ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 22-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2009 |
22-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
132-19 |
130-04 |
-2-15 |
-1.9% |
131-25 |
| High |
132-24 |
130-24 |
-2-00 |
-1.5% |
136-17 |
| Low |
129-24 |
128-02 |
-1-22 |
-1.3% |
131-01 |
| Close |
130-13 |
128-22 |
-1-23 |
-1.3% |
134-30 |
| Range |
3-00 |
2-22 |
-0-10 |
-10.4% |
5-16 |
| ATR |
2-12 |
2-13 |
0-01 |
0.9% |
0-00 |
| Volume |
843 |
527 |
-316 |
-37.5% |
4,017 |
|
| Daily Pivots for day following 22-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-07 |
135-21 |
130-05 |
|
| R3 |
134-17 |
132-31 |
129-14 |
|
| R2 |
131-27 |
131-27 |
129-06 |
|
| R1 |
130-09 |
130-09 |
128-30 |
129-23 |
| PP |
129-05 |
129-05 |
129-05 |
128-28 |
| S1 |
127-19 |
127-19 |
128-14 |
127-01 |
| S2 |
126-15 |
126-15 |
128-06 |
|
| S3 |
123-25 |
124-29 |
127-30 |
|
| S4 |
121-03 |
122-07 |
127-07 |
|
|
| 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 |
142-06 |
|
2.618 |
137-25 |
|
1.618 |
135-03 |
|
1.000 |
133-14 |
|
0.618 |
132-13 |
|
HIGH |
130-24 |
|
0.618 |
129-23 |
|
0.500 |
129-13 |
|
0.382 |
129-03 |
|
LOW |
128-02 |
|
0.618 |
126-13 |
|
1.000 |
125-12 |
|
1.618 |
123-23 |
|
2.618 |
121-01 |
|
4.250 |
116-20 |
|
|
| Fisher Pivots for day following 22-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
129-13 |
131-01 |
| PP |
129-05 |
130-08 |
| S1 |
128-30 |
129-15 |
|