ECBOT 30 Year Treasury Bond Future June 2009
| Trading Metrics calculated at close of trading on 02-Feb-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2009 |
02-Feb-2009 |
Change |
Change % |
Previous Week |
| Open |
125-15 |
125-10 |
-0-05 |
-0.1% |
128-12 |
| High |
126-21 |
127-20 |
0-31 |
0.8% |
130-11 |
| Low |
125-07 |
125-10 |
0-03 |
0.1% |
125-01 |
| Close |
125-13 |
127-15 |
2-02 |
1.6% |
125-13 |
| Range |
1-14 |
2-10 |
0-28 |
60.9% |
5-10 |
| ATR |
2-10 |
2-10 |
0-00 |
0.0% |
0-00 |
| Volume |
1,529 |
1,529 |
0 |
0.0% |
5,869 |
|
| Daily Pivots for day following 02-Feb-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-24 |
132-29 |
128-24 |
|
| R3 |
131-14 |
130-19 |
128-03 |
|
| R2 |
129-04 |
129-04 |
127-29 |
|
| R1 |
128-09 |
128-09 |
127-22 |
128-22 |
| PP |
126-26 |
126-26 |
126-26 |
127-00 |
| S1 |
125-31 |
125-31 |
127-08 |
126-12 |
| S2 |
124-16 |
124-16 |
127-01 |
|
| S3 |
122-06 |
123-21 |
126-27 |
|
| S4 |
119-28 |
121-11 |
126-06 |
|
|
| 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 |
137-14 |
|
2.618 |
133-22 |
|
1.618 |
131-12 |
|
1.000 |
129-30 |
|
0.618 |
129-02 |
|
HIGH |
127-20 |
|
0.618 |
126-24 |
|
0.500 |
126-15 |
|
0.382 |
126-06 |
|
LOW |
125-10 |
|
0.618 |
123-28 |
|
1.000 |
123-00 |
|
1.618 |
121-18 |
|
2.618 |
119-08 |
|
4.250 |
115-16 |
|
|
| Fisher Pivots for day following 02-Feb-2009 |
| Pivot |
1 day |
3 day |
| R1 |
127-04 |
127-05 |
| PP |
126-26 |
126-27 |
| S1 |
126-15 |
126-18 |
|