ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
129-29 |
129-20 |
-0-09 |
-0.2% |
134-26 |
| High |
130-14 |
130-00 |
-0-14 |
-0.3% |
135-01 |
| Low |
128-17 |
128-14 |
-0-02 |
-0.1% |
128-17 |
| Close |
129-20 |
129-08 |
-0-12 |
-0.3% |
129-20 |
| Range |
1-29 |
1-18 |
-0-12 |
-18.9% |
6-16 |
| ATR |
2-16 |
2-13 |
-0-02 |
-2.7% |
0-00 |
| Volume |
228,999 |
211,162 |
-17,837 |
-7.8% |
805,635 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-28 |
133-03 |
130-03 |
|
| R3 |
132-10 |
131-18 |
129-21 |
|
| R2 |
130-25 |
130-25 |
129-17 |
|
| R1 |
130-00 |
130-00 |
129-12 |
129-20 |
| PP |
129-07 |
129-07 |
129-07 |
129-01 |
| S1 |
128-15 |
128-15 |
129-03 |
128-02 |
| S2 |
127-22 |
127-22 |
128-30 |
|
| S3 |
126-04 |
126-29 |
128-26 |
|
| S4 |
124-19 |
125-12 |
128-12 |
|
|
| 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 |
135-01 |
128-14 |
6-18 |
5.1% |
2-12 |
1.8% |
12% |
False |
True |
203,359 |
| 10 |
137-31 |
128-14 |
9-16 |
7.4% |
2-11 |
1.8% |
8% |
False |
True |
185,464 |
| 20 |
141-25 |
128-14 |
13-10 |
10.3% |
2-11 |
1.8% |
6% |
False |
True |
147,918 |
| 40 |
141-28 |
126-20 |
15-08 |
11.8% |
2-08 |
1.7% |
17% |
False |
False |
162,324 |
| 60 |
141-28 |
111-07 |
30-20 |
23.7% |
2-09 |
1.8% |
59% |
False |
False |
122,856 |
| 80 |
141-28 |
110-27 |
31-00 |
24.0% |
2-06 |
1.7% |
59% |
False |
False |
92,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-18 |
|
2.618 |
134-02 |
|
1.618 |
132-16 |
|
1.000 |
131-18 |
|
0.618 |
130-31 |
|
HIGH |
130-00 |
|
0.618 |
129-13 |
|
0.500 |
129-07 |
|
0.382 |
129-01 |
|
LOW |
128-14 |
|
0.618 |
127-16 |
|
1.000 |
126-29 |
|
1.618 |
125-30 |
|
2.618 |
124-13 |
|
4.250 |
121-28 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-07 |
130-08 |
| PP |
129-07 |
129-29 |
| S1 |
129-07 |
129-18 |
|