ECBOT 30 Year Treasury Bond Future June 2009
Trading Metrics calculated at close of trading on 21-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2009 |
21-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
134-00 |
132-19 |
-1-13 |
-1.0% |
131-25 |
High |
134-00 |
132-24 |
-1-08 |
-0.9% |
136-17 |
Low |
131-09 |
129-24 |
-1-17 |
-1.2% |
131-01 |
Close |
133-21 |
130-13 |
-3-08 |
-2.4% |
134-30 |
Range |
2-23 |
3-00 |
0-09 |
10.3% |
5-16 |
ATR |
2-08 |
2-12 |
0-04 |
5.2% |
0-00 |
Volume |
536 |
843 |
307 |
57.3% |
4,017 |
|
Daily Pivots for day following 21-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
139-31 |
138-06 |
132-02 |
|
R3 |
136-31 |
135-06 |
131-07 |
|
R2 |
133-31 |
133-31 |
130-31 |
|
R1 |
132-06 |
132-06 |
130-22 |
131-18 |
PP |
130-31 |
130-31 |
130-31 |
130-21 |
S1 |
129-06 |
129-06 |
130-04 |
128-18 |
S2 |
127-31 |
127-31 |
129-27 |
|
S3 |
124-31 |
126-06 |
129-19 |
|
S4 |
121-31 |
123-06 |
128-24 |
|
|
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 |
145-16 |
2.618 |
140-19 |
1.618 |
137-19 |
1.000 |
135-24 |
0.618 |
134-19 |
HIGH |
132-24 |
0.618 |
131-19 |
0.500 |
131-08 |
0.382 |
130-29 |
LOW |
129-24 |
0.618 |
127-29 |
1.000 |
126-24 |
1.618 |
124-29 |
2.618 |
121-29 |
4.250 |
117-00 |
|
|
Fisher Pivots for day following 21-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
131-08 |
132-20 |
PP |
130-31 |
131-29 |
S1 |
130-22 |
131-05 |
|