ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 04-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2009 |
04-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
128-28 |
126-13 |
-2-15 |
-1.9% |
129-20 |
| High |
128-30 |
127-12 |
-1-18 |
-1.2% |
131-20 |
| Low |
126-08 |
125-25 |
-0-15 |
-0.4% |
126-09 |
| Close |
126-31 |
126-20 |
-0-10 |
-0.3% |
126-22 |
| Range |
2-22 |
1-19 |
-1-03 |
-40.7% |
5-10 |
| ATR |
2-15 |
2-13 |
-0-02 |
-2.5% |
0-00 |
| Volume |
156,545 |
191,889 |
35,344 |
22.6% |
1,025,720 |
|
| Daily Pivots for day following 04-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
130-19 |
127-17 |
|
| R3 |
129-25 |
129-00 |
127-03 |
|
| R2 |
128-06 |
128-06 |
126-30 |
|
| R1 |
127-13 |
127-13 |
126-25 |
127-26 |
| PP |
126-19 |
126-19 |
126-19 |
126-25 |
| S1 |
125-26 |
125-26 |
126-16 |
126-07 |
| S2 |
125-00 |
125-00 |
126-11 |
|
| S3 |
123-13 |
124-07 |
126-06 |
|
| S4 |
121-26 |
122-20 |
125-24 |
|
|
| 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 |
129-12 |
125-25 |
3-19 |
2.8% |
2-08 |
1.8% |
24% |
False |
True |
207,928 |
| 10 |
132-02 |
125-25 |
6-09 |
5.0% |
2-10 |
1.8% |
14% |
False |
True |
204,558 |
| 20 |
137-31 |
125-25 |
12-06 |
9.6% |
2-08 |
1.8% |
7% |
False |
True |
188,999 |
| 40 |
141-28 |
125-25 |
16-02 |
12.7% |
2-09 |
1.8% |
5% |
False |
True |
161,887 |
| 60 |
141-28 |
114-01 |
27-26 |
22.0% |
2-10 |
1.8% |
45% |
False |
False |
145,996 |
| 80 |
141-28 |
110-27 |
31-00 |
24.5% |
2-07 |
1.7% |
51% |
False |
False |
109,763 |
| 100 |
141-28 |
110-27 |
31-00 |
24.5% |
2-05 |
1.7% |
51% |
False |
False |
87,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-05 |
|
2.618 |
131-18 |
|
1.618 |
129-31 |
|
1.000 |
128-31 |
|
0.618 |
128-12 |
|
HIGH |
127-12 |
|
0.618 |
126-25 |
|
0.500 |
126-18 |
|
0.382 |
126-12 |
|
LOW |
125-25 |
|
0.618 |
124-25 |
|
1.000 |
124-06 |
|
1.618 |
123-06 |
|
2.618 |
121-19 |
|
4.250 |
119-00 |
|
|
| Fisher Pivots for day following 04-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-20 |
127-12 |
| PP |
126-19 |
127-04 |
| S1 |
126-18 |
126-28 |
|