ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
129-05 |
130-28 |
1-22 |
1.3% |
134-26 |
| High |
131-09 |
131-20 |
0-10 |
0.2% |
135-01 |
| Low |
128-28 |
128-16 |
-0-12 |
-0.3% |
128-17 |
| Close |
131-06 |
128-30 |
-2-09 |
-1.7% |
129-20 |
| Range |
2-13 |
3-04 |
0-23 |
29.9% |
6-16 |
| ATR |
2-13 |
2-15 |
0-02 |
2.1% |
0-00 |
| Volume |
185,652 |
173,350 |
-12,302 |
-6.6% |
805,635 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-02 |
137-04 |
130-20 |
|
| R3 |
135-30 |
134-00 |
129-25 |
|
| R2 |
132-26 |
132-26 |
129-16 |
|
| R1 |
130-28 |
130-28 |
129-07 |
130-08 |
| PP |
129-22 |
129-22 |
129-22 |
129-12 |
| S1 |
127-24 |
127-24 |
128-20 |
127-04 |
| S2 |
126-18 |
126-18 |
128-11 |
|
| S3 |
123-14 |
124-20 |
128-02 |
|
| S4 |
120-10 |
121-16 |
127-06 |
|
|
| 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 |
132-02 |
128-14 |
3-20 |
2.8% |
2-11 |
1.8% |
13% |
False |
False |
201,188 |
| 10 |
137-31 |
128-14 |
9-16 |
7.4% |
2-16 |
1.9% |
5% |
False |
False |
189,228 |
| 20 |
141-24 |
128-14 |
13-10 |
10.3% |
2-16 |
1.9% |
4% |
False |
False |
164,076 |
| 40 |
141-28 |
127-10 |
14-18 |
11.3% |
2-10 |
1.8% |
11% |
False |
False |
160,968 |
| 60 |
141-28 |
111-07 |
30-20 |
23.8% |
2-09 |
1.8% |
58% |
False |
False |
128,785 |
| 80 |
141-28 |
110-27 |
31-00 |
24.1% |
2-07 |
1.7% |
58% |
False |
False |
96,777 |
| 100 |
141-28 |
110-27 |
31-00 |
24.1% |
2-04 |
1.7% |
58% |
False |
False |
77,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-28 |
|
2.618 |
139-25 |
|
1.618 |
136-21 |
|
1.000 |
134-24 |
|
0.618 |
133-17 |
|
HIGH |
131-20 |
|
0.618 |
130-13 |
|
0.500 |
130-02 |
|
0.382 |
129-22 |
|
LOW |
128-16 |
|
0.618 |
126-18 |
|
1.000 |
125-12 |
|
1.618 |
123-14 |
|
2.618 |
120-10 |
|
4.250 |
115-06 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
130-02 |
130-01 |
| PP |
129-22 |
129-21 |
| S1 |
129-10 |
129-09 |
|