ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 16-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2009 |
16-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
137-06 |
136-22 |
-0-16 |
-0.4% |
133-06 |
| High |
137-31 |
136-27 |
-1-04 |
-0.8% |
137-31 |
| Low |
136-08 |
134-02 |
-2-07 |
-1.6% |
132-08 |
| Close |
137-04 |
136-07 |
-0-30 |
-0.7% |
136-07 |
| Range |
1-22 |
2-26 |
1-03 |
64.2% |
5-22 |
| ATR |
2-08 |
2-10 |
0-02 |
2.7% |
0-00 |
| Volume |
182,396 |
175,288 |
-7,108 |
-3.9% |
837,848 |
|
| Daily Pivots for day following 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-03 |
142-30 |
137-24 |
|
| R3 |
141-10 |
140-05 |
137-00 |
|
| R2 |
138-16 |
138-16 |
136-23 |
|
| R1 |
137-12 |
137-12 |
136-15 |
136-17 |
| PP |
135-22 |
135-22 |
135-22 |
135-09 |
| S1 |
134-18 |
134-18 |
135-31 |
133-24 |
| S2 |
132-29 |
132-29 |
135-23 |
|
| S3 |
130-04 |
131-24 |
135-14 |
|
| S4 |
127-10 |
128-31 |
134-22 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-19 |
150-04 |
139-11 |
|
| R3 |
146-28 |
144-13 |
137-25 |
|
| R2 |
141-06 |
141-06 |
137-08 |
|
| R1 |
138-22 |
138-22 |
136-24 |
139-30 |
| PP |
135-16 |
135-16 |
135-16 |
136-03 |
| S1 |
133-00 |
133-00 |
135-22 |
134-08 |
| S2 |
129-25 |
129-25 |
135-06 |
|
| S3 |
124-02 |
127-10 |
134-21 |
|
| S4 |
118-12 |
121-19 |
133-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
137-31 |
132-08 |
5-22 |
4.2% |
2-10 |
1.7% |
69% |
False |
False |
167,569 |
| 10 |
137-31 |
131-24 |
6-08 |
4.6% |
2-07 |
1.6% |
72% |
False |
False |
169,863 |
| 20 |
141-28 |
131-24 |
10-04 |
7.4% |
2-05 |
1.6% |
44% |
False |
False |
131,157 |
| 40 |
141-28 |
121-11 |
20-16 |
15.1% |
2-13 |
1.8% |
73% |
False |
False |
156,561 |
| 60 |
141-28 |
111-07 |
30-20 |
22.5% |
2-08 |
1.7% |
82% |
False |
False |
105,978 |
| 80 |
141-28 |
110-27 |
31-00 |
22.8% |
2-05 |
1.6% |
82% |
False |
False |
79,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-23 |
|
2.618 |
144-05 |
|
1.618 |
141-12 |
|
1.000 |
139-20 |
|
0.618 |
138-18 |
|
HIGH |
136-27 |
|
0.618 |
135-25 |
|
0.500 |
135-14 |
|
0.382 |
135-04 |
|
LOW |
134-02 |
|
0.618 |
132-10 |
|
1.000 |
131-08 |
|
1.618 |
129-17 |
|
2.618 |
126-23 |
|
4.250 |
122-05 |
|
|
| Fisher Pivots for day following 16-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
135-31 |
136-05 |
| PP |
135-22 |
136-02 |
| S1 |
135-14 |
136-00 |
|