1-21 |
-0-18 |
-25.9% |
4-22 |
| ATR |
2-08 |
2-06 |
-0-01 |
-1.9% |
0-00 |
| Volume |
176,524 |
219,103 |
42,579 |
24.1% |
1,113,948 |
|
| Daily Pivots for day following 12-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
130-19 |
127-13 |
|
| R3 |
129-24 |
128-30 |
126-30 |
|
| R2 |
128-02 |
128-02 |
126-25 |
|
| R1 |
127-09 |
127-09 |
126-20 |
127-22 |
| PP |
126-14 |
126-14 |
126-14 |
126-20 |
| S1 |
125-20 |
125-20 |
126-11 |
126-01 |
| S2 |
124-24 |
124-24 |
126-06 |
|
| S3 |
123-04 |
123-31 |
126-01 |
|
| S4 |
121-14 |
122-10 |
125-18 |
|
|
| 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 |
124-00 |
4-00 |
3.2% |
1-30 |
1.5% |
62% |
False |
False |
216,254 |
| 10 |
128-00 |
123-04 |
4-28 |
3.9% |
2-05 |
1.7% |
69% |
False |
False |
219,453 |
| 20 |
129-02 |
123-04 |
5-30 |
4.7% |
2-09 |
1.8% |
57% |
False |
False |
153,386 |
| 40 |
136-17 |
123-04 |
13-13 |
10.6% |
2-07 |
1.8% |
25% |
False |
False |
77,634 |
| 60 |
140-16 |
123-04 |
17-12 |
13.7% |
2-05 |
1.7% |
19% |
False |
False |
51,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-08 |
|
2.618 |
131-18 |
|
1.618 |
129-29 |
|
1.000 |
128-28 |
|
0.618 |
128-08 |
|
HIGH |
127-07 |
|
0.618 |
126-19 |
|
0.500 |
126-12 |
|
0.382 |
126-06 |
|
LOW |
125-18 |
|
0.618 |
124-17 |
|
1.000 |
123-29 |
|
1.618 |
122-28 |
|
2.618 |
121-07 |
|
4.250 |
118-17 |
|
|
| Fisher Pivots for day following 12-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-14 |
126-06 |
| PP |
126-14 |
125-29 |
| S1 |
126-12 |
125-20 |
|