ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
130-04 |
129-02 |
-1-02 |
-0.8% |
134-00 |
| High |
130-24 |
129-05 |
-1-19 |
-1.2% |
134-00 |
| Low |
128-02 |
127-09 |
-0-25 |
-0.6% |
127-09 |
| Close |
128-22 |
128-11 |
-0-11 |
-0.3% |
128-11 |
| Range |
2-22 |
1-28 |
-0-26 |
-30.2% |
6-23 |
| ATR |
2-13 |
2-11 |
-0-01 |
-1.6% |
0-00 |
| Volume |
527 |
405 |
-122 |
-23.1% |
2,311 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-28 |
133-00 |
129-12 |
|
| R3 |
132-00 |
131-04 |
128-28 |
|
| R2 |
130-04 |
130-04 |
128-22 |
|
| R1 |
129-08 |
129-08 |
128-16 |
128-24 |
| PP |
128-08 |
128-08 |
128-08 |
128-00 |
| S1 |
127-12 |
127-12 |
128-06 |
126-28 |
| S2 |
126-12 |
126-12 |
128-00 |
|
| S3 |
124-16 |
125-16 |
127-26 |
|
| S4 |
122-20 |
123-20 |
127-10 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-01 |
145-29 |
132-01 |
|
| R3 |
143-10 |
139-06 |
130-06 |
|
| R2 |
136-19 |
136-19 |
129-18 |
|
| R1 |
132-15 |
132-15 |
128-31 |
131-06 |
| PP |
129-28 |
129-28 |
129-28 |
129-07 |
| S1 |
125-24 |
125-24 |
127-23 |
124-14 |
| S2 |
123-05 |
123-05 |
127-04 |
|
| S3 |
116-14 |
119-01 |
126-16 |
|
| S4 |
109-23 |
112-10 |
124-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-04 |
|
2.618 |
134-02 |
|
1.618 |
132-06 |
|
1.000 |
131-01 |
|
0.618 |
130-10 |
|
HIGH |
129-05 |
|
0.618 |
128-14 |
|
0.500 |
128-07 |
|
0.382 |
128-00 |
|
LOW |
127-09 |
|
0.618 |
126-04 |
|
1.000 |
125-13 |
|
1.618 |
124-08 |
|
2.618 |
122-12 |
|
4.250 |
119-10 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-10 |
130-00 |
| PP |
128-08 |
129-15 |
| S1 |
128-07 |
128-29 |
|