ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 25-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2009 |
25-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-11 |
128-12 |
0-01 |
0.0% |
126-08 |
| High |
129-12 |
128-20 |
-0-24 |
-0.6% |
132-18 |
| Low |
126-24 |
127-00 |
0-07 |
0.2% |
123-23 |
| Close |
129-04 |
127-24 |
-1-12 |
-1.1% |
129-08 |
| Range |
2-19 |
1-20 |
-0-30 |
-36.7% |
8-27 |
| ATR |
2-16 |
2-15 |
-0-01 |
-1.0% |
0-00 |
| Volume |
106,950 |
214,753 |
107,803 |
100.8% |
1,180,488 |
|
| Daily Pivots for day following 25-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-23 |
131-28 |
128-21 |
|
| R3 |
131-02 |
130-08 |
128-07 |
|
| R2 |
129-14 |
129-14 |
128-02 |
|
| R1 |
128-19 |
128-19 |
127-29 |
128-06 |
| PP |
127-25 |
127-25 |
127-25 |
127-19 |
| S1 |
126-31 |
126-31 |
127-20 |
126-18 |
| S2 |
126-05 |
126-05 |
127-15 |
|
| S3 |
124-16 |
125-10 |
127-10 |
|
| S4 |
122-28 |
123-22 |
126-28 |
|
|
| 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 |
131-08 |
126-24 |
4-15 |
3.5% |
1-30 |
1.5% |
22% |
False |
False |
209,468 |
| 10 |
132-18 |
123-23 |
8-27 |
6.9% |
2-21 |
2.1% |
46% |
False |
False |
211,743 |
| 20 |
132-18 |
123-04 |
9-14 |
7.4% |
2-13 |
1.9% |
49% |
False |
False |
215,771 |
| 40 |
132-18 |
123-04 |
9-14 |
7.4% |
2-10 |
1.8% |
49% |
False |
False |
124,938 |
| 60 |
140-12 |
123-04 |
17-08 |
13.5% |
2-10 |
1.8% |
27% |
False |
False |
83,464 |
| 80 |
140-16 |
123-04 |
17-12 |
13.6% |
2-07 |
1.7% |
27% |
False |
False |
62,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-19 |
|
2.618 |
132-29 |
|
1.618 |
131-09 |
|
1.000 |
130-08 |
|
0.618 |
129-20 |
|
HIGH |
128-20 |
|
0.618 |
128-00 |
|
0.500 |
127-26 |
|
0.382 |
127-20 |
|
LOW |
127-00 |
|
0.618 |
125-31 |
|
1.000 |
125-11 |
|
1.618 |
124-11 |
|
2.618 |
122-22 |
|
4.250 |
120-00 |
|
|
| Fisher Pivots for day following 25-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-26 |
128-08 |
| PP |
127-25 |
128-03 |
| S1 |
127-25 |
127-30 |
|