ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 02-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2008 |
02-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
139-27 |
137-22 |
-2-05 |
-1.5% |
139-30 |
| High |
140-07 |
138-06 |
-2-01 |
-1.4% |
140-12 |
| Low |
136-26 |
133-24 |
-3-02 |
-2.2% |
133-24 |
| Close |
136-24 |
134-05 |
-2-19 |
-1.9% |
134-05 |
| Range |
3-13 |
4-14 |
1-01 |
30.3% |
6-20 |
| ATR |
1-29 |
2-02 |
0-06 |
9.6% |
0-00 |
| Volume |
437 |
56 |
-381 |
-87.2% |
859 |
|
| Daily Pivots for day following 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-22 |
145-27 |
136-19 |
|
| R3 |
144-08 |
141-13 |
135-12 |
|
| R2 |
139-26 |
139-26 |
134-31 |
|
| R1 |
136-31 |
136-31 |
134-18 |
136-06 |
| PP |
135-12 |
135-12 |
135-12 |
134-31 |
| S1 |
132-17 |
132-17 |
133-24 |
131-24 |
| S2 |
130-30 |
130-30 |
133-11 |
|
| S3 |
126-16 |
128-03 |
132-30 |
|
| S4 |
122-02 |
123-21 |
131-23 |
|
|
| Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-31 |
151-22 |
137-26 |
|
| R3 |
149-11 |
145-02 |
135-31 |
|
| R2 |
142-23 |
142-23 |
135-12 |
|
| R1 |
138-14 |
138-14 |
134-24 |
137-08 |
| PP |
136-03 |
136-03 |
136-03 |
135-16 |
| S1 |
131-26 |
131-26 |
133-18 |
130-20 |
| S2 |
129-15 |
129-15 |
132-30 |
|
| S3 |
122-27 |
125-06 |
132-11 |
|
| S4 |
116-07 |
118-18 |
130-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-02 |
|
2.618 |
149-26 |
|
1.618 |
145-12 |
|
1.000 |
142-20 |
|
0.618 |
140-30 |
|
HIGH |
138-06 |
|
0.618 |
136-16 |
|
0.500 |
135-31 |
|
0.382 |
135-14 |
|
LOW |
133-24 |
|
0.618 |
131-00 |
|
1.000 |
129-10 |
|
1.618 |
126-18 |
|
2.618 |
122-04 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 02-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
135-31 |
137-01 |
| PP |
135-12 |
136-02 |
| S1 |
134-24 |
135-04 |
|