ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 20-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2009 |
20-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
135-11 |
134-00 |
-1-11 |
-1.0% |
131-25 |
| High |
135-17 |
134-00 |
-1-17 |
-1.1% |
136-17 |
| Low |
132-25 |
131-09 |
-1-16 |
-1.1% |
131-01 |
| Close |
134-30 |
133-21 |
-1-09 |
-0.9% |
134-30 |
| Range |
2-24 |
2-23 |
-0-01 |
-1.1% |
5-16 |
| ATR |
2-05 |
2-08 |
0-03 |
5.0% |
0-00 |
| Volume |
1,063 |
536 |
-527 |
-49.6% |
4,017 |
|
| Daily Pivots for day following 20-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-04 |
140-04 |
135-05 |
|
| R3 |
138-13 |
137-13 |
134-13 |
|
| R2 |
135-22 |
135-22 |
134-05 |
|
| R1 |
134-22 |
134-22 |
133-29 |
133-26 |
| PP |
132-31 |
132-31 |
132-31 |
132-18 |
| S1 |
131-31 |
131-31 |
133-13 |
131-04 |
| S2 |
130-08 |
130-08 |
133-05 |
|
| S3 |
127-17 |
129-08 |
132-29 |
|
| S4 |
124-26 |
126-17 |
132-05 |
|
|
| Weekly Pivots for week ending 16-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-21 |
148-10 |
137-31 |
|
| R3 |
145-05 |
142-26 |
136-14 |
|
| R2 |
139-21 |
139-21 |
135-30 |
|
| R1 |
137-10 |
137-10 |
135-14 |
138-16 |
| PP |
134-05 |
134-05 |
134-05 |
134-24 |
| S1 |
131-26 |
131-26 |
134-14 |
133-00 |
| S2 |
128-21 |
128-21 |
133-30 |
|
| S3 |
123-05 |
126-10 |
133-14 |
|
| S4 |
117-21 |
120-26 |
131-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-18 |
|
2.618 |
141-04 |
|
1.618 |
138-13 |
|
1.000 |
136-23 |
|
0.618 |
135-22 |
|
HIGH |
134-00 |
|
0.618 |
132-31 |
|
0.500 |
132-20 |
|
0.382 |
132-10 |
|
LOW |
131-09 |
|
0.618 |
129-19 |
|
1.000 |
128-18 |
|
1.618 |
126-28 |
|
2.618 |
124-05 |
|
4.250 |
119-23 |
|
|
| Fisher Pivots for day following 20-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
133-10 |
133-29 |
| PP |
132-31 |
133-26 |
| S1 |
132-20 |
133-24 |
|