ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 03-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2009 |
03-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-21 |
128-28 |
2-07 |
1.8% |
129-20 |
| High |
128-30 |
128-30 |
0-00 |
0.0% |
131-20 |
| Low |
126-19 |
126-08 |
-0-11 |
-0.3% |
126-09 |
| Close |
128-24 |
126-31 |
-1-26 |
-1.4% |
126-22 |
| Range |
2-12 |
2-22 |
0-10 |
13.9% |
5-10 |
| ATR |
2-14 |
2-15 |
0-01 |
0.7% |
0-00 |
| Volume |
235,653 |
156,545 |
-79,108 |
-33.6% |
1,025,720 |
|
| Daily Pivots for day following 03-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-14 |
133-29 |
128-14 |
|
| R3 |
132-24 |
131-07 |
127-23 |
|
| R2 |
130-02 |
130-02 |
127-15 |
|
| R1 |
128-17 |
128-17 |
127-07 |
127-30 |
| PP |
127-12 |
127-12 |
127-12 |
127-03 |
| S1 |
125-27 |
125-27 |
126-23 |
125-08 |
| S2 |
124-22 |
124-22 |
126-15 |
|
| S3 |
122-00 |
123-05 |
126-07 |
|
| S4 |
119-10 |
120-15 |
125-16 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-06 |
140-25 |
129-20 |
|
| R3 |
138-27 |
135-14 |
128-05 |
|
| R2 |
133-17 |
133-17 |
127-22 |
|
| R1 |
130-04 |
130-04 |
127-06 |
129-05 |
| PP |
128-06 |
128-06 |
128-06 |
127-23 |
| S1 |
124-25 |
124-25 |
126-07 |
123-26 |
| S2 |
122-28 |
122-28 |
125-23 |
|
| S3 |
117-17 |
119-15 |
125-08 |
|
| S4 |
112-07 |
114-04 |
123-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
131-20 |
126-08 |
5-12 |
4.2% |
2-18 |
2.0% |
13% |
False |
True |
204,220 |
| 10 |
134-07 |
126-08 |
7-31 |
6.3% |
2-15 |
1.9% |
9% |
False |
True |
206,387 |
| 20 |
137-31 |
126-08 |
11-23 |
9.2% |
2-09 |
1.8% |
6% |
False |
True |
190,420 |
| 40 |
141-28 |
126-08 |
15-20 |
12.3% |
2-10 |
1.8% |
5% |
False |
True |
162,221 |
| 60 |
141-28 |
114-01 |
27-26 |
21.9% |
2-10 |
1.8% |
46% |
False |
False |
142,814 |
| 80 |
141-28 |
110-27 |
31-00 |
24.4% |
2-07 |
1.7% |
52% |
False |
False |
107,365 |
| 100 |
141-28 |
110-27 |
31-00 |
24.4% |
2-05 |
1.7% |
52% |
False |
False |
85,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
140-12 |
|
2.618 |
135-31 |
|
1.618 |
133-09 |
|
1.000 |
131-20 |
|
0.618 |
130-19 |
|
HIGH |
128-30 |
|
0.618 |
127-29 |
|
0.500 |
127-19 |
|
0.382 |
127-09 |
|
LOW |
126-08 |
|
0.618 |
124-19 |
|
1.000 |
123-18 |
|
1.618 |
121-29 |
|
2.618 |
119-07 |
|
4.250 |
114-26 |
|
|
| Fisher Pivots for day following 03-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-19 |
127-19 |
| PP |
127-12 |
127-12 |
| S1 |
127-06 |
127-06 |
|