ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 12-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2009 |
12-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
131-18 |
131-25 |
0-07 |
0.2% |
134-10 |
| High |
133-05 |
133-17 |
0-12 |
0.3% |
134-16 |
| Low |
130-25 |
131-01 |
0-08 |
0.2% |
130-17 |
| Close |
131-28 |
133-16 |
1-20 |
1.2% |
131-28 |
| Range |
2-12 |
2-16 |
0-04 |
5.3% |
3-31 |
| ATR |
2-02 |
2-03 |
0-01 |
1.6% |
0-00 |
| Volume |
831 |
594 |
-237 |
-28.5% |
2,096 |
|
| Daily Pivots for day following 12-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-06 |
139-11 |
134-28 |
|
| R3 |
137-22 |
136-27 |
134-06 |
|
| R2 |
135-06 |
135-06 |
133-31 |
|
| R1 |
134-11 |
134-11 |
133-23 |
134-24 |
| PP |
132-22 |
132-22 |
132-22 |
132-29 |
| S1 |
131-27 |
131-27 |
133-09 |
132-08 |
| S2 |
130-06 |
130-06 |
133-01 |
|
| S3 |
127-22 |
129-11 |
132-26 |
|
| S4 |
125-06 |
126-27 |
132-04 |
|
|
| 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 |
144-05 |
|
2.618 |
140-02 |
|
1.618 |
137-18 |
|
1.000 |
136-01 |
|
0.618 |
135-02 |
|
HIGH |
133-17 |
|
0.618 |
132-18 |
|
0.500 |
132-09 |
|
0.382 |
132-00 |
|
LOW |
131-01 |
|
0.618 |
129-16 |
|
1.000 |
128-17 |
|
1.618 |
127-00 |
|
2.618 |
124-16 |
|
4.250 |
120-13 |
|
|
| Fisher Pivots for day following 12-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
133-03 |
133-02 |
| PP |
132-22 |
132-19 |
| S1 |
132-09 |
132-05 |
|