ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 14-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2009 |
14-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
134-07 |
133-18 |
-0-21 |
-0.5% |
134-10 |
| High |
134-07 |
136-04 |
1-29 |
1.4% |
134-16 |
| Low |
132-21 |
133-01 |
0-12 |
0.3% |
130-17 |
| Close |
133-16 |
135-18 |
2-02 |
1.5% |
131-28 |
| Range |
1-18 |
3-03 |
1-17 |
98.0% |
3-31 |
| ATR |
2-01 |
2-04 |
0-02 |
3.7% |
0-00 |
| Volume |
598 |
491 |
-107 |
-17.9% |
2,096 |
|
| Daily Pivots for day following 14-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-06 |
142-31 |
137-08 |
|
| R3 |
141-03 |
139-28 |
136-13 |
|
| R2 |
138-00 |
138-00 |
136-04 |
|
| R1 |
136-25 |
136-25 |
135-27 |
137-12 |
| PP |
134-29 |
134-29 |
134-29 |
135-07 |
| S1 |
133-22 |
133-22 |
135-09 |
134-10 |
| S2 |
131-26 |
131-26 |
135-00 |
|
| S3 |
128-23 |
130-19 |
134-23 |
|
| S4 |
125-20 |
127-16 |
133-28 |
|
|
| 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 |
149-09 |
|
2.618 |
144-07 |
|
1.618 |
141-04 |
|
1.000 |
139-07 |
|
0.618 |
138-01 |
|
HIGH |
136-04 |
|
0.618 |
134-30 |
|
0.500 |
134-18 |
|
0.382 |
134-07 |
|
LOW |
133-01 |
|
0.618 |
131-04 |
|
1.000 |
129-30 |
|
1.618 |
128-01 |
|
2.618 |
124-30 |
|
4.250 |
119-28 |
|
|
| Fisher Pivots for day following 14-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
135-08 |
134-29 |
| PP |
134-29 |
134-08 |
| S1 |
134-18 |
133-18 |
|