ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-13 |
125-13 |
0-00 |
0.0% |
125-10 |
| High |
126-14 |
126-00 |
-0-14 |
-0.3% |
127-20 |
| Low |
125-01 |
124-08 |
-0-25 |
-0.6% |
124-08 |
| Close |
125-19 |
124-17 |
-1-02 |
-0.8% |
124-17 |
| Range |
1-13 |
1-24 |
0-11 |
24.4% |
3-12 |
| ATR |
2-07 |
2-06 |
-0-01 |
-1.5% |
0-00 |
| Volume |
2,246 |
2,035 |
-211 |
-9.4% |
9,680 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-06 |
129-03 |
125-16 |
|
| R3 |
128-14 |
127-11 |
125-00 |
|
| R2 |
126-22 |
126-22 |
124-27 |
|
| R1 |
125-19 |
125-19 |
124-22 |
125-08 |
| PP |
124-30 |
124-30 |
124-30 |
124-24 |
| S1 |
123-27 |
123-27 |
124-12 |
123-16 |
| S2 |
123-06 |
123-06 |
124-07 |
|
| S3 |
121-14 |
122-03 |
124-02 |
|
| S4 |
119-22 |
120-11 |
123-18 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-19 |
133-14 |
126-12 |
|
| R3 |
132-07 |
130-02 |
125-15 |
|
| R2 |
128-27 |
128-27 |
125-05 |
|
| R1 |
126-22 |
126-22 |
124-27 |
126-02 |
| PP |
125-15 |
125-15 |
125-15 |
125-05 |
| S1 |
123-10 |
123-10 |
124-07 |
122-22 |
| S2 |
122-03 |
122-03 |
123-29 |
|
| S3 |
118-23 |
119-30 |
123-19 |
|
| S4 |
115-11 |
116-18 |
122-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-14 |
|
2.618 |
130-19 |
|
1.618 |
128-27 |
|
1.000 |
127-24 |
|
0.618 |
127-03 |
|
HIGH |
126-00 |
|
0.618 |
125-11 |
|
0.500 |
125-04 |
|
0.382 |
124-29 |
|
LOW |
124-08 |
|
0.618 |
123-05 |
|
1.000 |
122-16 |
|
1.618 |
121-13 |
|
2.618 |
119-21 |
|
4.250 |
116-26 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-04 |
125-11 |
| PP |
124-30 |
125-02 |
| S1 |
124-23 |
124-26 |
|