ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 06-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
135-06 |
133-05 |
-2-02 |
-1.5% |
141-06 |
| High |
135-28 |
133-26 |
-2-02 |
-1.5% |
141-25 |
| Low |
132-12 |
131-24 |
-0-20 |
-0.5% |
135-00 |
| Close |
133-00 |
132-22 |
-0-10 |
-0.2% |
135-15 |
| Range |
3-16 |
2-02 |
-1-14 |
-41.3% |
6-25 |
| ATR |
2-14 |
2-13 |
-0-01 |
-1.1% |
0-00 |
| Volume |
113,786 |
220,309 |
106,523 |
93.6% |
226,712 |
|
| Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-30 |
137-28 |
133-26 |
|
| R3 |
136-28 |
135-26 |
133-08 |
|
| R2 |
134-26 |
134-26 |
133-02 |
|
| R1 |
133-24 |
133-24 |
132-28 |
133-08 |
| PP |
132-24 |
132-24 |
132-24 |
132-16 |
| S1 |
131-22 |
131-22 |
132-16 |
131-06 |
| S2 |
130-22 |
130-22 |
132-10 |
|
| S3 |
128-20 |
129-20 |
132-04 |
|
| S4 |
126-18 |
127-18 |
131-18 |
|
|
| 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 |
141-24 |
131-24 |
10-00 |
7.5% |
3-06 |
2.4% |
10% |
False |
True |
108,239 |
| 10 |
141-25 |
131-24 |
10-02 |
7.6% |
2-08 |
1.7% |
9% |
False |
True |
90,018 |
| 20 |
141-28 |
131-24 |
10-04 |
7.6% |
2-09 |
1.7% |
9% |
False |
True |
134,775 |
| 40 |
141-28 |
114-01 |
27-26 |
21.0% |
2-11 |
1.8% |
67% |
False |
False |
124,495 |
| 60 |
141-28 |
110-27 |
31-00 |
23.4% |
2-06 |
1.7% |
70% |
False |
False |
83,352 |
| 80 |
141-28 |
110-27 |
31-00 |
23.4% |
2-05 |
1.6% |
70% |
False |
False |
62,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-18 |
|
2.618 |
139-06 |
|
1.618 |
137-04 |
|
1.000 |
135-28 |
|
0.618 |
135-02 |
|
HIGH |
133-26 |
|
0.618 |
133-00 |
|
0.500 |
132-24 |
|
0.382 |
132-17 |
|
LOW |
131-24 |
|
0.618 |
130-15 |
|
1.000 |
129-22 |
|
1.618 |
128-13 |
|
2.618 |
126-11 |
|
4.250 |
122-31 |
|
|
| Fisher Pivots for day following 06-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
132-24 |
135-21 |
| PP |
132-24 |
134-21 |
| S1 |
132-23 |
133-22 |
|