ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
130-28 |
128-22 |
-2-05 |
-1.6% |
134-26 |
| High |
131-20 |
129-12 |
-2-08 |
-1.7% |
135-01 |
| Low |
128-16 |
126-09 |
-2-06 |
-1.7% |
128-17 |
| Close |
128-30 |
127-04 |
-1-25 |
-1.4% |
129-20 |
| Range |
3-04 |
3-03 |
-0-01 |
-1.0% |
6-16 |
| ATR |
2-15 |
2-16 |
0-01 |
1.8% |
0-00 |
| Volume |
173,350 |
226,425 |
53,075 |
30.6% |
805,635 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-28 |
135-03 |
128-27 |
|
| R3 |
133-25 |
132-00 |
128-00 |
|
| R2 |
130-22 |
130-22 |
127-23 |
|
| R1 |
128-29 |
128-29 |
127-14 |
128-08 |
| PP |
127-19 |
127-19 |
127-19 |
127-09 |
| S1 |
125-26 |
125-26 |
126-27 |
125-05 |
| S2 |
124-16 |
124-16 |
126-18 |
|
| S3 |
121-13 |
122-23 |
126-09 |
|
| S4 |
118-10 |
119-20 |
125-14 |
|
|
| 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 |
131-20 |
126-09 |
5-10 |
4.2% |
2-13 |
1.9% |
16% |
False |
True |
205,117 |
| 10 |
137-31 |
126-09 |
11-22 |
9.2% |
2-16 |
2.0% |
7% |
False |
True |
195,990 |
| 20 |
141-24 |
126-09 |
15-15 |
12.2% |
2-18 |
2.0% |
6% |
False |
True |
172,802 |
| 40 |
141-28 |
126-09 |
15-18 |
12.3% |
2-10 |
1.8% |
6% |
False |
True |
164,292 |
| 60 |
141-28 |
111-25 |
30-02 |
23.7% |
2-10 |
1.8% |
51% |
False |
False |
132,531 |
| 80 |
141-28 |
110-27 |
31-00 |
24.4% |
2-07 |
1.7% |
53% |
False |
False |
99,602 |
| 100 |
141-28 |
110-27 |
31-00 |
24.4% |
2-04 |
1.7% |
53% |
False |
False |
79,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-17 |
|
2.618 |
137-15 |
|
1.618 |
134-12 |
|
1.000 |
132-15 |
|
0.618 |
131-09 |
|
HIGH |
129-12 |
|
0.618 |
128-06 |
|
0.500 |
127-26 |
|
0.382 |
127-15 |
|
LOW |
126-09 |
|
0.618 |
124-12 |
|
1.000 |
123-06 |
|
1.618 |
121-09 |
|
2.618 |
118-06 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-26 |
128-30 |
| PP |
127-19 |
128-11 |
| S1 |
127-12 |
127-24 |
|