ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 21-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
134-26 |
134-06 |
-0-20 |
-0.5% |
133-06 |
| High |
135-01 |
134-07 |
-0-26 |
-0.6% |
137-31 |
| Low |
132-18 |
130-31 |
-1-18 |
-1.2% |
132-08 |
| Close |
134-30 |
131-21 |
-3-08 |
-2.4% |
136-07 |
| Range |
2-16 |
3-08 |
0-24 |
30.8% |
5-22 |
| ATR |
2-13 |
2-17 |
0-04 |
4.6% |
0-00 |
| Volume |
159,677 |
210,182 |
50,505 |
31.6% |
837,848 |
|
| Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-01 |
140-03 |
133-14 |
|
| R3 |
138-25 |
136-27 |
132-18 |
|
| R2 |
135-17 |
135-17 |
132-08 |
|
| R1 |
133-19 |
133-19 |
131-31 |
132-30 |
| PP |
132-09 |
132-09 |
132-09 |
131-30 |
| S1 |
130-11 |
130-11 |
131-11 |
129-22 |
| S2 |
129-01 |
129-01 |
131-02 |
|
| S3 |
125-25 |
127-03 |
130-24 |
|
| S4 |
122-17 |
123-27 |
129-28 |
|
|
| 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 |
130-31 |
7-00 |
5.3% |
2-21 |
2.0% |
10% |
False |
True |
177,269 |
| 10 |
137-31 |
130-31 |
7-00 |
5.3% |
2-07 |
1.7% |
10% |
False |
True |
173,439 |
| 20 |
141-25 |
130-31 |
10-26 |
8.2% |
2-08 |
1.7% |
6% |
False |
True |
131,729 |
| 40 |
141-28 |
123-08 |
18-20 |
14.1% |
2-09 |
1.7% |
45% |
False |
False |
161,692 |
| 60 |
141-28 |
111-07 |
30-20 |
23.3% |
2-09 |
1.7% |
67% |
False |
False |
112,125 |
| 80 |
141-28 |
110-27 |
31-00 |
23.6% |
2-07 |
1.7% |
67% |
False |
False |
84,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-01 |
|
2.618 |
142-23 |
|
1.618 |
139-15 |
|
1.000 |
137-15 |
|
0.618 |
136-07 |
|
HIGH |
134-07 |
|
0.618 |
132-31 |
|
0.500 |
132-19 |
|
0.382 |
132-07 |
|
LOW |
130-31 |
|
0.618 |
128-31 |
|
1.000 |
127-23 |
|
1.618 |
125-23 |
|
2.618 |
122-15 |
|
4.250 |
117-05 |
|
|
| Fisher Pivots for day following 21-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
132-19 |
133-29 |
| PP |
132-09 |
133-05 |
| S1 |
131-31 |
132-13 |
|