ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
128-22 |
126-16 |
-2-06 |
-1.7% |
129-20 |
| High |
129-12 |
127-31 |
-1-13 |
-1.1% |
131-20 |
| Low |
126-09 |
126-14 |
0-06 |
0.1% |
126-09 |
| Close |
127-04 |
126-22 |
-0-14 |
-0.3% |
126-22 |
| Range |
3-03 |
1-16 |
-1-18 |
-51.0% |
5-10 |
| ATR |
2-16 |
2-14 |
-0-02 |
-2.8% |
0-00 |
| Volume |
226,425 |
229,131 |
2,706 |
1.2% |
1,025,720 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-19 |
130-21 |
127-17 |
|
| R3 |
130-02 |
129-05 |
127-04 |
|
| R2 |
128-18 |
128-18 |
126-31 |
|
| R1 |
127-20 |
127-20 |
126-27 |
128-03 |
| PP |
127-01 |
127-01 |
127-01 |
127-09 |
| S1 |
126-04 |
126-04 |
126-18 |
126-18 |
| S2 |
125-17 |
125-17 |
126-14 |
|
| S3 |
124-00 |
124-19 |
126-09 |
|
| S4 |
122-16 |
123-03 |
125-28 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-06 |
140-25 |
129-20 |
|
| R3 |
138-27 |
135-14 |
128-05 |
|
| R2 |
133-17 |
133-17 |
127-22 |
|
| R1 |
130-04 |
130-04 |
127-06 |
129-05 |
| PP |
128-06 |
128-06 |
128-06 |
127-23 |
| S1 |
124-25 |
124-25 |
126-07 |
123-26 |
| S2 |
122-28 |
122-28 |
125-23 |
|
| S3 |
117-17 |
119-15 |
125-08 |
|
| S4 |
112-07 |
114-04 |
123-25 |
|
|
| 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% |
2-11 |
1.8% |
8% |
False |
False |
205,144 |
| 10 |
136-27 |
126-09 |
10-18 |
8.3% |
2-16 |
2.0% |
4% |
False |
False |
200,664 |
| 20 |
139-18 |
126-09 |
13-10 |
10.5% |
2-14 |
1.9% |
3% |
False |
False |
180,502 |
| 40 |
141-28 |
126-09 |
15-18 |
12.3% |
2-09 |
1.8% |
3% |
False |
False |
163,686 |
| 60 |
141-28 |
113-23 |
28-04 |
22.2% |
2-10 |
1.8% |
46% |
False |
False |
136,337 |
| 80 |
141-28 |
110-27 |
31-00 |
24.5% |
2-07 |
1.8% |
51% |
False |
False |
102,465 |
| 100 |
141-28 |
110-27 |
31-00 |
24.5% |
2-04 |
1.7% |
51% |
False |
False |
82,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-13 |
|
2.618 |
131-30 |
|
1.618 |
130-13 |
|
1.000 |
129-16 |
|
0.618 |
128-29 |
|
HIGH |
127-31 |
|
0.618 |
127-12 |
|
0.500 |
127-07 |
|
0.382 |
127-01 |
|
LOW |
126-14 |
|
0.618 |
125-17 |
|
1.000 |
124-30 |
|
1.618 |
124-00 |
|
2.618 |
122-16 |
|
4.250 |
120-00 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-07 |
128-30 |
| PP |
127-01 |
128-06 |
| S1 |
126-28 |
127-14 |
|