ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
136-22 |
134-26 |
-1-28 |
-1.4% |
133-06 |
| High |
136-27 |
135-01 |
-1-26 |
-1.3% |
137-31 |
| Low |
134-02 |
132-18 |
-1-16 |
-1.1% |
132-08 |
| Close |
136-07 |
134-30 |
-1-10 |
-1.0% |
136-07 |
| Range |
2-26 |
2-16 |
-0-10 |
-11.2% |
5-22 |
| ATR |
2-10 |
2-13 |
0-03 |
4.2% |
0-00 |
| Volume |
175,288 |
159,677 |
-15,611 |
-8.9% |
837,848 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-20 |
140-24 |
136-09 |
|
| R3 |
139-04 |
138-09 |
135-19 |
|
| R2 |
136-21 |
136-21 |
135-12 |
|
| R1 |
135-25 |
135-25 |
135-05 |
136-07 |
| PP |
134-05 |
134-05 |
134-05 |
134-12 |
| S1 |
133-10 |
133-10 |
134-22 |
133-24 |
| S2 |
131-22 |
131-22 |
134-15 |
|
| S3 |
129-06 |
130-26 |
134-08 |
|
| S4 |
126-23 |
128-11 |
133-18 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-19 |
150-04 |
139-11 |
|
| R3 |
146-28 |
144-13 |
137-25 |
|
| R2 |
141-06 |
141-06 |
137-08 |
|
| R1 |
138-22 |
138-22 |
136-24 |
139-30 |
| PP |
135-16 |
135-16 |
135-16 |
136-03 |
| S1 |
133-00 |
133-00 |
135-22 |
134-08 |
| S2 |
129-25 |
129-25 |
135-06 |
|
| S3 |
124-02 |
127-10 |
134-21 |
|
| S4 |
118-12 |
121-19 |
133-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-31 |
132-18 |
5-14 |
4.0% |
2-09 |
1.7% |
44% |
False |
True |
159,414 |
| 10 |
137-31 |
131-24 |
6-08 |
4.6% |
2-04 |
1.6% |
51% |
False |
False |
174,452 |
| 20 |
141-25 |
131-24 |
10-02 |
7.4% |
2-05 |
1.6% |
32% |
False |
False |
129,358 |
| 40 |
141-28 |
123-08 |
18-20 |
13.8% |
2-09 |
1.7% |
63% |
False |
False |
159,592 |
| 60 |
141-28 |
111-07 |
30-20 |
22.7% |
2-08 |
1.7% |
77% |
False |
False |
108,635 |
| 80 |
141-28 |
110-27 |
31-00 |
23.0% |
2-06 |
1.6% |
78% |
False |
False |
81,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-19 |
|
2.618 |
141-17 |
|
1.618 |
139-02 |
|
1.000 |
137-16 |
|
0.618 |
136-18 |
|
HIGH |
135-01 |
|
0.618 |
134-03 |
|
0.500 |
133-25 |
|
0.382 |
133-16 |
|
LOW |
132-18 |
|
0.618 |
131-00 |
|
1.000 |
130-02 |
|
1.618 |
128-17 |
|
2.618 |
126-01 |
|
4.250 |
122-00 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
134-17 |
135-08 |
| PP |
134-05 |
135-05 |
| S1 |
133-25 |
135-01 |
|