ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 05-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2009 |
05-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-13 |
126-13 |
0-00 |
0.0% |
129-20 |
| High |
127-12 |
127-24 |
0-12 |
0.3% |
131-20 |
| Low |
125-25 |
126-10 |
0-17 |
0.4% |
126-09 |
| Close |
126-20 |
126-29 |
0-08 |
0.2% |
126-22 |
| Range |
1-19 |
1-14 |
-0-04 |
-8.8% |
5-10 |
| ATR |
2-13 |
2-10 |
-0-02 |
-2.8% |
0-00 |
| Volume |
191,889 |
198,699 |
6,810 |
3.5% |
1,025,720 |
|
| Daily Pivots for day following 05-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-11 |
130-19 |
127-23 |
|
| R3 |
129-29 |
129-04 |
127-10 |
|
| R2 |
128-14 |
128-14 |
127-06 |
|
| R1 |
127-22 |
127-22 |
127-01 |
128-02 |
| PP |
127-00 |
127-00 |
127-00 |
127-06 |
| S1 |
126-07 |
126-07 |
126-25 |
126-20 |
| S2 |
125-17 |
125-17 |
126-20 |
|
| S3 |
124-03 |
124-25 |
126-16 |
|
| S4 |
122-20 |
123-10 |
126-03 |
|
|
| 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 |
128-30 |
125-25 |
3-06 |
2.5% |
1-30 |
1.5% |
35% |
False |
False |
202,383 |
| 10 |
131-20 |
125-25 |
5-26 |
4.6% |
2-05 |
1.7% |
19% |
False |
False |
203,750 |
| 20 |
137-31 |
125-25 |
12-06 |
9.6% |
2-08 |
1.8% |
9% |
False |
False |
188,021 |
| 40 |
141-28 |
125-25 |
16-02 |
12.7% |
2-08 |
1.8% |
7% |
False |
False |
160,598 |
| 60 |
141-28 |
115-05 |
26-22 |
21.0% |
2-10 |
1.8% |
44% |
False |
False |
149,226 |
| 80 |
141-28 |
110-27 |
31-00 |
24.4% |
2-07 |
1.7% |
52% |
False |
False |
112,245 |
| 100 |
141-28 |
110-27 |
31-00 |
24.4% |
2-05 |
1.7% |
52% |
False |
False |
89,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-30 |
|
2.618 |
131-18 |
|
1.618 |
130-04 |
|
1.000 |
129-07 |
|
0.618 |
128-21 |
|
HIGH |
127-24 |
|
0.618 |
127-07 |
|
0.500 |
127-01 |
|
0.382 |
126-28 |
|
LOW |
126-10 |
|
0.618 |
125-13 |
|
1.000 |
124-28 |
|
1.618 |
123-31 |
|
2.618 |
122-16 |
|
4.250 |
120-04 |
|
|
| Fisher Pivots for day following 05-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-01 |
127-12 |
| PP |
127-00 |
127-07 |
| S1 |
126-30 |
127-02 |
|