ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
133-09 |
132-22 |
-0-19 |
-0.4% |
141-06 |
| High |
133-12 |
133-16 |
0-04 |
0.1% |
141-25 |
| Low |
131-28 |
132-12 |
0-16 |
0.4% |
135-00 |
| Close |
132-22 |
133-00 |
0-10 |
0.2% |
135-15 |
| Range |
1-16 |
1-04 |
-0-12 |
-25.0% |
6-25 |
| ATR |
2-11 |
2-08 |
-0-03 |
-3.7% |
0-00 |
| Volume |
218,244 |
155,339 |
-62,905 |
-28.8% |
226,712 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-11 |
135-26 |
133-20 |
|
| R3 |
135-07 |
134-22 |
133-10 |
|
| R2 |
134-03 |
134-03 |
133-07 |
|
| R1 |
133-18 |
133-18 |
133-04 |
133-26 |
| PP |
132-31 |
132-31 |
132-31 |
133-04 |
| S1 |
132-14 |
132-14 |
132-29 |
132-22 |
| S2 |
131-27 |
131-27 |
132-26 |
|
| S3 |
130-23 |
131-10 |
132-23 |
|
| S4 |
129-19 |
130-06 |
132-13 |
|
|
| 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 |
139-18 |
131-24 |
7-27 |
5.9% |
2-18 |
1.9% |
16% |
False |
False |
157,548 |
| 10 |
141-25 |
131-24 |
10-02 |
7.6% |
2-07 |
1.7% |
13% |
False |
False |
104,657 |
| 20 |
141-28 |
131-24 |
10-04 |
7.6% |
2-07 |
1.7% |
13% |
False |
False |
132,240 |
| 40 |
141-28 |
115-05 |
26-22 |
20.1% |
2-11 |
1.8% |
67% |
False |
False |
133,690 |
| 60 |
141-28 |
110-27 |
31-00 |
23.3% |
2-06 |
1.7% |
71% |
False |
False |
89,574 |
| 80 |
141-28 |
110-27 |
31-00 |
23.3% |
2-04 |
1.6% |
71% |
False |
False |
67,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-10 |
|
2.618 |
136-15 |
|
1.618 |
135-11 |
|
1.000 |
134-20 |
|
0.618 |
134-07 |
|
HIGH |
133-16 |
|
0.618 |
133-03 |
|
0.500 |
132-30 |
|
0.382 |
132-26 |
|
LOW |
132-12 |
|
0.618 |
131-22 |
|
1.000 |
131-08 |
|
1.618 |
130-18 |
|
2.618 |
129-14 |
|
4.250 |
127-20 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
133-00 |
132-30 |
| PP |
132-31 |
132-27 |
| S1 |
132-30 |
132-24 |
|