ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 30-Jan-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2009 |
30-Jan-2009 |
Change |
Change % |
Previous Week |
| Open |
127-15 |
125-15 |
-2-00 |
-1.6% |
128-12 |
| High |
128-02 |
126-21 |
-1-13 |
-1.1% |
130-11 |
| Low |
125-01 |
125-07 |
0-06 |
0.1% |
125-01 |
| Close |
125-28 |
125-13 |
-0-15 |
-0.4% |
125-13 |
| Range |
3-01 |
1-14 |
-1-19 |
-52.6% |
5-10 |
| ATR |
2-12 |
2-10 |
-0-02 |
-2.8% |
0-00 |
| Volume |
2,222 |
1,529 |
-693 |
-31.2% |
5,869 |
|
| Daily Pivots for day following 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-02 |
129-06 |
126-06 |
|
| R3 |
128-20 |
127-24 |
125-26 |
|
| R2 |
127-06 |
127-06 |
125-21 |
|
| R1 |
126-10 |
126-10 |
125-17 |
126-01 |
| PP |
125-24 |
125-24 |
125-24 |
125-20 |
| S1 |
124-28 |
124-28 |
125-09 |
124-19 |
| S2 |
124-10 |
124-10 |
125-05 |
|
| S3 |
122-28 |
123-14 |
125-00 |
|
| S4 |
121-14 |
122-00 |
124-20 |
|
|
| Weekly Pivots for week ending 30-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-28 |
139-14 |
128-10 |
|
| R3 |
137-18 |
134-04 |
126-28 |
|
| R2 |
132-08 |
132-08 |
126-12 |
|
| R1 |
128-26 |
128-26 |
125-29 |
127-28 |
| PP |
126-30 |
126-30 |
126-30 |
126-14 |
| S1 |
123-16 |
123-16 |
124-29 |
122-18 |
| S2 |
121-20 |
121-20 |
124-14 |
|
| S3 |
116-10 |
118-06 |
123-30 |
|
| S4 |
111-00 |
112-28 |
122-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
130-13 |
|
1.618 |
128-31 |
|
1.000 |
128-03 |
|
0.618 |
127-17 |
|
HIGH |
126-21 |
|
0.618 |
126-03 |
|
0.500 |
125-30 |
|
0.382 |
125-25 |
|
LOW |
125-07 |
|
0.618 |
124-11 |
|
1.000 |
123-25 |
|
1.618 |
122-29 |
|
2.618 |
121-15 |
|
4.250 |
119-04 |
|
|
| Fisher Pivots for day following 30-Jan-2009 |
| Pivot |
1 day |
3 day |
| R1 |
125-30 |
127-22 |
| PP |
125-24 |
126-30 |
| S1 |
125-19 |
126-05 |
|