ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
134-06 |
131-12 |
-2-25 |
-2.1% |
133-06 |
| High |
134-07 |
132-02 |
-2-05 |
-1.6% |
137-31 |
| Low |
130-31 |
129-10 |
-1-21 |
-1.3% |
132-08 |
| Close |
131-21 |
129-30 |
-1-23 |
-1.3% |
136-07 |
| Range |
3-08 |
2-24 |
-0-16 |
-15.4% |
5-22 |
| ATR |
2-17 |
2-17 |
0-01 |
0.7% |
0-00 |
| Volume |
210,182 |
206,777 |
-3,405 |
-1.6% |
837,848 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-22 |
137-02 |
131-14 |
|
| R3 |
135-30 |
134-10 |
130-22 |
|
| R2 |
133-06 |
133-06 |
130-14 |
|
| R1 |
131-18 |
131-18 |
130-06 |
131-00 |
| PP |
130-14 |
130-14 |
130-14 |
130-05 |
| S1 |
128-26 |
128-26 |
129-22 |
128-08 |
| S2 |
127-22 |
127-22 |
129-14 |
|
| S3 |
124-30 |
126-02 |
129-06 |
|
| S4 |
122-06 |
123-10 |
128-14 |
|
|
| 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 |
129-10 |
8-21 |
6.7% |
2-19 |
2.0% |
7% |
False |
True |
186,864 |
| 10 |
137-31 |
129-10 |
8-21 |
6.7% |
2-11 |
1.8% |
7% |
False |
True |
172,293 |
| 20 |
141-25 |
129-10 |
12-15 |
9.6% |
2-10 |
1.8% |
5% |
False |
True |
135,656 |
| 40 |
141-28 |
123-20 |
18-08 |
14.0% |
2-10 |
1.8% |
35% |
False |
False |
164,021 |
| 60 |
141-28 |
111-07 |
30-20 |
23.6% |
2-09 |
1.8% |
61% |
False |
False |
115,567 |
| 80 |
141-28 |
110-27 |
31-00 |
23.9% |
2-07 |
1.7% |
62% |
False |
False |
86,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-24 |
|
2.618 |
139-08 |
|
1.618 |
136-16 |
|
1.000 |
134-26 |
|
0.618 |
133-24 |
|
HIGH |
132-02 |
|
0.618 |
131-00 |
|
0.500 |
130-22 |
|
0.382 |
130-12 |
|
LOW |
129-10 |
|
0.618 |
127-20 |
|
1.000 |
126-18 |
|
1.618 |
124-28 |
|
2.618 |
122-04 |
|
4.250 |
117-20 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
130-22 |
132-06 |
| PP |
130-14 |
131-14 |
| S1 |
130-06 |
130-22 |
|