ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
136-08 |
135-11 |
-0-29 |
-0.7% |
131-25 |
| High |
136-17 |
135-17 |
-1-00 |
-0.7% |
136-17 |
| Low |
135-00 |
132-25 |
-2-07 |
-1.6% |
131-01 |
| Close |
135-27 |
134-30 |
-0-29 |
-0.7% |
134-30 |
| Range |
1-17 |
2-24 |
1-07 |
79.6% |
5-16 |
| ATR |
2-02 |
2-05 |
0-02 |
3.4% |
0-00 |
| Volume |
1,271 |
1,063 |
-208 |
-16.4% |
4,017 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-21 |
141-18 |
136-14 |
|
| R3 |
139-29 |
138-26 |
135-22 |
|
| R2 |
137-05 |
137-05 |
135-14 |
|
| R1 |
136-02 |
136-02 |
135-06 |
135-08 |
| PP |
134-13 |
134-13 |
134-13 |
134-00 |
| S1 |
133-10 |
133-10 |
134-22 |
132-16 |
| S2 |
131-21 |
131-21 |
134-14 |
|
| S3 |
128-29 |
130-18 |
134-06 |
|
| S4 |
126-05 |
127-26 |
133-14 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-21 |
148-10 |
137-31 |
|
| R3 |
145-05 |
142-26 |
136-14 |
|
| R2 |
139-21 |
139-21 |
135-30 |
|
| R1 |
137-10 |
137-10 |
135-14 |
138-16 |
| PP |
134-05 |
134-05 |
134-05 |
134-24 |
| S1 |
131-26 |
131-26 |
134-14 |
133-00 |
| S2 |
128-21 |
128-21 |
133-30 |
|
| S3 |
123-05 |
126-10 |
133-14 |
|
| S4 |
117-21 |
120-26 |
131-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-07 |
|
2.618 |
142-23 |
|
1.618 |
139-31 |
|
1.000 |
138-09 |
|
0.618 |
137-07 |
|
HIGH |
135-17 |
|
0.618 |
134-15 |
|
0.500 |
134-05 |
|
0.382 |
133-27 |
|
LOW |
132-25 |
|
0.618 |
131-03 |
|
1.000 |
130-01 |
|
1.618 |
128-11 |
|
2.618 |
125-19 |
|
4.250 |
121-03 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
134-22 |
134-27 |
| PP |
134-13 |
134-24 |
| S1 |
134-05 |
134-21 |
|