ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 13-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2009 |
13-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
131-25 |
134-07 |
2-14 |
1.8% |
134-10 |
| High |
133-17 |
134-07 |
0-22 |
0.5% |
134-16 |
| Low |
131-01 |
132-21 |
1-20 |
1.2% |
130-17 |
| Close |
133-16 |
133-16 |
0-00 |
0.0% |
131-28 |
| Range |
2-16 |
1-18 |
-0-30 |
-37.5% |
3-31 |
| ATR |
2-03 |
2-01 |
-0-01 |
-1.8% |
0-00 |
| Volume |
594 |
598 |
4 |
0.7% |
2,096 |
|
| Daily Pivots for day following 13-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-05 |
137-12 |
134-12 |
|
| R3 |
136-19 |
135-26 |
133-30 |
|
| R2 |
135-01 |
135-01 |
133-25 |
|
| R1 |
134-08 |
134-08 |
133-21 |
133-28 |
| PP |
133-15 |
133-15 |
133-15 |
133-08 |
| S1 |
132-22 |
132-22 |
133-11 |
132-10 |
| S2 |
131-29 |
131-29 |
133-07 |
|
| S3 |
130-11 |
131-04 |
133-02 |
|
| S4 |
128-25 |
129-18 |
132-20 |
|
|
| 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 |
140-28 |
|
2.618 |
138-10 |
|
1.618 |
136-24 |
|
1.000 |
135-25 |
|
0.618 |
135-06 |
|
HIGH |
134-07 |
|
0.618 |
133-20 |
|
0.500 |
133-14 |
|
0.382 |
133-08 |
|
LOW |
132-21 |
|
0.618 |
131-22 |
|
1.000 |
131-03 |
|
1.618 |
130-04 |
|
2.618 |
128-18 |
|
4.250 |
126-00 |
|
|
| Fisher Pivots for day following 13-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
133-15 |
133-05 |
| PP |
133-15 |
132-27 |
| S1 |
133-14 |
132-16 |
|