ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 13-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2009 |
13-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
127-17 |
127-07 |
-0-10 |
-0.2% |
124-11 |
| High |
128-04 |
127-13 |
-0-23 |
-0.6% |
128-04 |
| Low |
126-06 |
124-18 |
-1-20 |
-1.3% |
123-23 |
| Close |
128-00 |
125-00 |
-3-00 |
-2.3% |
125-00 |
| Range |
1-30 |
2-27 |
0-29 |
46.8% |
4-13 |
| ATR |
2-03 |
2-06 |
0-03 |
4.6% |
0-00 |
| Volume |
11,773 |
5,405 |
-6,368 |
-54.1% |
34,169 |
|
| Daily Pivots for day following 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-06 |
132-14 |
126-18 |
|
| R3 |
131-11 |
129-19 |
125-25 |
|
| R2 |
128-16 |
128-16 |
125-17 |
|
| R1 |
126-24 |
126-24 |
125-08 |
126-06 |
| PP |
125-21 |
125-21 |
125-21 |
125-12 |
| S1 |
123-29 |
123-29 |
124-24 |
123-12 |
| S2 |
122-26 |
122-26 |
124-15 |
|
| S3 |
119-31 |
121-02 |
124-07 |
|
| S4 |
117-04 |
118-07 |
123-14 |
|
|
| Weekly Pivots for week ending 13-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-27 |
136-10 |
127-14 |
|
| R3 |
134-14 |
131-29 |
126-07 |
|
| R2 |
130-01 |
130-01 |
125-26 |
|
| R1 |
127-16 |
127-16 |
125-13 |
128-24 |
| PP |
125-20 |
125-20 |
125-20 |
126-08 |
| S1 |
123-03 |
123-03 |
124-19 |
124-12 |
| S2 |
121-07 |
121-07 |
124-06 |
|
| S3 |
116-26 |
118-22 |
123-25 |
|
| S4 |
112-13 |
114-09 |
122-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-16 |
|
2.618 |
134-27 |
|
1.618 |
132-00 |
|
1.000 |
130-08 |
|
0.618 |
129-05 |
|
HIGH |
127-13 |
|
0.618 |
126-10 |
|
0.500 |
126-00 |
|
0.382 |
125-21 |
|
LOW |
124-18 |
|
0.618 |
122-26 |
|
1.000 |
121-23 |
|
1.618 |
119-31 |
|
2.618 |
117-04 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 13-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-00 |
126-11 |
| PP |
125-21 |
125-29 |
| S1 |
125-10 |
125-14 |
|