ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
133-06 |
134-25 |
1-18 |
1.2% |
135-06 |
| High |
134-28 |
135-10 |
0-13 |
0.3% |
135-28 |
| Low |
132-08 |
133-29 |
1-20 |
1.2% |
131-24 |
| Close |
134-26 |
134-26 |
0-00 |
0.0% |
133-04 |
| Range |
2-20 |
1-12 |
-1-08 |
-47.0% |
4-04 |
| ATR |
2-10 |
2-08 |
-0-02 |
-2.8% |
0-00 |
| Volume |
200,454 |
120,905 |
-79,549 |
-39.7% |
860,785 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-27 |
138-07 |
135-19 |
|
| R3 |
137-15 |
136-27 |
135-07 |
|
| R2 |
136-02 |
136-02 |
135-03 |
|
| R1 |
135-14 |
135-14 |
134-31 |
135-24 |
| PP |
134-22 |
134-22 |
134-22 |
134-27 |
| S1 |
134-02 |
134-02 |
134-22 |
134-12 |
| S2 |
133-09 |
133-09 |
134-18 |
|
| S3 |
131-29 |
132-21 |
134-14 |
|
| S4 |
130-16 |
131-09 |
134-02 |
|
|
| 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 |
135-10 |
131-28 |
3-13 |
2.5% |
1-26 |
1.3% |
86% |
True |
False |
169,609 |
| 10 |
141-24 |
131-24 |
10-00 |
7.4% |
2-16 |
1.9% |
31% |
False |
False |
138,924 |
| 20 |
141-28 |
131-24 |
10-04 |
7.5% |
2-05 |
1.6% |
31% |
False |
False |
129,555 |
| 40 |
141-28 |
117-01 |
24-26 |
18.4% |
2-11 |
1.7% |
72% |
False |
False |
145,289 |
| 60 |
141-28 |
110-27 |
31-00 |
23.0% |
2-07 |
1.7% |
77% |
False |
False |
97,478 |
| 80 |
141-28 |
110-27 |
31-00 |
23.0% |
2-04 |
1.6% |
77% |
False |
False |
73,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-07 |
|
2.618 |
138-30 |
|
1.618 |
137-18 |
|
1.000 |
136-22 |
|
0.618 |
136-05 |
|
HIGH |
135-10 |
|
0.618 |
134-25 |
|
0.500 |
134-19 |
|
0.382 |
134-14 |
|
LOW |
133-29 |
|
0.618 |
133-01 |
|
1.000 |
132-16 |
|
1.618 |
131-21 |
|
2.618 |
130-08 |
|
4.250 |
128-00 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
134-24 |
134-14 |
| PP |
134-22 |
134-01 |
| S1 |
134-19 |
133-21 |
|