ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
132-28 |
133-06 |
0-11 |
0.3% |
135-06 |
| High |
134-14 |
134-28 |
0-14 |
0.3% |
135-28 |
| Low |
132-00 |
132-08 |
0-08 |
0.2% |
131-24 |
| Close |
133-04 |
134-26 |
1-22 |
1.3% |
133-04 |
| Range |
2-14 |
2-20 |
0-06 |
7.7% |
4-04 |
| ATR |
2-09 |
2-10 |
0-01 |
1.1% |
0-00 |
| Volume |
153,107 |
200,454 |
47,347 |
30.9% |
860,785 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-28 |
140-31 |
136-09 |
|
| R3 |
139-08 |
138-11 |
135-18 |
|
| R2 |
136-20 |
136-20 |
135-10 |
|
| R1 |
135-23 |
135-23 |
135-02 |
136-06 |
| PP |
134-00 |
134-00 |
134-00 |
134-07 |
| S1 |
133-03 |
133-03 |
134-19 |
133-18 |
| S2 |
131-12 |
131-12 |
134-11 |
|
| S3 |
128-24 |
130-15 |
134-03 |
|
| S4 |
126-04 |
127-27 |
133-12 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-00 |
143-23 |
135-13 |
|
| R3 |
141-28 |
139-18 |
134-09 |
|
| R2 |
137-23 |
137-23 |
133-29 |
|
| R1 |
135-14 |
135-14 |
133-17 |
134-16 |
| PP |
133-19 |
133-19 |
133-19 |
133-04 |
| S1 |
131-09 |
131-09 |
132-24 |
130-12 |
| S2 |
129-14 |
129-14 |
132-12 |
|
| S3 |
125-10 |
127-05 |
132-00 |
|
| S4 |
121-05 |
123-00 |
130-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134-28 |
131-24 |
3-05 |
2.3% |
1-30 |
1.4% |
98% |
True |
False |
189,490 |
| 10 |
141-25 |
131-24 |
10-02 |
7.5% |
2-16 |
1.9% |
31% |
False |
False |
128,795 |
| 20 |
141-28 |
131-24 |
10-04 |
7.5% |
2-09 |
1.7% |
31% |
False |
False |
133,471 |
| 40 |
141-28 |
115-12 |
26-16 |
19.6% |
2-12 |
1.8% |
73% |
False |
False |
142,469 |
| 60 |
141-28 |
110-27 |
31-00 |
23.0% |
2-08 |
1.7% |
77% |
False |
False |
95,463 |
| 80 |
141-28 |
110-27 |
31-00 |
23.0% |
2-04 |
1.6% |
77% |
False |
False |
71,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-02 |
|
2.618 |
141-24 |
|
1.618 |
139-04 |
|
1.000 |
137-16 |
|
0.618 |
136-16 |
|
HIGH |
134-28 |
|
0.618 |
133-28 |
|
0.500 |
133-18 |
|
0.382 |
133-09 |
|
LOW |
132-08 |
|
0.618 |
130-21 |
|
1.000 |
129-20 |
|
1.618 |
128-01 |
|
2.618 |
125-13 |
|
4.250 |
121-04 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
134-13 |
134-12 |
| PP |
134-00 |
133-29 |
| S1 |
133-18 |
133-14 |
|