ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 28-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2009 |
28-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
127-31 |
129-18 |
1-19 |
1.2% |
134-00 |
| High |
130-00 |
130-11 |
0-11 |
0.3% |
134-00 |
| Low |
127-22 |
127-09 |
-0-13 |
-0.3% |
127-09 |
| Close |
129-30 |
127-21 |
-2-09 |
-1.8% |
128-11 |
| Range |
2-10 |
3-02 |
0-24 |
32.4% |
6-23 |
| ATR |
2-09 |
2-11 |
0-02 |
2.4% |
0-00 |
| Volume |
675 |
1,050 |
375 |
55.6% |
2,311 |
|
| Daily Pivots for day following 28-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-20 |
135-22 |
129-11 |
|
| R3 |
134-18 |
132-20 |
128-16 |
|
| R2 |
131-16 |
131-16 |
128-07 |
|
| R1 |
129-18 |
129-18 |
127-30 |
129-00 |
| PP |
128-14 |
128-14 |
128-14 |
128-04 |
| S1 |
126-16 |
126-16 |
127-12 |
125-30 |
| S2 |
125-12 |
125-12 |
127-03 |
|
| S3 |
122-10 |
123-14 |
126-26 |
|
| S4 |
119-08 |
120-12 |
125-31 |
|
|
| 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 |
143-12 |
|
2.618 |
138-12 |
|
1.618 |
135-10 |
|
1.000 |
133-13 |
|
0.618 |
132-08 |
|
HIGH |
130-11 |
|
0.618 |
129-06 |
|
0.500 |
128-26 |
|
0.382 |
128-14 |
|
LOW |
127-09 |
|
0.618 |
125-12 |
|
1.000 |
124-07 |
|
1.618 |
122-10 |
|
2.618 |
119-08 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 28-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
128-26 |
128-26 |
| PP |
128-14 |
128-13 |
| S1 |
128-01 |
128-01 |
|