ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 27-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2009 |
27-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
129-20 |
129-05 |
-0-15 |
-0.4% |
134-26 |
| High |
130-00 |
131-09 |
1-09 |
1.0% |
135-01 |
| Low |
128-14 |
128-28 |
0-14 |
0.3% |
128-17 |
| Close |
129-08 |
131-06 |
1-31 |
1.5% |
129-20 |
| Range |
1-18 |
2-13 |
0-28 |
55.6% |
6-16 |
| ATR |
2-13 |
2-13 |
0-00 |
0.0% |
0-00 |
| Volume |
211,162 |
185,652 |
-25,510 |
-12.1% |
805,635 |
|
| Daily Pivots for day following 27-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-22 |
136-27 |
132-17 |
|
| R3 |
135-08 |
134-14 |
131-28 |
|
| R2 |
132-28 |
132-28 |
131-21 |
|
| R1 |
132-01 |
132-01 |
131-14 |
132-14 |
| PP |
130-14 |
130-14 |
130-14 |
130-21 |
| S1 |
129-20 |
129-20 |
130-31 |
130-01 |
| S2 |
128-02 |
128-02 |
130-24 |
|
| S3 |
125-20 |
127-07 |
130-17 |
|
| S4 |
123-08 |
124-26 |
129-28 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-18 |
146-19 |
133-06 |
|
| R3 |
144-02 |
140-03 |
131-13 |
|
| R2 |
137-18 |
137-18 |
130-26 |
|
| R1 |
133-19 |
133-19 |
130-07 |
132-10 |
| PP |
131-02 |
131-02 |
131-02 |
130-14 |
| S1 |
127-03 |
127-03 |
129-00 |
125-26 |
| S2 |
124-18 |
124-18 |
128-13 |
|
| S3 |
118-02 |
120-19 |
127-26 |
|
| S4 |
111-18 |
114-03 |
126-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-07 |
128-14 |
5-24 |
4.4% |
2-12 |
1.8% |
48% |
False |
False |
208,554 |
| 10 |
137-31 |
128-14 |
9-16 |
7.3% |
2-10 |
1.8% |
29% |
False |
False |
183,984 |
| 20 |
141-25 |
128-14 |
13-10 |
10.2% |
2-13 |
1.8% |
21% |
False |
False |
156,389 |
| 40 |
141-28 |
126-20 |
15-08 |
11.6% |
2-09 |
1.7% |
30% |
False |
False |
160,139 |
| 60 |
141-28 |
111-07 |
30-20 |
23.4% |
2-09 |
1.7% |
65% |
False |
False |
125,920 |
| 80 |
141-28 |
110-27 |
31-00 |
23.6% |
2-06 |
1.7% |
66% |
False |
False |
94,610 |
| 100 |
141-28 |
110-27 |
31-00 |
23.6% |
2-04 |
1.6% |
66% |
False |
False |
75,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-16 |
|
2.618 |
137-19 |
|
1.618 |
135-06 |
|
1.000 |
133-22 |
|
0.618 |
132-25 |
|
HIGH |
131-09 |
|
0.618 |
130-12 |
|
0.500 |
130-02 |
|
0.382 |
129-25 |
|
LOW |
128-28 |
|
0.618 |
127-12 |
|
1.000 |
126-15 |
|
1.618 |
124-31 |
|
2.618 |
122-18 |
|
4.250 |
118-21 |
|
|
| Fisher Pivots for day following 27-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
130-26 |
130-24 |
| PP |
130-14 |
130-10 |
| S1 |
130-02 |
129-28 |
|