ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-16 |
126-21 |
0-04 |
0.1% |
129-20 |
| High |
127-31 |
128-30 |
1-00 |
0.8% |
131-20 |
| Low |
126-14 |
126-19 |
0-04 |
0.1% |
126-09 |
| Close |
126-22 |
128-24 |
2-02 |
1.6% |
126-22 |
| Range |
1-16 |
2-12 |
0-27 |
55.7% |
5-10 |
| ATR |
2-14 |
2-14 |
0-00 |
-0.2% |
0-00 |
| Volume |
229,131 |
235,653 |
6,522 |
2.8% |
1,025,720 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-06 |
134-11 |
130-02 |
|
| R3 |
132-26 |
131-31 |
129-13 |
|
| R2 |
130-15 |
130-15 |
129-06 |
|
| R1 |
129-20 |
129-20 |
128-31 |
130-01 |
| PP |
128-03 |
128-03 |
128-03 |
128-10 |
| S1 |
127-08 |
127-08 |
128-18 |
127-22 |
| S2 |
125-24 |
125-24 |
128-11 |
|
| S3 |
123-12 |
124-29 |
128-04 |
|
| S4 |
121-01 |
122-17 |
127-15 |
|
|
| 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 |
4.1% |
2-16 |
1.9% |
47% |
False |
False |
210,042 |
| 10 |
135-01 |
126-09 |
8-24 |
6.8% |
2-14 |
1.9% |
28% |
False |
False |
206,700 |
| 20 |
137-31 |
126-09 |
11-22 |
9.1% |
2-11 |
1.8% |
21% |
False |
False |
188,282 |
| 40 |
141-28 |
126-09 |
15-18 |
12.1% |
2-10 |
1.8% |
16% |
False |
False |
164,570 |
| 60 |
141-28 |
114-01 |
27-26 |
21.6% |
2-10 |
1.8% |
53% |
False |
False |
140,251 |
| 80 |
141-28 |
110-27 |
31-00 |
24.1% |
2-06 |
1.7% |
58% |
False |
False |
105,411 |
| 100 |
141-28 |
110-27 |
31-00 |
24.1% |
2-05 |
1.7% |
58% |
False |
False |
84,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-31 |
|
2.618 |
135-04 |
|
1.618 |
132-25 |
|
1.000 |
131-10 |
|
0.618 |
130-13 |
|
HIGH |
128-30 |
|
0.618 |
128-02 |
|
0.500 |
127-25 |
|
0.382 |
127-16 |
|
LOW |
126-19 |
|
0.618 |
125-04 |
|
1.000 |
124-08 |
|
1.618 |
122-25 |
|
2.618 |
120-13 |
|
4.250 |
116-18 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-14 |
128-14 |
| PP |
128-03 |
128-04 |
| S1 |
127-25 |
127-26 |
|