ECBOT 30 Year Treasury Bond Future March 2009
| Trading Metrics calculated at close of trading on 06-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2009 |
06-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
126-13 |
126-20 |
0-08 |
0.2% |
126-21 |
| High |
127-24 |
127-12 |
-0-12 |
-0.3% |
128-30 |
| Low |
126-10 |
125-16 |
-0-26 |
-0.6% |
125-16 |
| Close |
126-29 |
125-27 |
-1-02 |
-0.8% |
125-27 |
| Range |
1-14 |
1-28 |
0-13 |
28.0% |
3-14 |
| ATR |
2-10 |
2-09 |
-0-01 |
-1.4% |
0-00 |
| Volume |
198,699 |
168,114 |
-30,585 |
-15.4% |
950,900 |
|
| Daily Pivots for day following 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-26 |
130-22 |
126-28 |
|
| R3 |
129-31 |
128-27 |
126-11 |
|
| R2 |
128-03 |
128-03 |
126-06 |
|
| R1 |
126-31 |
126-31 |
126-00 |
126-20 |
| PP |
126-08 |
126-08 |
126-08 |
126-02 |
| S1 |
125-04 |
125-04 |
125-22 |
124-24 |
| S2 |
124-12 |
124-12 |
125-16 |
|
| S3 |
122-17 |
123-08 |
125-11 |
|
| S4 |
120-21 |
121-13 |
124-26 |
|
|
| Weekly Pivots for week ending 06-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-03 |
134-29 |
127-24 |
|
| R3 |
133-21 |
131-15 |
126-25 |
|
| R2 |
130-07 |
130-07 |
126-15 |
|
| R1 |
128-01 |
128-01 |
126-05 |
127-13 |
| PP |
126-25 |
126-25 |
126-25 |
126-15 |
| S1 |
124-19 |
124-19 |
125-17 |
123-31 |
| S2 |
123-11 |
123-11 |
125-07 |
|
| S3 |
119-29 |
121-05 |
124-29 |
|
| S4 |
116-15 |
117-23 |
123-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-30 |
125-16 |
3-14 |
2.7% |
2-00 |
1.6% |
10% |
False |
True |
190,180 |
| 10 |
131-20 |
125-16 |
6-03 |
4.8% |
2-05 |
1.7% |
5% |
False |
True |
197,662 |
| 20 |
137-31 |
125-16 |
12-14 |
9.9% |
2-10 |
1.8% |
3% |
False |
True |
188,660 |
| 40 |
141-28 |
125-16 |
16-11 |
13.0% |
2-08 |
1.8% |
2% |
False |
True |
160,450 |
| 60 |
141-28 |
115-05 |
26-22 |
21.2% |
2-10 |
1.8% |
40% |
False |
False |
152,013 |
| 80 |
141-28 |
110-27 |
31-00 |
24.6% |
2-07 |
1.8% |
48% |
False |
False |
114,346 |
| 100 |
141-28 |
110-27 |
31-00 |
24.6% |
2-05 |
1.7% |
48% |
False |
False |
91,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-09 |
|
2.618 |
132-08 |
|
1.618 |
130-12 |
|
1.000 |
129-08 |
|
0.618 |
128-17 |
|
HIGH |
127-12 |
|
0.618 |
126-21 |
|
0.500 |
126-14 |
|
0.382 |
126-07 |
|
LOW |
125-16 |
|
0.618 |
124-12 |
|
1.000 |
123-21 |
|
1.618 |
122-16 |
|
2.618 |
120-21 |
|
4.250 |
117-20 |
|
|
| Fisher Pivots for day following 06-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-14 |
126-20 |
| PP |
126-08 |
126-12 |
| S1 |
126-01 |
126-04 |
|