ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
138-23 |
-3-01 |
-2.1% |
141-06 |
| High |
141-24 |
139-18 |
-2-06 |
-1.5% |
141-25 |
| Low |
138-00 |
135-00 |
-3-00 |
-2.2% |
135-00 |
| Close |
138-02 |
135-15 |
-2-18 |
-1.9% |
135-15 |
| Range |
3-24 |
4-18 |
0-26 |
21.6% |
6-25 |
| ATR |
2-06 |
2-12 |
0-05 |
7.8% |
0-00 |
| Volume |
75,122 |
80,065 |
4,943 |
6.6% |
226,712 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-13 |
147-17 |
138-00 |
|
| R3 |
145-27 |
142-30 |
136-23 |
|
| R2 |
141-08 |
141-08 |
136-10 |
|
| R1 |
138-12 |
138-12 |
135-28 |
137-17 |
| PP |
136-22 |
136-22 |
136-22 |
136-08 |
| S1 |
133-25 |
133-25 |
135-02 |
132-30 |
| S2 |
132-03 |
132-03 |
134-20 |
|
| S3 |
127-17 |
129-07 |
134-07 |
|
| S4 |
122-30 |
124-20 |
132-30 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-24 |
153-13 |
139-06 |
|
| R3 |
150-31 |
146-20 |
137-11 |
|
| R2 |
144-06 |
144-06 |
136-23 |
|
| R1 |
139-27 |
139-27 |
136-03 |
138-20 |
| PP |
137-13 |
137-13 |
137-13 |
136-26 |
| S1 |
133-02 |
133-02 |
134-27 |
131-27 |
| S2 |
130-20 |
130-20 |
134-07 |
|
| S3 |
123-27 |
126-09 |
133-19 |
|
| S4 |
117-02 |
119-16 |
131-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-25 |
135-00 |
6-25 |
5.0% |
2-19 |
1.9% |
7% |
False |
True |
48,586 |
| 10 |
141-28 |
135-00 |
6-28 |
5.1% |
2-04 |
1.6% |
7% |
False |
True |
92,452 |
| 20 |
141-28 |
131-20 |
10-07 |
7.5% |
2-09 |
1.7% |
37% |
False |
False |
140,858 |
| 40 |
141-28 |
114-01 |
27-26 |
20.5% |
2-09 |
1.7% |
77% |
False |
False |
116,236 |
| 60 |
141-28 |
110-27 |
31-00 |
22.9% |
2-05 |
1.6% |
79% |
False |
False |
77,787 |
| 80 |
141-28 |
110-27 |
31-00 |
22.9% |
2-04 |
1.6% |
79% |
False |
False |
58,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-01 |
|
2.618 |
151-18 |
|
1.618 |
147-00 |
|
1.000 |
144-05 |
|
0.618 |
142-13 |
|
HIGH |
139-18 |
|
0.618 |
137-27 |
|
0.500 |
137-09 |
|
0.382 |
136-24 |
|
LOW |
135-00 |
|
0.618 |
132-05 |
|
1.000 |
130-14 |
|
1.618 |
127-19 |
|
2.618 |
123-00 |
|
4.250 |
115-17 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
137-09 |
138-12 |
| PP |
136-22 |
137-13 |
| S1 |
136-02 |
136-14 |
|