ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 23-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2009 |
23-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
131-12 |
129-29 |
-1-16 |
-1.1% |
134-26 |
| High |
132-02 |
130-14 |
-1-20 |
-1.2% |
135-01 |
| Low |
129-10 |
128-17 |
-0-25 |
-0.6% |
128-17 |
| Close |
129-30 |
129-20 |
-0-10 |
-0.3% |
129-20 |
| Range |
2-24 |
1-29 |
-0-27 |
-30.7% |
6-16 |
| ATR |
2-17 |
2-16 |
-0-01 |
-1.8% |
0-00 |
| Volume |
206,777 |
228,999 |
22,222 |
10.7% |
805,635 |
|
| Daily Pivots for day following 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-08 |
134-11 |
130-21 |
|
| R3 |
133-11 |
132-14 |
130-04 |
|
| R2 |
131-14 |
131-14 |
129-31 |
|
| R1 |
130-17 |
130-17 |
129-25 |
130-01 |
| PP |
129-17 |
129-17 |
129-17 |
129-09 |
| S1 |
128-20 |
128-20 |
129-14 |
128-04 |
| S2 |
127-20 |
127-20 |
129-08 |
|
| S3 |
125-23 |
126-23 |
129-03 |
|
| S4 |
123-26 |
124-26 |
128-18 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-18 |
146-19 |
133-06 |
|
| R3 |
144-02 |
140-03 |
131-13 |
|
| R2 |
137-18 |
137-18 |
130-26 |
|
| R1 |
133-19 |
133-19 |
130-07 |
132-10 |
| PP |
131-02 |
131-02 |
131-02 |
130-14 |
| S1 |
127-03 |
127-03 |
129-00 |
125-26 |
| S2 |
124-18 |
124-18 |
128-13 |
|
| S3 |
118-02 |
120-19 |
127-26 |
|
| S4 |
111-18 |
114-03 |
126-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
136-27 |
128-17 |
8-10 |
6.4% |
2-20 |
2.0% |
13% |
False |
True |
196,184 |
| 10 |
137-31 |
128-17 |
9-14 |
7.3% |
2-14 |
1.9% |
11% |
False |
True |
179,659 |
| 20 |
141-25 |
128-17 |
13-08 |
10.2% |
2-10 |
1.8% |
8% |
False |
True |
142,158 |
| 40 |
141-28 |
126-03 |
15-24 |
12.2% |
2-08 |
1.7% |
22% |
False |
False |
163,872 |
| 60 |
141-28 |
111-07 |
30-20 |
23.6% |
2-09 |
1.8% |
60% |
False |
False |
119,374 |
| 80 |
141-28 |
110-27 |
31-00 |
23.9% |
2-06 |
1.7% |
61% |
False |
False |
89,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-17 |
|
2.618 |
135-14 |
|
1.618 |
133-17 |
|
1.000 |
132-11 |
|
0.618 |
131-20 |
|
HIGH |
130-14 |
|
0.618 |
129-23 |
|
0.500 |
129-16 |
|
0.382 |
129-08 |
|
LOW |
128-17 |
|
0.618 |
127-11 |
|
1.000 |
126-20 |
|
1.618 |
125-14 |
|
2.618 |
123-17 |
|
4.250 |
120-14 |
|
|
| Fisher Pivots for day following 23-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-18 |
131-12 |
| PP |
129-17 |
130-25 |
| S1 |
129-16 |
130-06 |
|