ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
132-22 |
132-28 |
0-06 |
0.1% |
135-06 |
| High |
133-16 |
134-14 |
0-30 |
0.7% |
135-28 |
| Low |
132-12 |
132-00 |
-0-12 |
-0.3% |
131-24 |
| Close |
133-00 |
133-04 |
0-04 |
0.1% |
133-04 |
| Range |
1-04 |
2-14 |
1-10 |
116.7% |
4-04 |
| ATR |
2-08 |
2-09 |
0-00 |
0.5% |
0-00 |
| Volume |
155,339 |
153,107 |
-2,232 |
-1.4% |
860,785 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-16 |
139-08 |
134-15 |
|
| R3 |
138-02 |
136-26 |
133-26 |
|
| R2 |
135-20 |
135-20 |
133-19 |
|
| R1 |
134-12 |
134-12 |
133-12 |
135-00 |
| PP |
133-06 |
133-06 |
133-06 |
133-16 |
| S1 |
131-30 |
131-30 |
132-29 |
132-18 |
| S2 |
130-24 |
130-24 |
132-22 |
|
| S3 |
128-10 |
129-16 |
132-15 |
|
| S4 |
125-28 |
127-02 |
131-26 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-00 |
143-23 |
135-13 |
|
| R3 |
141-28 |
139-18 |
134-09 |
|
| R2 |
137-23 |
137-23 |
133-29 |
|
| R1 |
135-14 |
135-14 |
133-17 |
134-16 |
| PP |
133-19 |
133-19 |
133-19 |
133-04 |
| S1 |
131-09 |
131-09 |
132-24 |
130-12 |
| S2 |
129-14 |
129-14 |
132-12 |
|
| S3 |
125-10 |
127-05 |
132-00 |
|
| S4 |
121-05 |
123-00 |
130-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-28 |
131-24 |
4-04 |
3.1% |
2-04 |
1.6% |
34% |
False |
False |
172,157 |
| 10 |
141-25 |
131-24 |
10-02 |
7.5% |
2-11 |
1.8% |
14% |
False |
False |
110,371 |
| 20 |
141-28 |
131-24 |
10-04 |
7.6% |
2-08 |
1.7% |
14% |
False |
False |
132,501 |
| 40 |
141-28 |
115-05 |
26-22 |
20.1% |
2-12 |
1.8% |
67% |
False |
False |
137,509 |
| 60 |
141-28 |
110-27 |
31-00 |
23.3% |
2-07 |
1.7% |
72% |
False |
False |
92,125 |
| 80 |
141-28 |
110-27 |
31-00 |
23.3% |
2-04 |
1.6% |
72% |
False |
False |
69,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-26 |
|
2.618 |
140-26 |
|
1.618 |
138-12 |
|
1.000 |
136-28 |
|
0.618 |
135-30 |
|
HIGH |
134-14 |
|
0.618 |
133-16 |
|
0.500 |
133-07 |
|
0.382 |
132-30 |
|
LOW |
132-00 |
|
0.618 |
130-16 |
|
1.000 |
129-18 |
|
1.618 |
128-02 |
|
2.618 |
125-20 |
|
4.250 |
121-20 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
133-07 |
133-05 |
| PP |
133-06 |
133-05 |
| S1 |
133-05 |
133-05 |
|