ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 24-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2009 |
24-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
124-05 |
125-14 |
1-09 |
1.0% |
125-27 |
| High |
125-20 |
126-15 |
0-27 |
0.7% |
127-17 |
| Low |
124-01 |
125-14 |
1-13 |
1.1% |
123-21 |
| Close |
125-15 |
125-14 |
-0-01 |
0.0% |
125-04 |
| Range |
1-19 |
1-01 |
-0-18 |
-35.3% |
3-28 |
| ATR |
|
|
|
|
|
| Volume |
7 |
135 |
128 |
1,828.6% |
17 |
|
| Daily Pivots for day following 24-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-28 |
128-06 |
126-00 |
|
| R3 |
127-27 |
127-05 |
125-23 |
|
| R2 |
126-26 |
126-26 |
125-20 |
|
| R1 |
126-04 |
126-04 |
125-17 |
125-30 |
| PP |
125-25 |
125-25 |
125-25 |
125-22 |
| S1 |
125-03 |
125-03 |
125-11 |
124-30 |
| S2 |
124-24 |
124-24 |
125-08 |
|
| S3 |
123-23 |
124-02 |
125-05 |
|
| S4 |
122-22 |
123-01 |
124-28 |
|
|
| Weekly Pivots for week ending 20-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-02 |
134-31 |
127-08 |
|
| R3 |
133-06 |
131-03 |
126-06 |
|
| R2 |
129-10 |
129-10 |
125-27 |
|
| R1 |
127-07 |
127-07 |
125-15 |
126-10 |
| PP |
125-14 |
125-14 |
125-14 |
125-00 |
| S1 |
123-11 |
123-11 |
124-25 |
122-14 |
| S2 |
121-18 |
121-18 |
124-13 |
|
| S3 |
117-22 |
119-15 |
124-02 |
|
| S4 |
113-26 |
115-19 |
123-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-27 |
|
2.618 |
129-05 |
|
1.618 |
128-04 |
|
1.000 |
127-16 |
|
0.618 |
127-03 |
|
HIGH |
126-15 |
|
0.618 |
126-02 |
|
0.500 |
125-30 |
|
0.382 |
125-27 |
|
LOW |
125-14 |
|
0.618 |
124-26 |
|
1.000 |
124-13 |
|
1.618 |
123-25 |
|
2.618 |
122-24 |
|
4.250 |
121-02 |
|
|
| Fisher Pivots for day following 24-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-30 |
125-12 |
| PP |
125-25 |
125-10 |
| S1 |
125-20 |
125-08 |
|