ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 26-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2009 |
26-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
129-02 |
128-12 |
-0-22 |
-0.5% |
134-00 |
| High |
129-05 |
128-18 |
-0-19 |
-0.5% |
134-00 |
| Low |
127-09 |
127-08 |
-0-01 |
0.0% |
127-09 |
| Close |
128-11 |
127-31 |
-0-12 |
-0.3% |
128-11 |
| Range |
1-28 |
1-10 |
-0-18 |
-30.0% |
6-23 |
| ATR |
2-11 |
2-09 |
-0-02 |
-3.2% |
0-00 |
| Volume |
405 |
393 |
-12 |
-3.0% |
2,311 |
|
| Daily Pivots for day following 26-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-28 |
131-07 |
128-22 |
|
| R3 |
130-18 |
129-29 |
128-11 |
|
| R2 |
129-08 |
129-08 |
128-07 |
|
| R1 |
128-19 |
128-19 |
128-03 |
128-08 |
| PP |
127-30 |
127-30 |
127-30 |
127-24 |
| S1 |
127-09 |
127-09 |
127-27 |
126-30 |
| S2 |
126-20 |
126-20 |
127-23 |
|
| S3 |
125-10 |
125-31 |
127-19 |
|
| S4 |
124-00 |
124-21 |
127-08 |
|
|
| Weekly Pivots for week ending 23-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-01 |
145-29 |
132-01 |
|
| R3 |
143-10 |
139-06 |
130-06 |
|
| R2 |
136-19 |
136-19 |
129-18 |
|
| R1 |
132-15 |
132-15 |
128-31 |
131-06 |
| PP |
129-28 |
129-28 |
129-28 |
129-07 |
| S1 |
125-24 |
125-24 |
127-23 |
124-14 |
| S2 |
123-05 |
123-05 |
127-04 |
|
| S3 |
116-14 |
119-01 |
126-16 |
|
| S4 |
109-23 |
112-10 |
124-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-04 |
|
2.618 |
132-00 |
|
1.618 |
130-22 |
|
1.000 |
129-28 |
|
0.618 |
129-12 |
|
HIGH |
128-18 |
|
0.618 |
128-02 |
|
0.500 |
127-29 |
|
0.382 |
127-24 |
|
LOW |
127-08 |
|
0.618 |
126-14 |
|
1.000 |
125-30 |
|
1.618 |
125-04 |
|
2.618 |
123-26 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 26-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-30 |
129-00 |
| PP |
127-30 |
128-21 |
| S1 |
127-29 |
128-10 |
|