ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 26-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2009 |
26-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
128-12 |
127-14 |
-0-30 |
-0.7% |
126-08 |
| High |
128-20 |
128-26 |
0-06 |
0.1% |
132-18 |
| Low |
127-00 |
126-28 |
-0-03 |
-0.1% |
123-23 |
| Close |
127-24 |
128-18 |
0-26 |
0.6% |
129-08 |
| Range |
1-20 |
1-29 |
0-08 |
16.2% |
8-27 |
| ATR |
2-15 |
2-14 |
-0-01 |
-1.6% |
0-00 |
| Volume |
214,753 |
170,693 |
-44,060 |
-20.5% |
1,180,488 |
|
| Daily Pivots for day following 26-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-26 |
133-03 |
129-20 |
|
| R3 |
131-29 |
131-06 |
129-03 |
|
| R2 |
130-00 |
130-00 |
128-30 |
|
| R1 |
129-09 |
129-09 |
128-24 |
129-20 |
| PP |
128-03 |
128-03 |
128-03 |
128-08 |
| S1 |
127-12 |
127-12 |
128-13 |
127-24 |
| S2 |
126-06 |
126-06 |
128-07 |
|
| S3 |
124-09 |
125-15 |
128-02 |
|
| S4 |
122-12 |
123-18 |
127-17 |
|
|
| 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 |
130-12 |
126-24 |
3-20 |
2.8% |
1-27 |
1.4% |
50% |
False |
False |
175,501 |
| 10 |
132-18 |
123-23 |
8-27 |
6.9% |
2-22 |
2.1% |
55% |
False |
False |
206,902 |
| 20 |
132-18 |
123-04 |
9-14 |
7.3% |
2-13 |
1.9% |
58% |
False |
False |
213,178 |
| 40 |
132-18 |
123-04 |
9-14 |
7.3% |
2-09 |
1.8% |
58% |
False |
False |
129,179 |
| 60 |
140-10 |
123-04 |
17-06 |
13.4% |
2-10 |
1.8% |
32% |
False |
False |
86,308 |
| 80 |
140-16 |
123-04 |
17-12 |
13.5% |
2-08 |
1.7% |
31% |
False |
False |
64,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-29 |
|
2.618 |
133-25 |
|
1.618 |
131-28 |
|
1.000 |
130-22 |
|
0.618 |
129-31 |
|
HIGH |
128-26 |
|
0.618 |
128-02 |
|
0.500 |
127-27 |
|
0.382 |
127-20 |
|
LOW |
126-28 |
|
0.618 |
125-23 |
|
1.000 |
125-00 |
|
1.618 |
123-26 |
|
2.618 |
121-29 |
|
4.250 |
118-25 |
|
|
| Fisher Pivots for day following 26-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-11 |
128-13 |
| PP |
128-03 |
128-08 |
| S1 |
127-27 |
128-02 |
|