ECBOT 30 Year Treasury Bond Future September 2009
| Trading Metrics calculated at close of trading on 09-Mar-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2009 |
09-Mar-2009 |
Change |
Change % |
Previous Week |
| Open |
125-31 |
124-21 |
-1-10 |
-1.0% |
123-03 |
| High |
126-16 |
124-31 |
-1-17 |
-1.2% |
126-16 |
| Low |
125-01 |
124-13 |
-0-20 |
-0.5% |
122-06 |
| Close |
125-31 |
124-28 |
-1-03 |
-0.9% |
125-31 |
| Range |
1-15 |
0-18 |
-0-29 |
-61.7% |
4-10 |
| ATR |
1-23 |
1-23 |
0-00 |
-0.7% |
0-00 |
| Volume |
19 |
4 |
-15 |
-78.9% |
86 |
|
| Daily Pivots for day following 09-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-14 |
126-07 |
125-06 |
|
| R3 |
125-28 |
125-21 |
125-01 |
|
| R2 |
125-10 |
125-10 |
124-31 |
|
| R1 |
125-03 |
125-03 |
124-30 |
125-06 |
| PP |
124-24 |
124-24 |
124-24 |
124-26 |
| S1 |
124-17 |
124-17 |
124-26 |
124-20 |
| S2 |
124-06 |
124-06 |
124-25 |
|
| S3 |
123-20 |
123-31 |
124-23 |
|
| S4 |
123-02 |
123-13 |
124-18 |
|
|
| Weekly Pivots for week ending 06-Mar-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-26 |
136-07 |
128-11 |
|
| R3 |
133-16 |
131-29 |
127-05 |
|
| R2 |
129-06 |
129-06 |
126-24 |
|
| R1 |
127-19 |
127-19 |
126-12 |
128-12 |
| PP |
124-28 |
124-28 |
124-28 |
125-09 |
| S1 |
123-09 |
123-09 |
125-18 |
124-02 |
| S2 |
120-18 |
120-18 |
125-06 |
|
| S3 |
116-08 |
118-31 |
124-25 |
|
| S4 |
111-30 |
114-21 |
123-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-12 |
|
2.618 |
126-14 |
|
1.618 |
125-28 |
|
1.000 |
125-17 |
|
0.618 |
125-10 |
|
HIGH |
124-31 |
|
0.618 |
124-24 |
|
0.500 |
124-22 |
|
0.382 |
124-20 |
|
LOW |
124-13 |
|
0.618 |
124-02 |
|
1.000 |
123-27 |
|
1.618 |
123-16 |
|
2.618 |
122-30 |
|
4.250 |
122-00 |
|
|
| Fisher Pivots for day following 09-Mar-2009 |
| Pivot |
1 day |
3 day |
| R1 |
124-26 |
124-24 |
| PP |
124-24 |
124-20 |
| S1 |
124-22 |
124-16 |
|