ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 05-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2009 |
05-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
137-22 |
134-10 |
-3-12 |
-2.5% |
139-30 |
| High |
138-06 |
134-16 |
-3-22 |
-2.7% |
140-12 |
| Low |
133-24 |
131-02 |
-2-22 |
-2.0% |
133-24 |
| Close |
134-05 |
131-22 |
-2-15 |
-1.8% |
134-05 |
| Range |
4-14 |
3-14 |
-1-00 |
-22.5% |
6-20 |
| ATR |
2-02 |
2-06 |
0-03 |
4.7% |
0-00 |
| Volume |
56 |
206 |
150 |
267.9% |
859 |
|
| Daily Pivots for day following 05-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-23 |
140-21 |
133-18 |
|
| R3 |
139-09 |
137-07 |
132-20 |
|
| R2 |
135-27 |
135-27 |
132-10 |
|
| R1 |
133-25 |
133-25 |
132-00 |
133-03 |
| PP |
132-13 |
132-13 |
132-13 |
132-02 |
| S1 |
130-11 |
130-11 |
131-12 |
129-21 |
| S2 |
128-31 |
128-31 |
131-02 |
|
| S3 |
125-17 |
126-29 |
130-24 |
|
| S4 |
122-03 |
123-15 |
129-26 |
|
|
| 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 |
149-04 |
|
2.618 |
143-16 |
|
1.618 |
140-02 |
|
1.000 |
137-30 |
|
0.618 |
136-20 |
|
HIGH |
134-16 |
|
0.618 |
133-06 |
|
0.500 |
132-25 |
|
0.382 |
132-12 |
|
LOW |
131-02 |
|
0.618 |
128-30 |
|
1.000 |
127-20 |
|
1.618 |
125-16 |
|
2.618 |
122-02 |
|
4.250 |
116-14 |
|
|
| Fisher Pivots for day following 05-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
132-25 |
135-20 |
| PP |
132-13 |
134-10 |
| S1 |
132-02 |
133-00 |
|