ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
138-23 |
135-06 |
-3-16 |
-2.5% |
141-06 |
| High |
139-18 |
135-28 |
-3-22 |
-2.7% |
141-25 |
| Low |
135-00 |
132-12 |
-2-20 |
-2.0% |
135-00 |
| Close |
135-15 |
133-00 |
-2-14 |
-1.8% |
135-15 |
| Range |
4-18 |
3-16 |
-1-02 |
-23.2% |
6-25 |
| ATR |
2-12 |
2-14 |
0-03 |
3.5% |
0-00 |
| Volume |
80,065 |
113,786 |
33,721 |
42.1% |
226,712 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-10 |
142-06 |
134-30 |
|
| R3 |
140-25 |
138-21 |
133-31 |
|
| R2 |
137-08 |
137-08 |
133-21 |
|
| R1 |
135-04 |
135-04 |
133-11 |
134-14 |
| PP |
133-24 |
133-24 |
133-24 |
133-13 |
| S1 |
131-20 |
131-20 |
132-22 |
130-30 |
| S2 |
130-08 |
130-08 |
132-12 |
|
| S3 |
126-23 |
128-04 |
132-02 |
|
| S4 |
123-06 |
124-19 |
131-03 |
|
|
| 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 |
132-12 |
9-14 |
7.1% |
3-02 |
2.3% |
7% |
False |
True |
68,099 |
| 10 |
141-25 |
132-12 |
9-14 |
7.1% |
2-06 |
1.6% |
7% |
False |
True |
84,264 |
| 20 |
141-28 |
132-02 |
9-26 |
7.4% |
2-10 |
1.7% |
10% |
False |
False |
134,023 |
| 40 |
141-28 |
114-01 |
27-26 |
20.9% |
2-11 |
1.8% |
68% |
False |
False |
119,012 |
| 60 |
141-28 |
110-27 |
31-00 |
23.3% |
2-06 |
1.6% |
71% |
False |
False |
79,680 |
| 80 |
141-28 |
110-27 |
31-00 |
23.3% |
2-04 |
1.6% |
71% |
False |
False |
59,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-26 |
|
2.618 |
145-03 |
|
1.618 |
141-18 |
|
1.000 |
139-12 |
|
0.618 |
138-02 |
|
HIGH |
135-28 |
|
0.618 |
134-17 |
|
0.500 |
134-04 |
|
0.382 |
133-22 |
|
LOW |
132-12 |
|
0.618 |
130-06 |
|
1.000 |
128-27 |
|
1.618 |
126-21 |
|
2.618 |
123-05 |
|
4.250 |
117-13 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
134-04 |
137-02 |
| PP |
133-24 |
135-23 |
| S1 |
133-12 |
134-12 |
|