ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 20-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2009 |
20-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
129-16 |
129-18 |
0-02 |
0.1% |
126-08 |
| High |
131-08 |
130-12 |
-0-28 |
-0.7% |
132-18 |
| Low |
128-27 |
128-26 |
-0-02 |
0.0% |
123-23 |
| Close |
129-15 |
129-08 |
-0-07 |
-0.2% |
129-08 |
| Range |
2-12 |
1-18 |
-0-26 |
-34.0% |
8-27 |
| ATR |
2-21 |
2-18 |
-0-02 |
-2.9% |
0-00 |
| Volume |
340,525 |
225,057 |
-115,468 |
-33.9% |
1,180,488 |
|
| Daily Pivots for day following 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-07 |
133-10 |
130-04 |
|
| R3 |
132-20 |
131-23 |
129-22 |
|
| R2 |
131-02 |
131-02 |
129-17 |
|
| R1 |
130-05 |
130-05 |
129-13 |
129-26 |
| PP |
129-15 |
129-15 |
129-15 |
129-10 |
| S1 |
128-18 |
128-18 |
129-03 |
128-08 |
| S2 |
127-29 |
127-29 |
128-31 |
|
| S3 |
126-10 |
127-00 |
128-26 |
|
| S4 |
124-24 |
125-13 |
128-12 |
|
|
| Weekly Pivots for week ending 20-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-01 |
151-00 |
134-04 |
|
| R3 |
146-06 |
142-05 |
131-22 |
|
| R2 |
137-11 |
137-11 |
130-28 |
|
| R1 |
133-10 |
133-10 |
130-02 |
135-10 |
| PP |
128-16 |
128-16 |
128-16 |
129-17 |
| S1 |
124-15 |
124-15 |
128-14 |
126-16 |
| S2 |
119-21 |
119-21 |
127-20 |
|
| S3 |
110-26 |
115-20 |
126-26 |
|
| S4 |
101-31 |
106-25 |
124-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
132-18 |
123-23 |
8-27 |
6.8% |
3-15 |
2.7% |
63% |
False |
False |
236,097 |
| 10 |
132-18 |
123-23 |
8-27 |
6.8% |
2-22 |
2.1% |
63% |
False |
False |
223,562 |
| 20 |
132-18 |
123-04 |
9-14 |
7.3% |
2-14 |
1.9% |
65% |
False |
False |
217,402 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-10 |
1.8% |
65% |
False |
False |
112,931 |
| 60 |
140-12 |
123-04 |
17-08 |
13.3% |
2-08 |
1.7% |
36% |
False |
False |
75,436 |
| 80 |
140-16 |
122-19 |
17-29 |
13.9% |
2-07 |
1.7% |
37% |
False |
False |
56,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-03 |
|
2.618 |
134-16 |
|
1.618 |
132-30 |
|
1.000 |
131-30 |
|
0.618 |
131-11 |
|
HIGH |
130-12 |
|
0.618 |
129-25 |
|
0.500 |
129-19 |
|
0.382 |
129-13 |
|
LOW |
128-26 |
|
0.618 |
127-26 |
|
1.000 |
127-07 |
|
1.618 |
126-08 |
|
2.618 |
124-21 |
|
4.250 |
122-03 |
|
|
| Fisher Pivots for day following 20-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-19 |
128-28 |
| PP |
129-15 |
128-16 |
| S1 |
129-12 |
128-04 |
|