ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 09-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2009 |
09-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
132-00 |
131-18 |
-0-14 |
-0.3% |
134-10 |
| High |
132-09 |
133-05 |
0-28 |
0.7% |
134-16 |
| Low |
131-05 |
130-25 |
-0-12 |
-0.3% |
130-17 |
| Close |
131-24 |
131-28 |
0-04 |
0.1% |
131-28 |
| Range |
1-04 |
2-12 |
1-08 |
111.1% |
3-31 |
| ATR |
2-01 |
2-02 |
0-01 |
1.2% |
0-00 |
| Volume |
177 |
831 |
654 |
369.5% |
2,096 |
|
| Daily Pivots for day following 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-02 |
137-27 |
133-06 |
|
| R3 |
136-22 |
135-15 |
132-17 |
|
| R2 |
134-10 |
134-10 |
132-10 |
|
| R1 |
133-03 |
133-03 |
132-03 |
133-22 |
| PP |
131-30 |
131-30 |
131-30 |
132-08 |
| S1 |
130-23 |
130-23 |
131-21 |
131-10 |
| S2 |
129-18 |
129-18 |
131-14 |
|
| S3 |
127-06 |
128-11 |
131-07 |
|
| S4 |
124-26 |
125-31 |
130-18 |
|
|
| Weekly Pivots for week ending 09-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-07 |
142-00 |
134-02 |
|
| R3 |
140-08 |
138-01 |
132-31 |
|
| R2 |
136-09 |
136-09 |
132-19 |
|
| R1 |
134-02 |
134-02 |
132-08 |
133-06 |
| PP |
132-10 |
132-10 |
132-10 |
131-28 |
| S1 |
130-03 |
130-03 |
131-16 |
129-07 |
| S2 |
128-11 |
128-11 |
131-05 |
|
| S3 |
124-12 |
126-04 |
130-25 |
|
| S4 |
120-13 |
122-05 |
129-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-08 |
|
2.618 |
139-12 |
|
1.618 |
137-00 |
|
1.000 |
135-17 |
|
0.618 |
134-20 |
|
HIGH |
133-05 |
|
0.618 |
132-08 |
|
0.500 |
131-31 |
|
0.382 |
131-22 |
|
LOW |
130-25 |
|
0.618 |
129-10 |
|
1.000 |
128-13 |
|
1.618 |
126-30 |
|
2.618 |
124-18 |
|
4.250 |
120-22 |
|
|
| Fisher Pivots for day following 09-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
131-31 |
131-28 |
| PP |
131-30 |
131-28 |
| S1 |
131-29 |
131-28 |
|