ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 27-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2009 |
27-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
122-30 |
122-00 |
-0-30 |
-0.8% |
124-05 |
| High |
124-00 |
123-28 |
-0-04 |
-0.1% |
126-15 |
| Low |
122-20 |
122-00 |
-0-20 |
-0.5% |
122-00 |
| Close |
123-10 |
122-03 |
-1-07 |
-1.0% |
122-03 |
| Range |
1-12 |
1-28 |
0-16 |
36.4% |
4-15 |
| ATR |
0-00 |
1-18 |
1-18 |
|
0-00 |
| Volume |
0 |
29 |
29 |
|
231 |
|
| Daily Pivots for day following 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-09 |
127-02 |
123-04 |
|
| R3 |
126-13 |
125-06 |
122-20 |
|
| R2 |
124-17 |
124-17 |
122-14 |
|
| R1 |
123-10 |
123-10 |
122-08 |
123-30 |
| PP |
122-21 |
122-21 |
122-21 |
122-31 |
| S1 |
121-14 |
121-14 |
121-30 |
122-02 |
| S2 |
120-25 |
120-25 |
121-24 |
|
| S3 |
118-29 |
119-18 |
121-18 |
|
| S4 |
117-01 |
117-22 |
121-02 |
|
|
| Weekly Pivots for week ending 27-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-30 |
133-31 |
124-18 |
|
| R3 |
132-15 |
129-16 |
123-10 |
|
| R2 |
128-00 |
128-00 |
122-29 |
|
| R1 |
125-01 |
125-01 |
122-16 |
124-09 |
| PP |
123-17 |
123-17 |
123-17 |
123-04 |
| S1 |
120-18 |
120-18 |
121-22 |
119-26 |
| S2 |
119-02 |
119-02 |
121-09 |
|
| S3 |
114-19 |
116-03 |
120-28 |
|
| S4 |
110-04 |
111-20 |
119-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-27 |
|
2.618 |
128-25 |
|
1.618 |
126-29 |
|
1.000 |
125-24 |
|
0.618 |
125-01 |
|
HIGH |
123-28 |
|
0.618 |
123-05 |
|
0.500 |
122-30 |
|
0.382 |
122-23 |
|
LOW |
122-00 |
|
0.618 |
120-27 |
|
1.000 |
120-04 |
|
1.618 |
118-31 |
|
2.618 |
117-03 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 27-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
123-26 |
| PP |
122-21 |
123-07 |
| S1 |
122-12 |
122-21 |
|