ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 07-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2009 |
07-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
131-23 |
131-11 |
-0-12 |
-0.3% |
139-30 |
| High |
132-16 |
131-27 |
-0-21 |
-0.5% |
140-12 |
| Low |
130-17 |
130-20 |
0-03 |
0.1% |
133-24 |
| Close |
131-14 |
131-12 |
-0-02 |
0.0% |
134-05 |
| Range |
1-31 |
1-07 |
-0-24 |
-38.1% |
6-20 |
| ATR |
2-05 |
2-03 |
-0-02 |
-3.1% |
0-00 |
| Volume |
221 |
661 |
440 |
199.1% |
859 |
|
| Daily Pivots for day following 07-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-30 |
134-12 |
132-01 |
|
| R3 |
133-23 |
133-05 |
131-23 |
|
| R2 |
132-16 |
132-16 |
131-19 |
|
| R1 |
131-30 |
131-30 |
131-16 |
132-07 |
| PP |
131-09 |
131-09 |
131-09 |
131-14 |
| S1 |
130-23 |
130-23 |
131-08 |
131-00 |
| S2 |
130-02 |
130-02 |
131-05 |
|
| S3 |
128-27 |
129-16 |
131-01 |
|
| S4 |
127-20 |
128-09 |
130-23 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-31 |
151-22 |
137-26 |
|
| R3 |
149-11 |
145-02 |
135-31 |
|
| R2 |
142-23 |
142-23 |
135-12 |
|
| R1 |
138-14 |
138-14 |
134-24 |
137-08 |
| PP |
136-03 |
136-03 |
136-03 |
135-16 |
| S1 |
131-26 |
131-26 |
133-18 |
130-20 |
| S2 |
129-15 |
129-15 |
132-30 |
|
| S3 |
122-27 |
125-06 |
132-11 |
|
| S4 |
116-07 |
118-18 |
130-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-01 |
|
2.618 |
135-01 |
|
1.618 |
133-26 |
|
1.000 |
133-02 |
|
0.618 |
132-19 |
|
HIGH |
131-27 |
|
0.618 |
131-12 |
|
0.500 |
131-08 |
|
0.382 |
131-03 |
|
LOW |
130-20 |
|
0.618 |
129-28 |
|
1.000 |
129-13 |
|
1.618 |
128-21 |
|
2.618 |
127-14 |
|
4.250 |
125-14 |
|
|
| Fisher Pivots for day following 07-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
131-10 |
132-16 |
| PP |
131-09 |
132-04 |
| S1 |
131-08 |
131-24 |
|