ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 29-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2009 |
29-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
129-18 |
127-15 |
-2-03 |
-1.6% |
134-00 |
| High |
130-11 |
128-02 |
-2-09 |
-1.8% |
134-00 |
| Low |
127-09 |
125-01 |
-2-08 |
-1.8% |
127-09 |
| Close |
127-21 |
125-28 |
-1-25 |
-1.4% |
128-11 |
| Range |
3-02 |
3-01 |
-0-01 |
-1.0% |
6-23 |
| ATR |
2-11 |
2-12 |
0-02 |
2.1% |
0-00 |
| Volume |
1,050 |
2,222 |
1,172 |
111.6% |
2,311 |
|
| Daily Pivots for day following 29-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-13 |
133-22 |
127-17 |
|
| R3 |
132-12 |
130-21 |
126-23 |
|
| R2 |
129-11 |
129-11 |
126-14 |
|
| R1 |
127-20 |
127-20 |
126-05 |
126-31 |
| PP |
126-10 |
126-10 |
126-10 |
126-00 |
| S1 |
124-19 |
124-19 |
125-19 |
123-30 |
| S2 |
123-09 |
123-09 |
125-10 |
|
| S3 |
120-08 |
121-18 |
125-01 |
|
| S4 |
117-07 |
118-17 |
124-07 |
|
|
| 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 |
140-30 |
|
2.618 |
136-00 |
|
1.618 |
132-31 |
|
1.000 |
131-03 |
|
0.618 |
129-30 |
|
HIGH |
128-02 |
|
0.618 |
126-29 |
|
0.500 |
126-18 |
|
0.382 |
126-06 |
|
LOW |
125-01 |
|
0.618 |
123-05 |
|
1.000 |
122-00 |
|
1.618 |
120-04 |
|
2.618 |
117-03 |
|
4.250 |
112-05 |
|
|
| Fisher Pivots for day following 29-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
126-18 |
127-22 |
| PP |
126-10 |
127-03 |
| S1 |
126-03 |
126-15 |
|