ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 08-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2009 |
08-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
131-11 |
132-00 |
0-21 |
0.5% |
139-30 |
| High |
131-27 |
132-09 |
0-14 |
0.3% |
140-12 |
| Low |
130-20 |
131-05 |
0-17 |
0.4% |
133-24 |
| Close |
131-12 |
131-24 |
0-12 |
0.3% |
134-05 |
| Range |
1-07 |
1-04 |
-0-03 |
-7.7% |
6-20 |
| ATR |
2-03 |
2-01 |
-0-02 |
-3.3% |
0-00 |
| Volume |
661 |
177 |
-484 |
-73.2% |
859 |
|
| Daily Pivots for day following 08-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-03 |
134-18 |
132-12 |
|
| R3 |
133-31 |
133-14 |
132-02 |
|
| R2 |
132-27 |
132-27 |
131-31 |
|
| R1 |
132-10 |
132-10 |
131-27 |
132-00 |
| PP |
131-23 |
131-23 |
131-23 |
131-19 |
| S1 |
131-06 |
131-06 |
131-21 |
130-28 |
| S2 |
130-19 |
130-19 |
131-17 |
|
| S3 |
129-15 |
130-02 |
131-14 |
|
| S4 |
128-11 |
128-30 |
131-04 |
|
|
| 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 |
137-02 |
|
2.618 |
135-07 |
|
1.618 |
134-03 |
|
1.000 |
133-13 |
|
0.618 |
132-31 |
|
HIGH |
132-09 |
|
0.618 |
131-27 |
|
0.500 |
131-23 |
|
0.382 |
131-19 |
|
LOW |
131-05 |
|
0.618 |
130-15 |
|
1.000 |
130-01 |
|
1.618 |
129-11 |
|
2.618 |
128-07 |
|
4.250 |
126-12 |
|
|
| Fisher Pivots for day following 08-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
131-24 |
131-22 |
| PP |
131-23 |
131-19 |
| S1 |
131-23 |
131-16 |
|