ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 15-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2009 |
15-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
133-18 |
136-08 |
2-22 |
2.0% |
134-10 |
| High |
136-04 |
136-17 |
0-13 |
0.3% |
134-16 |
| Low |
133-01 |
135-00 |
1-31 |
1.5% |
130-17 |
| Close |
135-18 |
135-27 |
0-09 |
0.2% |
131-28 |
| Range |
3-03 |
1-17 |
-1-18 |
-50.5% |
3-31 |
| ATR |
2-04 |
2-02 |
-0-01 |
-2.0% |
0-00 |
| Volume |
491 |
1,271 |
780 |
158.9% |
2,096 |
|
| Daily Pivots for day following 15-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-12 |
139-21 |
136-22 |
|
| R3 |
138-27 |
138-04 |
136-08 |
|
| R2 |
137-10 |
137-10 |
136-04 |
|
| R1 |
136-19 |
136-19 |
135-31 |
136-06 |
| PP |
135-25 |
135-25 |
135-25 |
135-19 |
| S1 |
135-02 |
135-02 |
135-23 |
134-21 |
| S2 |
134-08 |
134-08 |
135-18 |
|
| S3 |
132-23 |
133-17 |
135-14 |
|
| S4 |
131-06 |
132-00 |
135-00 |
|
|
| 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 |
143-01 |
|
2.618 |
140-17 |
|
1.618 |
139-00 |
|
1.000 |
138-02 |
|
0.618 |
137-15 |
|
HIGH |
136-17 |
|
0.618 |
135-30 |
|
0.500 |
135-24 |
|
0.382 |
135-19 |
|
LOW |
135-00 |
|
0.618 |
134-02 |
|
1.000 |
133-15 |
|
1.618 |
132-17 |
|
2.618 |
131-00 |
|
4.250 |
128-16 |
|
|
| Fisher Pivots for day following 15-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
135-26 |
135-14 |
| PP |
135-25 |
135-00 |
| S1 |
135-24 |
134-19 |
|