ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 04-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2009 |
04-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
123-07 |
122-13 |
-0-26 |
-0.7% |
124-05 |
| High |
124-12 |
123-22 |
-0-22 |
-0.6% |
126-15 |
| Low |
122-24 |
122-06 |
-0-18 |
-0.5% |
122-00 |
| Close |
123-07 |
122-16 |
-0-23 |
-0.6% |
122-03 |
| Range |
1-20 |
1-16 |
-0-04 |
-7.7% |
4-15 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.4% |
0-00 |
| Volume |
22 |
14 |
-8 |
-36.4% |
231 |
|
| Daily Pivots for day following 04-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-09 |
126-13 |
123-10 |
|
| R3 |
125-25 |
124-29 |
122-29 |
|
| R2 |
124-09 |
124-09 |
122-25 |
|
| R1 |
123-13 |
123-13 |
122-20 |
123-27 |
| PP |
122-25 |
122-25 |
122-25 |
123-00 |
| S1 |
121-29 |
121-29 |
122-12 |
122-11 |
| S2 |
121-09 |
121-09 |
122-07 |
|
| S3 |
119-25 |
120-13 |
122-03 |
|
| S4 |
118-09 |
118-29 |
121-22 |
|
|
| 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 |
130-02 |
|
2.618 |
127-20 |
|
1.618 |
126-04 |
|
1.000 |
125-06 |
|
0.618 |
124-20 |
|
HIGH |
123-22 |
|
0.618 |
123-04 |
|
0.500 |
122-30 |
|
0.382 |
122-24 |
|
LOW |
122-06 |
|
0.618 |
121-08 |
|
1.000 |
120-22 |
|
1.618 |
119-24 |
|
2.618 |
118-08 |
|
4.250 |
115-26 |
|
|
| Fisher Pivots for day following 04-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
123-09 |
| PP |
122-25 |
123-01 |
| S1 |
122-21 |
122-24 |
|