ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
134-25 |
135-02 |
0-10 |
0.2% |
135-06 |
| High |
135-10 |
137-14 |
2-05 |
1.6% |
135-28 |
| Low |
133-29 |
134-14 |
0-18 |
0.4% |
131-24 |
| Close |
134-26 |
136-28 |
2-02 |
1.5% |
133-04 |
| Range |
1-12 |
3-00 |
1-20 |
115.7% |
4-04 |
| ATR |
2-08 |
2-09 |
0-02 |
2.4% |
0-00 |
| Volume |
120,905 |
158,805 |
37,900 |
31.3% |
860,785 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-08 |
144-02 |
138-17 |
|
| R3 |
142-08 |
141-02 |
137-22 |
|
| R2 |
139-08 |
139-08 |
137-14 |
|
| R1 |
138-02 |
138-02 |
137-05 |
138-21 |
| PP |
136-08 |
136-08 |
136-08 |
136-18 |
| S1 |
135-02 |
135-02 |
136-19 |
135-21 |
| S2 |
133-08 |
133-08 |
136-10 |
|
| S3 |
130-08 |
132-02 |
136-02 |
|
| S4 |
127-08 |
129-02 |
135-07 |
|
|
| 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 |
137-14 |
132-00 |
5-14 |
4.0% |
2-04 |
1.5% |
89% |
True |
False |
157,722 |
| 10 |
141-24 |
131-24 |
10-00 |
7.3% |
2-19 |
1.9% |
51% |
False |
False |
149,613 |
| 20 |
141-28 |
131-24 |
10-04 |
7.4% |
2-07 |
1.6% |
51% |
False |
False |
126,866 |
| 40 |
141-28 |
117-22 |
24-06 |
17.7% |
2-13 |
1.8% |
79% |
False |
False |
148,956 |
| 60 |
141-28 |
111-07 |
30-20 |
22.4% |
2-08 |
1.6% |
84% |
False |
False |
100,122 |
| 80 |
141-28 |
110-27 |
31-00 |
22.7% |
2-04 |
1.6% |
84% |
False |
False |
75,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-06 |
|
2.618 |
145-10 |
|
1.618 |
142-10 |
|
1.000 |
140-14 |
|
0.618 |
139-10 |
|
HIGH |
137-14 |
|
0.618 |
136-10 |
|
0.500 |
135-30 |
|
0.382 |
135-19 |
|
LOW |
134-14 |
|
0.618 |
132-19 |
|
1.000 |
131-14 |
|
1.618 |
129-19 |
|
2.618 |
126-19 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
136-18 |
136-06 |
| PP |
136-08 |
135-17 |
| S1 |
135-30 |
134-28 |
|