ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
135-02 |
137-06 |
2-03 |
1.6% |
135-06 |
| High |
137-14 |
137-31 |
0-16 |
0.4% |
135-28 |
| Low |
134-14 |
136-08 |
1-26 |
1.3% |
131-24 |
| Close |
136-28 |
137-04 |
0-08 |
0.2% |
133-04 |
| Range |
3-00 |
1-22 |
-1-10 |
-43.2% |
4-04 |
| ATR |
2-09 |
2-08 |
-0-01 |
-1.8% |
0-00 |
| Volume |
158,805 |
182,396 |
23,591 |
14.9% |
860,785 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-08 |
141-12 |
138-02 |
|
| R3 |
140-17 |
139-22 |
137-19 |
|
| R2 |
138-26 |
138-26 |
137-14 |
|
| R1 |
138-00 |
138-00 |
137-09 |
137-18 |
| PP |
137-04 |
137-04 |
137-04 |
136-29 |
| S1 |
136-09 |
136-09 |
137-00 |
135-27 |
| S2 |
135-14 |
135-14 |
136-27 |
|
| S3 |
133-23 |
134-18 |
136-22 |
|
| S4 |
132-00 |
132-28 |
136-07 |
|
|
| 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 |
137-31 |
132-00 |
5-31 |
4.4% |
2-07 |
1.6% |
86% |
True |
False |
163,133 |
| 10 |
139-18 |
131-24 |
7-27 |
5.7% |
2-13 |
1.7% |
69% |
False |
False |
160,341 |
| 20 |
141-28 |
131-24 |
10-04 |
7.4% |
2-04 |
1.6% |
53% |
False |
False |
130,494 |
| 40 |
141-28 |
119-03 |
22-24 |
16.6% |
2-13 |
1.8% |
79% |
False |
False |
153,100 |
| 60 |
141-28 |
111-07 |
30-20 |
22.3% |
2-08 |
1.6% |
85% |
False |
False |
103,160 |
| 80 |
141-28 |
110-27 |
31-00 |
22.6% |
2-05 |
1.6% |
85% |
False |
False |
77,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-07 |
|
2.618 |
142-14 |
|
1.618 |
140-23 |
|
1.000 |
139-22 |
|
0.618 |
139-01 |
|
HIGH |
137-31 |
|
0.618 |
137-10 |
|
0.500 |
137-04 |
|
0.382 |
136-29 |
|
LOW |
136-08 |
|
0.618 |
135-07 |
|
1.000 |
134-18 |
|
1.618 |
133-16 |
|
2.618 |
131-26 |
|
4.250 |
129-01 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
137-04 |
136-24 |
| PP |
137-04 |
136-11 |
| S1 |
137-04 |
135-30 |
|